# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0002071691-26-004251
**Filing Date:** 2026-2
**Character Count:** 4260974
**Document Hash:** 9f8fd0da542e95aa80786c3a9dcfeab8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004251.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-004251

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 26675659

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

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

## Series and Classes Contracts Data

### BlackRock Strategic Income Opportunities Portfolio (Series ID: S000062358)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202264 | Investor A Shares    |  |
| C000202265 | Investor C Shares    |  |
| C000202266 | Institutional Shares |  |
| C000202267 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Strategic Income Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000062358

- **c. LEI of Series:** WMEVRQ7LCLDEFWERGI49

**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:** $82890566394.46

**Total Liabilities:** $37814445234.94

**Net Assets:** $45076121159.52

**Amount of Assets Invested in Other Investment Companies:** $174936981.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2180846.58000000 | **1-Year:** 510399.37000000 | **5-Year:** 5486880.12000000 | **10-Year:** 2315025.87000000 | **30-Year:** 1605740.09000000

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

- **3-Month:** 1040115.88000000 | **1-Year:** 1976711.13000000 | **5-Year:** 6387220.77000000 | **10-Year:** 592776.90000000 | **30-Year:** -123278.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202264 | 0.68%                | 0.28%                | 0.54%                |
| Class ID C000202265 | 0.62%                | 0.22%                | 0.48%                |
| Class ID C000202266 | 0.70%                | 0.30%                | 0.46%                |
| Class ID C000202267 | 0.71%                | 0.41%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $101020540.55            | $-266254243.01                             |
| Month 2  | $99696909.70             | $-46927549.83                              |
| Month 3  | $3867546.98              | $198228226.11                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A10 Issuer LLC                                                               | A10 Issuer LLC, Series 2025-FL6, Class A                                                                                      | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5888000 | PA      | $5876982.96     | 0.01%             | 2042-05-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 3 Ltd.                                                            | AB BSL CLO 3 Ltd., Series 2021-3A, Class A1R                                                                                  | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3007204.50     | 0.01%             | 2038-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                           | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                                                                | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       4077551 | PA      | $4104681.47     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                           | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                                | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       4138000 | PA      | $4190917.16     | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO V Ltd.                                         | ABPCI DIRECT LENDING FUND CLO V Ltd., Series 2019-5A, Class A1RR                                                              | CUSIP: 000807AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6262488.75     | 0.01%             | 2036-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                                          | ABRA Global Finance                                                                                                           | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      24805663 | PA      | $24759276.41    | 0.05%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                              | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class SUBR                                                                   | CUSIP: 001011AJ4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $5025000.00     | 0.01%             | 2039-01-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aflac, Inc.                                                                  | Aflac, Inc.                                                                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |          4185 | NS      | $461479.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Security Corp. (The)                                                     | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       1396000 | PA      | $1361542.25     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                     | ADT Security Corp. (The)                                                                                                      | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1016443.09     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes SA                                                                                                                  | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |        612000 | PA      | $631388.16      | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes SA                                                                                                                  | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      10905000 | PA      | $11419061.70    | 0.03%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| ACRA Trust                                                                   | ACRA Trust, Series 2024-NQM1, Class A1                                                                                        | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6617205 | PA      | $6645873.06     | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                              | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                                                                   | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |       9000000 | PA      | $8989951.50     | 0.02%             | 2038-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                              | AGL CLO 23 Ltd., Series 2022-23A, Class BR                                                                                    | CUSIP: 00119EAS6<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | JE        |        500000 | PA      | $501296.25      | 0.00%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                                | AG Issuer LLC                                                                                                                 | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        395000 | PA      | $396790.54      | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd.                                                               | AGL CLO 5 Ltd., Series 2020-5A, Class D2R3                                                                                    | CUSIP: 00119TBR4<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |        350000 | PA      | $349964.79      | 0.00%             | 2039-01-20      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                                                               | AGL CLO 6 Ltd., Series 2020-6A, Class A1R2                                                                                    | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | KY        |       2900000 | PA      | $2908700.00     | 0.01%             | 2038-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd.                                                              | AGL CLO 19 Ltd., Series 2022-19A, Class D2R                                                                                   | CUSIP: 001210BA0<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $999672.40      | 0.00%             | 2038-07-21      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                              | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                                                                    | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4008065.20     | 0.01%             | 2038-04-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AGL CLO 44 Ltd.                                                              | AGL CLO 44 Ltd., Series 2025-44A, Class C                                                                                     | CUSIP: 00121RAE4<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6267168.75     | 0.01%             | 2037-10-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                         | AGL Core CLO 36 Ltd., Series 2024-36A, Class X                                                                                | CUSIP: 00121WAA1<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |       1155000 | PA      | $1154967.43     | 0.00%             | 2038-01-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 36 Ltd.                                                         | AGL Core CLO 36 Ltd., Series 2024-36A, Class A                                                                                | CUSIP: 00121WAC7<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2507370.50     | 0.01%             | 2038-01-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                                                              | AGL CLO 40 Ltd., Series 2025-40A, Class A1                                                                                    | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3757502.25     | 0.01%             | 2038-07-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                              | AES Corp. (The)                                                                                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       6383000 | PA      | $6302057.18     | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                            | AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2                                                                                | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |       5750000 | PA      | $5773741.75     | 0.01%             | 2037-07-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 Ltd.                                                            | AIMCO CLO 14 Ltd., Series 2021-14A, Class SUB                                                                                 | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $13211200.00    | 0.03%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd.                                                            | Aimco CLO 14 Ltd., Series 2021-14A, Class A1R                                                                                 | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7755854.35     | 0.02%             | 2038-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 Ltd.                                                            | AIMCO CLO 14 Ltd., Series 2021-14A, Class D2R                                                                                 | CUSIP: 00144GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000213.00     | 0.00%             | 2038-10-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ALM VII Ltd.                                                                 | ALM VII Ltd., Series 2012-7A, Class SUB                                                                                       | CUSIP: 00163HAD7<br>LEI: 549300TO15F7OWC7XK63 | Long             | ABS-CBDO         | CORP              | KY        |      12160000 | PA      | $1.22           | 0.00%             | 2116-10-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        197308 | NS      | $1878372.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      10878000 | PA      | $9667044.72     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      11486000 | PA      | $12044357.43    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       4356000 | PA      | $4440942.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                                                            | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       5050000 | PA      | $5578940.08     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                                                             | AMMC CLO 27 Ltd., Series 2022-27A, Class A1R                                                                                  | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3744713.63     | 0.01%             | 2037-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd.                                                             | AMMC CLO 25 Ltd., Series 2022-25A, Class A1R2                                                                                 | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      23570000 | PA      | $23630256.71    | 0.05%             | 2038-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2023-SFR2, Class F2                                                                                        | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000000 | PA      | $4695731.50     | 0.01%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2021-SFR1, Class F                                                                                         | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5128000 | PA      | $4926001.41     | 0.01%             | 2038-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2021-SFR2, Class F1                                                                                        | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6743800 | PA      | $6647948.35     | 0.01%             | 2038-08-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| APS Resecuritization Trust                                                   | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                                          | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20467683 | PA      | $7627243.11     | 0.02%             | 2057-07-31      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                   | AREIT Ltd., Series 2024-CRE9, Class A                                                                                         | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      12053473 | PA      | $12052402.34    | 0.03%             | 2041-05-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                   | AREIT Ltd., Series 2025-CRE10, Class A                                                                                        | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3710000 | PA      | $3705976.51     | 0.01%             | 2029-12-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                           | APLD ComputeCo LLC                                                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6100000 | PA      | $5983492.50     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                    | AREIT LLC, Series 2022-CRE7, Class A                                                                                          | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3442521 | PA      | $3440536.16     | 0.01%             | 2039-06-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4640000 | PA      | $4725092.96     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                  | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       1005000 | PA      | $998880.56      | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                  | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |        220000 | PA      | $211823.94      | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                  | Acadia Healthcare Co., Inc.                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       3554000 | PA      | $3589554.22     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp.                                                         | ACE Securities Corp., Series 2005-AG1, Class M2                                                                               | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1827994 | PA      | $1626455.23     | 0.00%             | 2035-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                                                       | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6798867 | PA      | $1005899.88     | 0.00%             | 2037-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                  | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2C                                                       | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        335513 | PA      | $50102.42       | 0.00%             | 2037-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |         18964 | PA      | $8716.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |           406 | PA      | $-147.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        236509 | PA      | $-79399.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        203137 | PA      | $-81696.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        612991 | PA      | $-79424.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4193000 | PA      | $4367631.74     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC                                                                                                                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       2744000 | PA      | $2826616.35     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRES LLC                                                                    | ACRES LLC, Series 2025-FL3, Class A                                                                                           | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      13896000 | PA      | $13914388.58    | 0.03%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       1431000 | PA      | $1470606.26     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |        142000 | PA      | $149310.63      | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       3999000 | PA      | $4127187.95     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                     | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       3609000 | PA      | $3312972.86     | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                     | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |        514000 | PA      | $516721.63      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                     | Advance Auto Parts, Inc.                                                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       3076000 | PA      | $3088211.72     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                        | AECOM                                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |        630000 | PA      | $645661.80      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Short            | DBT              | CORP              | IE        |      -1800000 | PA      | $-1625084.73    | -0.00%            | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                                                    | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Short            | DBT              | CORP              | IE        |       -400000 | PA      | $-427641.78     | -0.00%            | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                                 | Advanced Micro Devices, Inc.                                                                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        127378 | NS      | $27279272.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        757000 | PA      | $790777.20      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 Ltd.                                                              | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                                                                    | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |       2520000 | PA      | $2527898.94     | 0.01%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                          | Aethon United BR LP                                                                                                           | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |       2402000 | PA      | $2516517.75     | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                          | Affirm Master Trust, Series 2025-1A, Class A                                                                                  | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30491000 | PA      | $30794376.30    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                          | Affirm Master Trust, Series 2025-1A, Class B                                                                                  | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2389000 | PA      | $2407158.79     | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                            | Affirm Asset Securitization Trust, Series 2024-A, Class A                                                                     | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7128000 | PA      | $7139029.87     | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                            | Affirm Asset Securitization Trust, Series 2025-X1, Class C                                                                    | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2790000 | PA      | $2799361.29     | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                            | Affirm Asset Securitization Trust, Series 2025-X2, Class A                                                                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17845646 | PA      | $17862638.75    | 0.04%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                            | Affirm Asset Securitization Trust, Series 2025-X2, Class B                                                                    | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2640000 | PA      | $2644374.48     | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                            | Affirm Asset Securitization Trust, Series 2025-X2, Class C                                                                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        915000 | PA      | $916663.65      | 0.00%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                     | Agate Bay Mortgage Trust, Series 2015-1, Class B5                                                                             | CUSIP: 00841WBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1323082 | PA      | $856006.40      | 0.00%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                     | Agate Bay Mortgage Trust, Series 2015-3, Class B5                                                                             | CUSIP: 00841YCG1<br>LEI: 549300GXWD0QSMEEID35 | Long             | ABS-MBS          | CORP              | US        |       1520648 | PA      | $972890.97      | 0.00%             | 2045-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust                                                     | Agate Bay Mortgage Trust, Series 2015-4, Class B5                                                                             | CUSIP: 00842ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1061253 | PA      | $652945.25      | 0.00%             | 2045-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                              | AGL CLO 11 Ltd., Series 2021-11A, Class A1R                                                                                   | CUSIP: 00851TAQ9<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |       1510000 | PA      | $1513966.17     | 0.00%             | 2038-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                              | AGL CLO 11 Ltd., Series 2021-11A, Class D1R                                                                                   | CUSIP: 00851TAY2<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $721977.00      | 0.00%             | 2038-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AGL CLO 43 Ltd.                                                              | AGL CLO 43 Ltd., Series 2025-43A, Class A1                                                                                    | CUSIP: 00852TAA3<br>LEI: 254900MOOKTGLK7JFO07 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9774887.85     | 0.02%             | 2038-09-10      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                | Air Canada Pass-Through Trust, Series 2020-1, Class C                                                                         | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      15068000 | PA      | $15485404.70    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Air Canada                                                                   | Air Canada                                                                                                                    | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |       1145000 | PA      | $1139542.93     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2018-AA, Class AR                                                                                           | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7255000 | PA      | $7282024.88     | 0.02%             | 2037-10-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2018-BA, Class ER                                                                                           | CUSIP: 00900KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1007378.70     | 0.00%             | 2037-04-16      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                            | AIMCO CLO 10 Ltd., Series 2019-10A, Class SUB                                                                                 | CUSIP: 00900UAC8<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |       2250000 | PA      | $1022760.00     | 0.00%             | 2032-07-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 Ltd.                                                            | AIMCO CLO 23 Ltd., Series 2025-23A, Class A                                                                                   | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |        459000 | PA      | $458404.40      | 0.00%             | 2038-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 Ltd.                                                            | AIMCO CLO 22 Ltd., Series 2024-22A, Class E                                                                                   | CUSIP: 00901VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       1500000 | PA      | $1516070.40     | 0.00%             | 2037-04-19      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2017-D, Class B                                                                              | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          3709 | PA      | $1290.05        | 0.00%             | 2057-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-B, Class A                                                                              | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21482794 | PA      | $21307535.71    | 0.05%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-B, Class B                                                                              | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3313500 | PA      | $3254120.42     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-B, Class C                                                                              | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7357851 | PA      | $5263737.14     | 0.01%             | 2062-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-B, Class SA                                                                             | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        386602 | PA      | $376204.64      | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class A1                                                                             | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42978887 | PA      | $41206222.67    | 0.09%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class A2                                                                             | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2666600 | PA      | $2442858.66     | 0.01%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class A3                                                                             | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1511000 | PA      | $1345757.95     | 0.00%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class M1                                                                             | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4577700 | PA      | $4030246.45     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class B                                                                              | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8888300 | PA      | $6890469.70     | 0.02%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-A, Class C                                                                              | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7329244 | PA      | $5989940.75     | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class A1                                                                             | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23789671 | PA      | $23247040.99    | 0.05%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class A2                                                                             | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2705091 | PA      | $2521688.26     | 0.01%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class A3                                                                             | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1442964 | PA      | $1341003.01     | 0.00%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class M1                                                                             | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1577708 | PA      | $1459484.50     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class M2                                                                             | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7078208 | PA      | $5901030.52     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class M3                                                                             | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        451160 | PA      | $372701.34      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class B                                                                              | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10820263 | PA      | $8710508.64     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-A, Class C                                                                              | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5097602 | PA      | $6415620.95     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2020-C, Class C                                                                              | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        126862 | PA      | $662.16         | 0.00%             | 2060-09-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-G, Class A                                                                              | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50013188 | PA      | $49987065.63    | 0.11%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-G, Class B                                                                              | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15595131 | PA      | $17560513.82    | 0.04%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-G, Class C                                                                              | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26697329 | PA      | $27193149.60    | 0.06%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class A1                                                                             | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36159914 | PA      | $35088839.67    | 0.08%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class A2                                                                             | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2124115 | PA      | $1976322.90     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class A3                                                                             | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1820840 | PA      | $1688825.46     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class M1                                                                             | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1365498 | PA      | $1260536.13     | 0.00%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class M2                                                                             | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6777185 | PA      | $6025408.81     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class B                                                                              | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10115788 | PA      | $8196555.96     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2022-B, Class C                                                                              | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10337571 | PA      | $8229188.18     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-F, Class A                                                                              | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66545310 | PA      | $66513128.62    | 0.15%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-F, Class B                                                                              | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25067034 | PA      | $24929270.82    | 0.06%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-F, Class C                                                                              | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36290049 | PA      | $35766264.23    | 0.08%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                    | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |          5157 | NS      | $449948.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-D, Class A                                                                              | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23983173 | PA      | $23976596.95    | 0.05%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-D, Class B                                                                              | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11393157 | PA      | $12549969.67    | 0.03%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-D, Class C                                                                              | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15518718 | PA      | $19206193.29    | 0.04%             | 2060-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                              | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11190414 | PA      | $11190050.42    | 0.02%             | 2061-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-C, Class B                                                                              | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6442547 | PA      | $6764233.62     | 0.02%             | 2061-01-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-C, Class C                                                                              | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14779429 | PA      | $15333608.43    | 0.03%             | 2061-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                             | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34635894 | PA      | $30640473.65    | 0.07%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                             | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8636792 | PA      | $6690762.98     | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                             | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8544052 | PA      | $6173552.62     | 0.01%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                             | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5213682 | PA      | $3674514.44     | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class B3                                                                             | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16847682 | PA      | $9145058.06     | 0.02%             | 2060-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class XS                                                                             | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153028523 | PA      | $5002624.83     | 0.01%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2021-E, Class SA                                                                             | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         78412 | PA      | $37033.11       | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class A1                                                                             | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38269574 | PA      | $37181944.89    | 0.08%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class A2                                                                             | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2968200 | PA      | $2709820.27     | 0.01%             | 2063-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class A3                                                                             | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1582900 | PA      | $1404101.31     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class M1                                                                             | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1385300 | PA      | $1221124.08     | 0.00%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class M2                                                                             | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8587700 | PA      | $7111323.23     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2023-C, Class C                                                                              | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14212135 | PA      | $7651503.40     | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4565000 | PA      | $4560603.91     | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3261000 | PA      | $3234097.40     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                         | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        100000 | PA      | $96039.24       | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        289000 | PA      | $295189.18      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                                                         | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        100000 | PA      | $101054.34      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                      | Albion Financing 1 SARL                                                                                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |       3078000 | PA      | $3212541.50     | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alen Mortgage Trust                                                          | Alen Mortgage Trust, Series 2021-ACEN, Class A                                                                                | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2178000 | PA      | $2073873.52     | 0.00%             | 2034-04-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                   | Alexander Funding Trust II                                                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18297000 | PA      | $19493655.09    | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-600207.69     | -0.00%            | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group, Inc.                                                     | Algoma Steel Group, Inc.                                                                                                      | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       1251408 | NS      | $5130772.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         52131 | NS      | $7641361.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       3035000 | PA      | $4713355.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Allegheny County Airport Authority                                           | Allegheny County Airport Authority, Series 2025A                                                                              | CUSIP: 01728LKY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3775000 | PA      | $3975731.47     | 0.01%             | 2050-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                                                                     | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       3441000 | PA      | $3635337.36     | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                                                | Allegion US Holding Co., Inc.                                                                                                 | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99101.50       | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                                         | Allegiant Travel Co.                                                                                                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       3707000 | PA      | $3758771.96     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                                         | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                                                               | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |       3200000 | PA      | $3210912.00     | 0.01%             | 2037-07-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                         | Alliant Energy Corp.                                                                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      11685000 | PA      | $11663709.93    | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       2211000 | PA      | $2209054.76     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |       2399000 | PA      | $2442602.93     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7813000 | PA      | $8101057.50     | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9731000 | PA      | $9630308.48     | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       2488000 | PA      | $2622050.31     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                   | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |        201000 | PA      | $209276.42      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       1023000 | PA      | $1021602.58     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        144000 | PA      | $146197.87      | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        379000 | PA      | $356870.90      | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                                                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        357000 | PA      | $362198.72      | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -246538000 | PA      | $-218022413.98  | -0.48%            | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4949253835 | PA      | $-4575159831.58 | -10.15%           | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5131253835 | PA      | $4743403190.50  | 10.52%            | 2056-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -223100000 | PA      | $-205539589.29  | -0.46%            | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7003635835 | PA      | $6452373075.01  | 14.31%            | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -555000000 | PA      | $-526375630.80  | -1.17%            | 2056-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -767805000 | PA      | $-749486838.84  | -1.66%            | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     985323000 | PA      | $961815331.37   | 2.13%             | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     767805000 | PA      | $748886991.18   | 1.66%             | 2056-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4164605000 | PA      | $-4152892048.44 | -9.21%            | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5295824000 | PA      | $5369873335.70  | 11.91%            | 2056-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1337827000 | PA      | $1373583731.01  | 3.05%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.    | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 01F062614<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1073782000 | PA      | $-1115917828.47 | -2.48%            | 2056-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                         | Ally Financial, Inc., Series B                                                                                                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      15256000 | PA      | $15100956.63    | 0.03%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                         | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       1182000 | PA      | $1189648.51     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                         | Ally Financial, Inc.                                                                                                          | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      12700000 | PA      | $12792970.73    | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                         | Alpha Generation LLC                                                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |        226000 | PA      | $233952.87      | 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        |       3199000 | PA      | $3227717.42     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                               | Alphabet, Inc., Class C                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         72940 | NS      | $22888572.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                                               | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      13370000 | PA      | $13115523.58    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-15CB, Class A1                                                                            | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        627199 | PA      | $279280.05      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                                                           | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8054328 | PA      | $6795130.58     | 0.02%             | 2046-11-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OA11, Class A4                                                                            | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2741068 | PA      | $2607970.62     | 0.01%             | 2046-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-28CB, Class A14                                                                           | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2100727 | PA      | $995933.09      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-34, Class A3                                                                              | CUSIP: 02148AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4735672 | PA      | $1639505.17     | 0.00%             | 2046-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                                                            | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        436220 | PA      | $363457.96      | 0.00%             | 2047-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                                                           | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2429686 | PA      | $1300250.87     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-3T1, Class 1A1                                                                            | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        700583 | PA      | $302189.19      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                                                            | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3705442 | PA      | $1683545.23     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                                                            | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2421126 | PA      | $2213272.93     | 0.00%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-OH2, Class A2A                                                                            | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |        476115 | PA      | $444804.73      | 0.00%             | 2047-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2007-25, Class 1A3                                                                             | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20819882 | PA      | $8922516.38     | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                           | Altria Group, Inc.                                                                                                            | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |        300000 | PA      | $299491.73      | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                            | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |        299000 | PA      | $308839.19      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                            | Alumina Pty. Ltd.                                                                                                             | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       1267000 | PA      | $1315684.48     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         58652 | NS      | $13538054.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                                                              | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      37796000 | PA      | $36889809.91    | 0.08%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                                                        | Ambac Assurance Corp.                                                                                                         | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       1407415 | PA      | $1829639.94     | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux SARL                                                             | Ambipar Lux SARL                                                                                                              | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       4140000 | PA      | $690841.80      | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                       | Amentum Holdings, Inc.                                                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       2495000 | PA      | $2629939.58     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Group, Inc.                                                | American Airlines Group, Inc.                                                                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |         32855 | NS      | $503667.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                                                       | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       1305000 | PA      | $1334102.31     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       1876000 | PA      | $1962093.39     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                         | American Airlines Pass-Through Trust, Series 2025-1, Class B                                                                  | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4432000 | PA      | $4454372.74     | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       1368000 | PA      | $1317762.92     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       1492000 | PA      | $1519540.23     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc.                                                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       4637000 | PA      | $4723149.15     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc., Series C                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      18330000 | PA      | $18197298.87    | 0.04%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc., Series D                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       8745000 | PA      | $8592224.41     | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                                | American National Group, Inc.                                                                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       1749000 | PA      | $1750881.92     | 0.00%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      10836000 | PA      | $10686841.38    | 0.02%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                                                          | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-609315.86     | -0.00%            | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                                                                        | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1814000 | PA      | $1778234.45     | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                          | American Home Mortgage Assets Trust, Series 2006-5, Class A1                                                                  | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |             1 | PA      | $0.24           | 0.00%             | 2046-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                          | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                                | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4722826 | PA      | $2352561.26     | 0.01%             | 2046-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                          | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                                                                | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2311732 | PA      | $1535014.50     | 0.00%             | 2046-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| American Municipal Power, Inc.                                               | American Municipal Power, Inc., Series 2010A                                                                                  | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |       4015000 | PA      | $4735397.40     | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                    | Americold Realty Operating Partnership LP                                                                                     | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-97586.54      | -0.00%            | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                         | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        210000 | PA      | $211208.13      | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                         | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1502000 | PA      | $1557200.84     | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                         | AmeriGas Partners LP                                                                                                          | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2758000 | PA      | $2938072.63     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      12503000 | PA      | $10697464.90    | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      24037000 | PA      | $23536974.63    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                           | AmWINS Group, Inc.                                                                                                            | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       1250000 | PA      | $1285515.00     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1125983 | PA      | $212446.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1326457 | PA      | $250271.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 13 Ltd.                                             | Anchorage Credit Funding 13 Ltd., Series 2021-13A, Class A1                                                                   | CUSIP: 03290AAA8<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |      25970000 | PA      | $25150727.01    | 0.06%             | 2039-07-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                                | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                                                      | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |      39750000 | PA      | $39859888.88    | 0.09%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                                | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class D1                                                                      | CUSIP: 032912AJ6<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000772.40     | 0.00%             | 2038-10-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                                                | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A1R                                                                     | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9778869.75     | 0.02%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                 | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR3                                                                       | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      22000000 | PA      | $22080784.00    | 0.05%             | 2037-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                 | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR3                                                                       | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |       8860000 | PA      | $8881173.63     | 0.02%             | 2037-04-28      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 14 Ltd.                                             | Anchorage Credit Funding 14 Ltd., Series 2021-14A, Class A                                                                    | CUSIP: 033295AA4<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |      20750000 | PA      | $20044649.40    | 0.04%             | 2040-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                                | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                                                    | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7278667.95     | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 4 Ltd.                                              | Anchorage Credit Funding 4 Ltd., Series 2016-4A, Class AR                                                                     | CUSIP: 03329TAG9<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |      14250000 | PA      | $13556850.08    | 0.03%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                              | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class A1R                                                                    | CUSIP: 03330EAJ3<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |      22000000 | PA      | $21413172.00    | 0.05%             | 2039-01-28      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                              | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class A2R                                                                    | CUSIP: 03330EAL8<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |       4045000 | PA      | $4054772.32     | 0.01%             | 2039-01-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 9 Ltd.                                              | Anchorage Credit Funding 9 Ltd., Series 2019-9A, Class AV                                                                     | CUSIP: 03330HAA5<br>LEI: 549300SMHL6F6G4VTM11 | Long             | ABS-CBDO         | CORP              | KY        |       4700907 | PA      | $4656772.70     | 0.01%             | 2037-10-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                                | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class DR2                                                                     | CUSIP: 03330NBC7<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2500984.50     | 0.01%             | 2037-07-22      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 18 Ltd.                                                | Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1                                                                      | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |       5100000 | PA      | $5102285.31     | 0.01%             | 2034-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                | Anchorage Credit Funding Ltd., Series 2021-14A, Class SUB                                                                     | CUSIP: 03331CAC1<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $6772000.00     | 0.02%             | 2040-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 19 Ltd.                                             | Anchorage Credit Funding 19 Ltd., Series 2025-19A, Class A                                                                    | CUSIP: 03331VAA3<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9573220.80     | 0.02%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 8 Ltd.                                              | Anchorage Credit Funding 8 Ltd., Series 2019-8A, Class A                                                                      | CUSIP: 03331XAA9<br>LEI: 549300XI0H54XLMCG667 | Long             | ABS-CBDO         | CORP              | KY        |       7768629 | PA      | $7717838.64     | 0.02%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 10 Ltd.                                             | Anchorage Credit Funding 10 Ltd., Series 2020-10A, Class AV                                                                   | CUSIP: 03332AAA8<br>LEI: 549300FU018PJDVE5C16 | Long             | ABS-CBDO         | CORP              | KY        |      22130056 | PA      | $21809953.79    | 0.05%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding 12 Ltd.                                             | Anchorage Credit Funding 12 Ltd., Series 2020-12A, Class A1                                                                   | CUSIP: 03332DAA2<br>LEI: 5493008VFWRM4UWVV341 | Long             | ABS-CBDO         | CORP              | KY        |      20000000 | PA      | $19584632.00    | 0.04%             | 2038-10-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                                | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                                                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $7011814.60     | 0.02%             | 2038-02-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 29 Ltd.                                                | Anchorage Capital CLO 29 Ltd., Series 2024-29A, Class E                                                                       | CUSIP: 03332RAA1<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1269275.25     | 0.00%             | 2037-07-20      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2021-4, Class B1                                                                             | CUSIP: 03464EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3150000 | PA      | $2247255.05     | 0.00%             | 2065-01-20      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                                             | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        715000 | PA      | $673885.93      | 0.00%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2020-R1, Class M1                                                                            | CUSIP: 034651AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        600000 | PA      | $560789.46      | 0.00%             | 2053-04-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2025-7, Class A1                                                                             | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |       9418414 | PA      | $9510632.29     | 0.02%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                                                             | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8959318 | PA      | $9027782.99     | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                     | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      10633831 | PA      | $10684352.56    | 0.02%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                               | AngloGold Ashanti Holdings plc                                                                                                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |        585000 | PA      | $561342.60      | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3858927 | PA      | $817378.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                             | Antares CLO Ltd., Series 2018-3A, Class A2R                                                                                   | CUSIP: 03665LAN3<br>LEI: 254900KOI7TFZJ19KK11 | Long             | ABS-CBDO         | CORP              | KY        |       3600000 | PA      | $3605987.52     | 0.01%             | 2036-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                             | Antares CLO Ltd., Series 2018-1A, Class A1R                                                                                   | CUSIP: 03665MAJ0<br>LEI: 254900BLLG7F7B4DGG41 | Long             | ABS-CBDO         | CORP              | KY        |       4970000 | PA      | $4956427.92     | 0.01%             | 2038-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                             | Antares CLO Ltd., Series 2019-2A, Class A1R                                                                                   | CUSIP: 03665YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16469540 | PA      | $16501924.06    | 0.04%             | 2036-01-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | DBT              | CORP              | US        |       -157000 | PA      | $-161840.15     | -0.00%            | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                                                         | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       2595000 | PA      | $2605814.51     | 0.01%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1177000 | PA      | $1179252.78     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1622000 | PA      | $1622041.75     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        470000 | PA      | $486489.55      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                        | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1R                                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4670000 | PA      | $4678981.81     | 0.01%             | 2038-10-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                        | Apidos CLO XXXIX Ltd., Series 2022-39A, Class D1R                                                                             | CUSIP: 03766HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2410589.00     | 0.01%             | 2038-10-21      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                           | Apidos CLO XVIII-R, Series 2018-18A, Class A1R2                                                                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      26200000 | PA      | $26285805.00    | 0.06%             | 2038-01-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                              | Apidos CLO XXXI, Series 2019-31A, Class BR                                                                                    | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250112.75      | 0.00%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXI                                                              | Apidos CLO XXXI, Series 2019-31A, Class CR                                                                                    | CUSIP: 03767VAN8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |       1140000 | PA      | $1143213.32     | 0.00%             | 2031-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXVII                                                            | Apidos CLO XXXVII, Series 2021-37A, Class E                                                                                   | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |        850000 | PA      | $852411.54      | 0.00%             | 2034-10-22      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                               | Apollo Global Management, Inc.                                                                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         52233 | NS      | $7561249.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO LIII                                                              | Apidos CLO LIII, Series 2025-53A, Class A1                                                                                    | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9785341.80     | 0.02%             | 2038-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                               | Apidos CLO LIV, Series 2025-54A, Class A1                                                                                     | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |       3540000 | PA      | $3551132.59     | 0.01%             | 2038-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                               | Apidos CLO LIV, Series 2025-54A, Class D1                                                                                     | CUSIP: 03771RAG6<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3012151.80     | 0.01%             | 2038-10-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LIV                                                               | Apidos CLO LIV, Series 2025-54A, Class D2                                                                                     | CUSIP: 03771RAJ0<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $754190.63      | 0.00%             | 2038-10-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Apidos CLO LV                                                                | Apidos CLO LV, Series 2025-55A, Class A1                                                                                      | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |       1030000 | PA      | $1030000.00     | 0.00%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  3 | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         25800 | NS      | $7013988.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                        | Apidos Loan Fund Ltd., Series 2024-1A, Class A1R                                                                              | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        240000 | PA      | $240596.78      | 0.00%             | 2038-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                    | Aptiv Swiss Holdings Ltd.                                                                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       1918000 | PA      | $2000480.60     | 0.00%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                           | Aqua Finance Trust, Series 2021-A, Class A                                                                                    | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        342895 | PA      | $315473.45      | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |        250000 | PA      | $245030.83      | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      14716000 | PA      | $12829408.80    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |        929000 | PA      | $1063175.47     | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                                                        | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |        640000 | PA      | $639905.47      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                               | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A                                                      | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        227623 | PA      | $227228.00      | 0.00%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                  | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                         | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1165000 | PA      | $960264.41      | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes LLC                                | Arbor Realty Commercial Real Estate Notes LLC, Series 2025-FL1, Class A                                                       | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      12698000 | PA      | $12672339.88    | 0.03%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd.                             | Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class A                                                   | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2471000 | PA      | $2478286.48     | 0.01%             | 2041-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                  | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A5                                                        | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1605000 | PA      | $1449101.70     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US, Inc.                                                  | Arch Capital Group US, Inc.                                                                                                   | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-758816.22     | -0.00%            | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                           | Arches Buyer, Inc.                                                                                                            | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       2104000 | PA      | $2064892.70     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                                                          | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |        469000 | PA      | $471691.59      | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                                                          | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |        957000 | PA      | $987006.74      | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |        157000 | PA      | $154327.15      | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |        757000 | PA      | $797976.06      | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                              | Ardagh Group SA                                                                                                               | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      42340000 | PA      | $38688175.00    | 0.09%             | 2030-12-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |       4196000 | PA      | $3950054.40     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                          | Ardonagh Finco Ltd.                                                                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       4387000 | PA      | $4599132.46     | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                               | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                                                                      | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17640000 | PA      | $17661795.98    | 0.04%             | 2041-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                                                          | Ares LXXIV CLO Ltd., Series 2024-74A, Class C                                                                                 | CUSIP: 03990FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2008009.60     | 0.00%             | 2036-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                                                    | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class E                                                                         | CUSIP: 03990JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3250000 | PA      | $3255144.43     | 0.01%             | 2038-03-31      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                                         | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                                                               | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007164.00     | 0.00%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                                  | Ares Direct Lending CLO LLC, Series 2025-4A, Class A1                                                                         | CUSIP: 039933AA4<br>LEI: 2549008VI9L2AN96MC59 | Long             | ABS-CBDO         | CORP              | US        |       3770000 | PA      | $3769656.18     | 0.01%             | 2039-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                                                          | Ares LXIII CLO Ltd., Series 2022-63A, Class A1R                                                                               | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759582.10     | 0.01%             | 2038-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                              | Ardagh Group SA                                                                                                               | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      21700720 | PA      | $23536988.05    | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                                  | Ares Direct Lending CLO LLC, Series 2025-2A, Class A1                                                                         | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |       6250000 | PA      | $6255097.50     | 0.01%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AREIT LLC                                                                    | AREIT LLC, Series 2023-CRE8, Class A                                                                                          | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2410518 | PA      | $2407368.77     | 0.01%             | 2041-08-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AREIT                                                                        | AREIT, Series 2025-CRE11, Class A                                                                                             | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      11482000 | PA      | $11494910.36    | 0.03%             | 2043-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Argent Mortgage Loan Trust                                                   | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                                          | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4602904 | PA      | $3851110.78     | 0.01%             | 2035-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust                                                      | Argent Securities Trust, Series 2006-W2, Class A2C                                                                            | CUSIP: 040104RW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1780389 | PA      | $1004101.93     | 0.00%             | 2036-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic (The)                                                                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       2259943 | PA      | $1925471.61     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic (The)                                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      11272424 | PA      | $8386683.46     | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic (The)                                                                                                      | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      10728029 | PA      | $7423796.07     | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                     | Argentine Republic (The)                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       1668000 | PA      | $1487022.00     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Trust                                                      | Argent Securities Trust, Series 2006-M1, Class A2C                                                                            | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6728169 | PA      | $1803373.25     | 0.00%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                                                            | Ares XLI CLO Ltd., Series 2016-41A, Class AR2                                                                                 | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3005034.90     | 0.01%             | 2034-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                                          | Ares XLIII CLO Ltd., Series 2017-43A, Class ER2                                                                               | CUSIP: 04017AAJ9<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1016839.20     | 0.00%             | 2038-01-15      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                     | Ares Loan Funding I Ltd., Series 2021-ALFA, Class E                                                                           | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10850000 | PA      | $10854359.53    | 0.02%             | 2034-10-15      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Ares Loan Funding I Ltd.                                                     | Ares Loan Funding I Ltd., Series 2021-ALFA, Class SUB                                                                         | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14000000 | PA      | $4715480.00     | 0.01%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                           | Ares LXVI CLO Ltd., Series 2022-66A, Class A1R2                                                                               | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       7425000 | PA      | $7444955.43     | 0.02%             | 2038-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                           | Ares LXVI CLO Ltd., Series 2022-66A, Class CR2                                                                                | CUSIP: 04019RBL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4769294.50     | 0.01%             | 2038-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding IV Ltd.                                                    | Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D1R                                                                       | CUSIP: 04020FAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       1000000 | PA      | $1003772.10     | 0.00%             | 2038-10-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                           | Aretec Group, Inc.                                                                                                            | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       3411000 | PA      | $3680956.77     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARES1                                                                        | ARES1, Series 2024-IND2, Class A                                                                                              | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25460000 | PA      | $25475701.18    | 0.06%             | 2034-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                                                         | Arini US CLO II Ltd., Series 2A, Class A                                                                                      | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4768313.63     | 0.01%             | 2038-03-31      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                                                         | Arini US CLO II Ltd., Series 2A, Class E                                                                                      | CUSIP: 04039DAA6<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3036258.90     | 0.01%             | 2038-03-31      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Arini US CLO III Ltd.                                                        | Arini US CLO III Ltd., Series 3A, Class A                                                                                     | CUSIP: 04039YAA0<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |       3080000 | PA      | $3082926.00     | 0.01%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Halma plc                                                                    | Halma plc                                                                                                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |          9875 | NS      | $468715.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                          | Republic of Armenia                                                                                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |        574000 | PA      | $597321.62      | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                       | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1180000 | PA      | $1252169.76     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                       | Arsenal AIC Parent LLC                                                                                                        | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2406000 | PA      | $2647930.52     | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        114000 | PA      | $113672.59      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        288000 | PA      | $283908.27      | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        421000 | PA      | $413906.90      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       2297000 | PA      | $2232219.80     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                             | Ascension Health, Series 2025                                                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7605000 | PA      | $7616510.55     | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |        918000 | PA      | $920407.91      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |        804000 | PA      | $830220.05      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                                                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |        264000 | PA      | $273251.62      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                    | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                                          | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3816000 | PA      | $3787279.64     | 0.01%             | 2035-04-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                                                    | Ashford Hospitality Trust, Series 2018-ASHF, Class E                                                                          | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         61000 | PA      | $60522.60       | 0.00%             | 2035-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                        | Ashtead Capital, Inc.                                                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |        900000 | PA      | $889072.22      | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                         | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1672000 | PA      | $1594071.86     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                         | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5105000 | PA      | $4875217.31     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                         | Ashton Woods USA LLC                                                                                                          | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4935000 | PA      | $4938924.26     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                           | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       7514000 | PA      | $6993626.95     | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                              | AstraZeneca plc                                                                                                               | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Short            | DBT              | CORP              | GB        |       -100000 | PA      | $-87110.97      | -0.00%            | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                 | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                                  | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27075000 | PA      | $27345146.23    | 0.06%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| City of Atlanta                                                              | City of Atlanta Department of Aviation, Series 2025B B-1                                                                      | CUSIP: 04780M3C1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6595000 | PA      | $6857795.58     | 0.02%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                                    | Atlantica Sustainable Infrastructure Ltd.                                                                                     | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |        723000 | PA      | $701157.66      | 0.00%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XXII Ltd.                                             | Atlas Senior Loan Fund XXII Ltd., Series 2023-22A, Class A1                                                                   | CUSIP: 04940BAA8<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |      17000000 | PA      | $17020209.60    | 0.04%             | 2036-01-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                                       | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28130000 | PA      | $28693677.38    | 0.06%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                                       | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7793000 | PA      | $7933594.29     | 0.02%             | 2029-11-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                                                       | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8386000 | PA      | $7966700.00     | 0.02%             | 2036-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                                       | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14679000 | PA      | $14694260.29    | 0.03%             | 2042-08-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class F                                                                       | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25949000 | PA      | $25908683.04    | 0.06%             | 2042-08-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                 | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class G                                                                       | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4871000 | PA      | $4863612.64     | 0.01%             | 2042-08-15      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Audax Senior Debt CLO LLC                                                    | Audax Senior Debt CLO LLC, Series 2025-12A, Class A                                                                           | CUSIP: 05071UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4660000 | PA      | $4660000.00     | 0.01%             | 2037-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Aurora Innovation, Inc.                                                                                                       | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |         45680 | NS      | $10401.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya LLC                                                                    | Avaya LLC                                                                                                                     | CUSIP: 05351X507<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          2491 | NS      | $35290.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       2963000 | PA      | $2946900.60     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc.                                                                                                         | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       1836000 | PA      | $1755684.73     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |        753000 | PA      | $775299.34      | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |        471000 | PA      | $484120.65      | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                   | Aviation Capital Group LLC                                                                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-98469.47      | -0.00%            | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                   | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       3607000 | PA      | $3706958.99     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                   | Avis Budget Car Rental LLC                                                                                                    | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       5086000 | PA      | $5251785.09     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                  | Avnet, Inc.                                                                                                                   | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       1380000 | PA      | $1359990.00     | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                   | Axalta Coating Systems LLC                                                                                                    | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |        432000 | PA      | $415266.65      | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                    | Axalta Coating Systems Dutch Holding B BV                                                                                     | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |       2680000 | PA      | $2826370.59     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |           855 | NS      | $485580.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       1512000 | PA      | $1560904.13     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                                                                         | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |         56000 | PA      | $58258.32       | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                          | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       2723000 | PA      | $2876168.75     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                          | Azorra Finance Ltd.                                                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |        410000 | PA      | $429611.27      | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                                                               | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1720000 | PA      | $1464182.85     | 0.00%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2020-C7, Class XB                                                                                | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2706000 | PA      | $103728.56      | 0.00%             | 2053-04-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD Trust, Series 2020-EYP, Class E                                                                                          | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6517000 | PA      | $81266.99       | 0.00%             | 2035-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2023-5C23, Class D                                                                               | CUSIP: 05493QAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1148000 | PA      | $1134381.16     | 0.00%             | 2056-12-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                  | BAMLL Trust, Series 2024-BHP, Class A                                                                                         | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11500000 | PA      | $11518988.80    | 0.03%             | 2039-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                   | BAHA Trust, Series 2024-MAR, Class A                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54860000 | PA      | $56781669.00    | 0.13%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                   | BAHA Trust, Series 2024-MAR, Class B                                                                                          | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1980000 | PA      | $2072180.68     | 0.00%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                   | BAHA Trust, Series 2024-MAR, Class C                                                                                          | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6861000 | PA      | $7186935.92     | 0.02%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                  | BAMLL Trust, Series 2025-ASHF, Class A                                                                                        | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22354000 | PA      | $22353968.70    | 0.05%             | 2042-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                                  | BAMLL Trust, Series 2025-ASHF, Class E                                                                                        | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9115000 | PA      | $9115807.59     | 0.02%             | 2042-02-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD Trust, Series 2025-EWEST, Class A                                                                                        | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22580000 | PA      | $22579963.87    | 0.05%             | 2042-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2025-NASH, Class A                                                         | CUSIP: 05494PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10618000 | PA      | $10627948.00    | 0.02%             | 2040-09-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                                                           | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |       4555000 | PA      | $4554506.69     | 0.01%             | 2038-03-30      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                     | Azul Secured Finance LLP                                                                                                      | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7328306 | PA      | $3682473.77     | 0.01%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                     | Azule Energy Finance plc                                                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |       3560000 | PA      | $3562954.80     | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                               | BCAP LLC Trust, Series 2011-RR5, Class 11A5                                                                                   | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1951355 | PA      | $1893691.78     | 0.00%             | 2036-05-28      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                  | BBCMS Trust, Series 2015-SRCH, Class XA                                                                                       | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61517016 | PA      | $570262.73      | 0.00%             | 2035-08-10      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                                                  | BBCMS Trust, Series 2015-SRCH, Class XB                                                                                       | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42790000 | PA      | $112714.42      | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                               | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7234000 | PA      | $6847670.40     | 0.02%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2018-TALL, Class B                                                                               | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2134000 | PA      | $1922382.10     | 0.00%             | 2037-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                      | BDS LLC, Series 2024-FL13, Class A                                                                                            | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5300000 | PA      | $5290539.50     | 0.01%             | 2039-09-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BFLD Mortgage Trust                                                          | BFLD Mortgage Trust, Series 2024-VICT, Class A                                                                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8290000 | PA      | $8325925.54     | 0.02%             | 2041-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                   | BFLD Trust, Series 2025-FPM, Class C                                                                                          | CUSIP: 05556HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2370000 | PA      | $2384359.50     | 0.01%             | 2040-10-10      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                                                                     | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10985000 | PA      | $11015885.43    | 0.02%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2025-660F, Class D                                                                     | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1936000 | PA      | $1945677.10     | 0.00%             | 2042-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO VI Ltd.                                                          | BBAM US CLO VI Ltd., Series 2025-6A, Class A1                                                                                 | CUSIP: 05556TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4758767.08     | 0.01%             | 2039-01-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       1754000 | PA      | $1737500.47     | 0.00%             | 2027-01-12      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       8212000 | PA      | $8673341.95     | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                    | BPR Trust, Series 2021-TY, Class E                                                                                            | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5768000 | PA      | $5715345.08     | 0.01%             | 2038-09-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                    | BPR Trust, Series 2024-PMDW, Class A                                                                                          | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1220000 | PA      | $1248341.33     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BPR Mortgage Trust                                                           | BPR Mortgage Trust, Series 2023-STON, Class A                                                                                 | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2082000 | PA      | $2159088.13     | 0.00%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMP                                                                          | BMP, Series 2024-MF23, Class E                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5092000 | PA      | $5098357.36     | 0.01%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                | BPR Commercial Mortgage Trust, Series 2024-PARK, Class A                                                                      | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3700000 | PA      | $3771093.65     | 0.01%             | 2039-11-05      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                | BPR Commercial Mortgage Trust, Series 2024-PARK, Class D                                                                      | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        620000 | PA      | $644999.39      | 0.00%             | 2039-11-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-ROIC, Class E                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22155590 | PA      | $22045164.15    | 0.05%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-LUNR, Class A                                                                                           | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2298204 | PA      | $2301075.68     | 0.01%             | 2040-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                                                                        | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10428000 | PA      | $10437691.78    | 0.02%             | 2042-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-JDI, Class E                                                                        | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4688000 | PA      | $4699632.80     | 0.01%             | 2042-11-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                           | BMO Mortgage Trust, Series 2023-C5, Class XA                                                                                  | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27989233 | PA      | $1111528.02     | 0.00%             | 2056-06-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                     | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                                                             | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6223000 | PA      | $6241794.08     | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                    | BPR Trust, Series 2022-SSP, Class A                                                                                           | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2870000 | PA      | $2869997.99     | 0.01%             | 2039-05-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class A2                                                                               | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2856577 | PA      | $2705301.19     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                                | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2325000 | PA      | $2135588.99     | 0.00%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                                | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9570000 | PA      | $8680339.31     | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class E                                                                                | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        650000 | PA      | $570376.11      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class F                                                                                | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1603000 | PA      | $1360482.13     | 0.00%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-VIV5, Class A                                                                       | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2327650 | PA      | $2161175.08     | 0.00%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-VIEW, Class E                                                                                           | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6905000 | PA      | $6902238.69     | 0.02%             | 2036-06-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-VIEW, Class F                                                                                           | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2240000 | PA      | $2230144.22     | 0.00%             | 2036-06-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2017-CC, Class D                                                                                            | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1930000 | PA      | $1569491.05     | 0.00%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2017-CC, Class E                                                                                            | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3820000 | PA      | $3012213.25     | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2021-601L, Class D                                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3999000 | PA      | $3302838.08     | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2017-GM, Class D                                                                                            | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1520000 | PA      | $1472811.14     | 0.00%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2017-GM, Class E                                                                                            | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3300000 | PA      | $3162492.30     | 0.01%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                                                                       | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8380451 | PA      | $7942585.84     | 0.02%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2733497 | PA      | $2538974.79     | 0.01%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class FJV                                                                                          | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11223000 | PA      | $11216219.06    | 0.02%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class GJV                                                                                          | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2184868 | PA      | $2182185.20     | 0.00%             | 2036-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class AV                                                                                           | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4118142 | PA      | $4114795.84     | 0.01%             | 2036-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class FV                                                                                           | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7117288 | PA      | $7112987.57     | 0.02%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class GV                                                                                           | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7383000 | PA      | $7373934.33     | 0.02%             | 2036-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class AJV                                                                                          | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6552828 | PA      | $6544783.75     | 0.01%             | 2036-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2022-VAMF, Class B                                                                                           | CUSIP: 05609TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1449000 | PA      | $1448118.86     | 0.00%             | 2039-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2022-CSMO, Class B                                                                       | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5369000 | PA      | $5378949.29     | 0.01%             | 2027-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                                                                        | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5076352 | PA      | $5079476.96     | 0.01%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-XL4, Class D                                                                        | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15520461 | PA      | $15563601.17    | 0.03%             | 2039-02-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-XL4, Class E                                                                        | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9224670 | PA      | $9281431.35     | 0.02%             | 2039-02-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                                                         | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2056190 | PA      | $2058091.92     | 0.00%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-MF, Class E                                                                         | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6364647 | PA      | $6377357.47     | 0.01%             | 2039-02-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-PAT, Class A                                                                                            | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7020000 | PA      | $7020000.00     | 0.02%             | 2041-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-PAT, Class C                                                                                            | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15026000 | PA      | $15079828.84    | 0.03%             | 2041-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-PAT, Class D                                                                                            | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7203000 | PA      | $7248882.68     | 0.02%             | 2041-03-15      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        275936 | PA      | $276105.50      | 0.00%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-CNYN, Class A                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7764424 | PA      | $7771608.84     | 0.02%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-CNYN, Class D                                                                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2993025 | PA      | $3007837.63     | 0.01%             | 2041-04-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-CNYN, Class E                                                                                           | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4889810 | PA      | $4884146.35     | 0.01%             | 2041-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-KING, Class A                                                                       | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8419163 | PA      | $8419163.31     | 0.02%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-VLT4, Class A                                                                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30158000 | PA      | $30148560.55    | 0.07%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-VLT4, Class E                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6070000 | PA      | $6054923.33     | 0.01%             | 2041-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2024-VLT4, Class F                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15610000 | PA      | $15628107.60    | 0.03%             | 2041-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                                                       | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27249231 | PA      | $27266239.86    | 0.06%             | 2037-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BRAVO                                                                        | BRAVO, Series 2024-NQM6, Class B2                                                                                             | CUSIP: 05613JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        500000 | PA      | $509190.15      | 0.00%             | 2064-08-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                                                       | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34140000 | PA      | $34309064.69    | 0.08%             | 2041-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-BRBK, Class B                                                                       | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8326000 | PA      | $8377543.77     | 0.02%             | 2041-10-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                                                                       | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9289660 | PA      | $9301208.58     | 0.02%             | 2041-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-AIR2, Class B                                                                       | CUSIP: 05613QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3740803 | PA      | $3747780.27     | 0.01%             | 2041-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd.                                                                    | BXMT Ltd., Series 2025-FL5, Class A                                                                                           | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16906000 | PA      | $16817601.91    | 0.04%             | 2042-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                               | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                                                       | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2577000 | PA      | $2646228.27     | 0.01%             | 2044-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer LLC                                                             | BSPDF Issuer LLC, Series 2025-FL2, Class A                                                                                    | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2996000 | PA      | $2993878.23     | 0.01%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                             | Barings CLO Ltd., Series 2015-IA, Class BR                                                                                    | CUSIP: 056162AQ3<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |        248174 | PA      | $248260.13      | 0.00%             | 2031-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-LIFE, Class A                                                                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9355000 | PA      | $9566642.84     | 0.02%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                | BPR Commercial Mortgage Trust, Series 2025-STAR, Class A                                                                      | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11730000 | PA      | $11798297.93    | 0.03%             | 2042-11-05      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust                                                | BPR Commercial Mortgage Trust, Series 2025-STAR, Class HRR                                                                    | CUSIP: 05619DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000000 | PA      | $15065676.00    | 0.03%             | 2042-11-05      | Variable      | 11.11%                | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                               | BRES Commercial Mortgage Trust, Series 2025-ATCAP, Class A                                                                    | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5800000 | PA      | $5826490.34     | 0.01%             | 2042-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-OMG, Class A                                                                                            | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7346000 | PA      | $7350580.23     | 0.02%             | 2042-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-VOLT, Class A                                                                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9338000 | PA      | $9343808.24     | 0.02%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                               | BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A                                                                     | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12490000 | PA      | $12505598.76    | 0.03%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-ARIA, Class A                                                                                           | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22065000 | PA      | $22265019.23    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                                      | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2310401 | PA      | $2311823.53     | 0.01%             | 2041-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2021-7A, Class A1R                                                                       | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4200000 | PA      | $4194504.30     | 0.01%             | 2035-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO                                                      | Bain Capital Credit CLO Ltd., Series 2018-2A, Class BR                                                                        | CUSIP: 05682VAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2500886.00     | 0.01%             | 2031-07-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2024-6A, Class A1                                                                        | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |       1330000 | PA      | $1334955.58     | 0.00%             | 2038-01-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2025-4A, Class A1                                                                        | CUSIP: 05686GAA2<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |       4820000 | PA      | $4828604.66     | 0.01%             | 2039-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                                                    | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        659000 | PA      | $609315.62      | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |        157000 | PA      | $144489.35      | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       2206000 | PA      | $2267520.40     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                        | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                                                            | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      10036000 | PA      | $10071254.46    | 0.02%             | 2037-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                        | Ballyrock CLO 14 Ltd., Series 2020-14A, Class BR                                                                              | CUSIP: 05874XAS8<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $251170.80      | 0.00%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                           | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                                                                | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      19600000 | PA      | $19635280.00    | 0.04%             | 2038-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                           | Ballyrock CLO Ltd., Series 2019-2A, Class BR3                                                                                 | CUSIP: 05875MBH4<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759176.75     | 0.01%             | 2038-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                           | Ballyrock CLO Ltd., Series 2020-2A, Class DR                                                                                  | CUSIP: 05876EAE9<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |       1340000 | PA      | $1340244.95     | 0.00%             | 2031-10-20      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO 29 Ltd.                                                        | Ballyrock CLO 29 Ltd., Series 2025-29A, Class A1A                                                                             | CUSIP: 05876GAA2<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $501679.80      | 0.00%             | 2038-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 29 Ltd.                                                        | Ballyrock CLO 29 Ltd., Series 2025-29A, Class D                                                                               | CUSIP: 05876TAA4<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |       2700000 | PA      | $2670540.84     | 0.01%             | 2038-07-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                            | Banco de Credito e Inversiones SA                                                                                             | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |        375000 | PA      | $403804.69      | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                       | Banc of America Alternative Loan Trust, Series 2006-7, Class A4                                                               | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3601370 | PA      | $926233.17      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                | Banc of America Funding Trust, Series 2007-1, Class 1A6                                                                       | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        101024 | PA      | $86609.68       | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                                       | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8499073 | PA      | $2949614.44     | 0.01%             | 2036-11-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                                 | Banco Mercantil del Norte SA                                                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       1104000 | PA      | $1155888.00     | 0.00%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       8676845 | PA      | $9115025.33     | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                             | Bangkok Bank PCL                                                                                                              | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       1175000 | PA      | $1207629.75     | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corp.                                                | Banc of America Funding Corp., Series 2015-R3, Class 1A2                                                                      | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |       1680312 | PA      | $1440796.61     | 0.00%             | 2036-03-27      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |         89284 | NS      | $4910620.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-193175.72     | -0.00%            | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-93143.51      | -0.00%            | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |      -2500000 | PA      | $-1843321.88    | -0.00%            | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-89425.01      | -0.00%            | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-305895.58     | -0.00%            | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      29145000 | PA      | $29850941.74    | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1015706.00     | 0.00%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                             | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EC               | CORP              | GB        |       2543814 | NS      | $790712.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal, Series 6                                                                                                    | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      21150000 | PA      | $21762144.45    | 0.05%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1034062.00     | 0.00%             | 2030-03-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1015276.00     | 0.00%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | DBT              | CORP              | CA        |       -400000 | PA      | $-395247.27     | -0.00%            | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                                                     | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Short            | DBT              | CORP              | CA        |       -100000 | PA      | $-102339.49     | -0.00%            | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                      | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                                           | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31555000 | PA      | $157579.36      | 0.00%             | 2050-02-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| BANK                                                                         | BANK, Series 2019-BN20, Class XB                                                                                              | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86048000 | PA      | $1078138.42     | 0.00%             | 2062-09-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                              | BankAmerica Manufactured Housing Contract Trust, Series 1997-2, Class B1                                                      | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4500000 | PA      | $324552.15      | 0.00%             | 2027-10-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                              | BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1                                                      | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8475000 | PA      | $625449.07      | 0.00%             | 2025-12-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                         | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        662984 | PA      | $662792.07      | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM7, Class PT2                                                                     | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118897579 | PA      | $122182647.77   | 0.27%             | 2064-12-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A1                                                                      | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63477620 | PA      | $64568375.30    | 0.14%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A2                                                                      | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5137807 | PA      | $5225826.08     | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class A3                                                                      | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9875394 | PA      | $10044367.94    | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class M1                                                                      | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6712200 | PA      | $6855136.30     | 0.02%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B1                                                                      | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3307450 | PA      | $3403530.76     | 0.01%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B2                                                                      | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1313150 | PA      | $1312549.50     | 0.00%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class B3                                                                      | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        243288 | PA      | $219533.77      | 0.00%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class SA                                                                      | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1354 | PA      | $1342.50        | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM2, Class XS2                                                                     | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89955395 | PA      | $2364198.69     | 0.01%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A1                                                                      | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45153446 | PA      | $45591086.50    | 0.10%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A2                                                                      | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3560174 | PA      | $3595110.20     | 0.01%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class A3                                                                      | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6212354 | PA      | $6275349.77     | 0.01%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class M1                                                                      | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5794300 | PA      | $5850456.04     | 0.01%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                                      | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3974550 | PA      | $4041165.84     | 0.01%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B2                                                                      | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3639750 | PA      | $3659704.93     | 0.01%             | 2064-06-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class B3                                                                      | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9960617 | PA      | $9660669.95     | 0.02%             | 2064-06-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class SA                                                                      | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          8288 | PA      | $7296.22        | 0.00%             | 2064-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM3, Class XS                                                                      | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78295273 | PA      | $1920481.27     | 0.00%             | 2064-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                     | Barbados Government Bond                                                                                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       8819000 | PA      | $9295755.14     | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4245000.00     | 0.01%             | 2034-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |        200000 | PA      | $201708.63      | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1754000 | PA      | $1696904.84     | 0.00%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       1298000 | PA      | $1384929.66     | 0.00%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1                                                                      | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9974734 | PA      | $9923238.31     | 0.02%             | 2052-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A1                                                                      | CUSIP: 06744FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54248515 | PA      | $54857953.88    | 0.12%             | 2063-10-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A2                                                                      | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8641082 | PA      | $8745936.99     | 0.02%             | 2063-10-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class A3                                                                      | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5217752 | PA      | $5283824.07     | 0.01%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class M1                                                                      | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6427050 | PA      | $6535927.44     | 0.01%             | 2063-10-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B1                                                                      | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3856400 | PA      | $3915024.61     | 0.01%             | 2063-10-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B2                                                                      | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3243900 | PA      | $3265241.29     | 0.01%             | 2063-10-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class B3                                                                      | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8875906 | PA      | $8671888.86     | 0.02%             | 2063-10-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class SA                                                                      | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          1224 | PA      | $1136.45        | 0.00%             | 2063-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2023-NQM3, Class XS                                                                      | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90510684 | PA      | $637759.51      | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2021-NPL1, Class A                                                                            | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22955362 | PA      | $22953160.40    | 0.05%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2021-NPL1, Class B                                                                            | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6489724 | PA      | $6495573.40     | 0.01%             | 2051-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2021-NPL1, Class C                                                                            | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12843596 | PA      | $17981033.94    | 0.04%             | 2051-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                                      | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56399786 | PA      | $56955949.49    | 0.13%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A2                                                                      | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6504069 | PA      | $6575716.20     | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class A3                                                                      | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6051885 | PA      | $6118289.62     | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                                      | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6430700 | PA      | $6542666.85     | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B1                                                                      | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3997850 | PA      | $4032077.19     | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B2                                                                      | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3475950 | PA      | $3497057.71     | 0.01%             | 2065-01-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class B3                                                                      | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7705555 | PA      | $7498118.38     | 0.02%             | 2065-01-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class SA                                                                      | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         12508 | PA      | $11947.77       | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM1, Class XS                                                                      | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103664018 | PA      | $3652477.27     | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM4, Class PT2                                                                     | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119180324 | PA      | $122419919.25   | 0.27%             | 2065-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                                                      | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7370200 | PA      | $7423846.43     | 0.02%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A2                                                                      | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5024910 | PA      | $5056792.97     | 0.01%             | 2064-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A3                                                                      | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3837612 | PA      | $3863215.40     | 0.01%             | 2064-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class M1                                                                      | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4978500 | PA      | $5028728.58     | 0.01%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B1                                                                      | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2899900 | PA      | $2948995.89     | 0.01%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B2                                                                      | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2658200 | PA      | $2698577.53     | 0.01%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class B3                                                                      | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5703647 | PA      | $5620164.43     | 0.01%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class SA                                                                      | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         12670 | PA      | $7828.42        | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class XS                                                                      | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62154841 | PA      | $1554759.83     | 0.00%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2022-RPL1, Class A                                                                            | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20648845 | PA      | $20604898.90    | 0.05%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2022-RPL1, Class B                                                                            | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4958400 | PA      | $4947500.64     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2022-RPL1, Class C                                                                            | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8310580 | PA      | $3012585.16     | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Trust                                                      | Barclays Mortgage Trust, Series 2022-RPL1, Class SA                                                                           | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         39785 | PA      | $36454.61       | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A1                                                                      | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71752546 | PA      | $71751828.22    | 0.16%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A2                                                                      | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6749123 | PA      | $6744318.73     | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class A3                                                                      | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7560520 | PA      | $7564947.21     | 0.02%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class M1                                                                      | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5737100 | PA      | $5808775.31     | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B1                                                                      | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3489450 | PA      | $3512734.05     | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B2                                                                      | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2661700 | PA      | $2665065.19     | 0.01%             | 2064-12-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class B3                                                                      | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6091904 | PA      | $5876148.25     | 0.01%             | 2064-12-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class SA                                                                      | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         11221 | PA      | $9383.37        | 0.00%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2024-NQM4, Class XS                                                                      | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104042514 | PA      | $3930851.04     | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                                                      | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18161762 | PA      | $18283351.72    | 0.04%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                                                      | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1650500 | PA      | $1681118.26     | 0.00%             | 2065-05-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                 | Barclays Mortgage Loan Trust, Series 2025-NQM5, Class PT2                                                                     | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121121819 | PA      | $120561943.48   | 0.27%             | 2055-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1901730 | PA      | $-474290.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                                                        | Battalion CLO XV Ltd., Series 2020-15A, Class A1RR                                                                            | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      20632208 | PA      | $20621894.32    | 0.05%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd.                                                      | Battalion CLO VIII Ltd., Series 2015-8A, Class BR3                                                                            | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000105.20     | 0.00%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Battalion CLO X Ltd.                                                         | Battalion CLO X Ltd., Series 2016-10A, Class A1R3                                                                             | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4749422.40     | 0.01%             | 2035-01-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1250704 | PA      | $-307227.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                          | Bausch + Lomb Corp.                                                                                                           | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       7014000 | PA      | $7320862.50     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                      | Bay Area Toll Authority, Series 2010S-1                                                                                       | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |       3115000 | PA      | $3533023.66     | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BAY Mortgage Trust                                                           | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                                 | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2000000 | PA      | $2001390.40     | 0.00%             | 2035-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                   | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7496000 | PA      | $7163549.48     | 0.02%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                                                      | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        357750 | PA      | $345756.85      | 0.00%             | 2036-10-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                                      | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        387971 | PA      | $374776.62      | 0.00%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                                                      | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2104651 | PA      | $2055517.25     | 0.00%             | 2035-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                                      | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3655238 | PA      | $3488302.71     | 0.01%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2005-4A, Class A2                                                                      | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         85631 | PA      | $81837.83       | 0.00%             | 2036-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                                                      | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        229088 | PA      | $219175.93      | 0.00%             | 2036-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                                                      | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        327497 | PA      | $310785.89      | 0.00%             | 2036-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2006-2A, Class A2                                                                      | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        571026 | PA      | $556901.50      | 0.00%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                      | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1                                                              | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14871039 | PA      | $12325503.53    | 0.03%             | 2039-05-28      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                      | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A2                                                              | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        312481 | PA      | $145840.35      | 0.00%             | 2039-05-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                      | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                              | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7351034 | PA      | $6644129.15     | 0.01%             | 2040-02-28      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                      | Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1                                                              | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        284732 | PA      | $290006.96      | 0.00%             | 2040-12-28      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2006-4A, Class A1                                                                      | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1386756 | PA      | $1333814.35     | 0.00%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2007-1, Class A2                                                                       | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        912073 | PA      | $873709.63      | 0.00%             | 2037-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2007-5A, Class A4                                                                      | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-MBS          | CORP              | US        |       5505663 | PA      | $3224458.38     | 0.01%             | 2037-10-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                                      | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1340427 | PA      | $1255136.50     | 0.00%             | 2037-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                                                      | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4105522 | PA      | $3896833.17     | 0.01%             | 2037-09-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                                                     | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |       5843322 | PA      | $5242534.62     | 0.01%             | 2037-12-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                               | Bayview Commercial Asset Trust, Series 2008-2, Class A4A                                                                      | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |       1435810 | PA      | $1432311.49     | 0.00%             | 2038-04-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                                                               | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5893000 | PA      | $6160188.62     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                                | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6500000 | PA      | $5378709.70     | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       4378000 | PA      | $4832361.97     | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4                                                      | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21174940 | PA      | $20585569.11    | 0.05%             | 2037-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                     | Bear Stearns ALT-A Trust, Series 2006-6, Class 1A1                                                                            | CUSIP: 073868AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1683198 | PA      | $1548953.83     | 0.00%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                     | Bear Stearns ALT-A Trust, Series 2007-1, Class 1A1                                                                            | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1374898 | PA      | $1199932.67     | 0.00%             | 2047-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                                                       | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1950921 | PA      | $1934858.47     | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE1, Class 1M4                                                      | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5757969 | PA      | $5692139.60     | 0.01%             | 2035-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                                                       | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         12716 | PA      | $12636.05       | 0.00%             | 2034-08-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                                                      | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2461515 | PA      | $2554699.77     | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC2, Class 1A1                                                      | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5726399 | PA      | $1440394.37     | 0.00%             | 2036-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                                                      | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1255436 | PA      | $1235983.89     | 0.00%             | 2036-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE8, Class 1A3                                                      | CUSIP: 07388JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1091179 | PA      | $1075371.17     | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                                                      | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1397501 | PA      | $1328624.83     | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                                                      | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1523387 | PA      | $1469108.09     | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                 | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 1A4                                                      | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2441394 | PA      | $2386020.98     | 0.01%             | 2037-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                          | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                                                                | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        581143 | PA      | $579366.65      | 0.00%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                          | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                                                                | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         82096 | PA      | $75535.41       | 0.00%             | 2037-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                          | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                                                               | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1267663 | PA      | $1209705.89     | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                          | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A1                                                               | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        866107 | PA      | $823357.57      | 0.00%             | 2037-06-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                       | Beazer Homes USA, Inc.                                                                                                        | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       8623000 | PA      | $8812869.84     | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                       | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        700000 | PA      | $697074.60      | 0.00%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                         | Beignet Investor LLC                                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     274584000 | PA      | $290096656.03   | 0.64%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                  | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Short            | DBT              | CORP              | CA        |       -148000 | PA      | $-150119.31     | -0.00%            | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                  | Bell Telephone Co. of Canada or Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3853000 | PA      | $3975267.25     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                        | Belron UK Finance plc                                                                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |        963000 | PA      | $983405.97      | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                            | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29838535 | PA      | $740079.21      | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2020-B17, Class XB                                                                           | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13340000 | PA      | $230010.01      | 0.00%             | 2053-03-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47293826 | PA      | $2145649.96     | 0.00%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                                           | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4051000 | PA      | $3583723.63     | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVIII Ltd.                                      | Benefit Street Partners CLO XXVIII Ltd., Series 2022-28A, Class AR                                                            | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |       1220000 | PA      | $1224852.06     | 0.00%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                                          | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                                                                 | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004296.80     | 0.00%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                          | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR5                                                               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      24550000 | PA      | $24591550.88    | 0.05%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                          | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class DTR5                                                              | CUSIP: 08180FCN9<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $967115.50      | 0.00%             | 2038-10-20      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                                         | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8550000 | PA      | $8578586.07     | 0.02%             | 2037-07-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                           | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                                                               | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |       9334000 | PA      | $9361109.67     | 0.02%             | 2038-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd.                                         | Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class A1R2                                                             | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6020700.00     | 0.01%             | 2038-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                          | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ARR                                                               | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4761427.55     | 0.01%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                          | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR                                                              | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $750575.10      | 0.00%             | 2038-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                                     | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                                                            | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1756186.25     | 0.00%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVIII Ltd.                                       | Benefit Street Partners CLO XVIII Ltd., Series 2019-18A, Class AR2                                                            | CUSIP: 08186PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19600000 | PA      | $19631271.80    | 0.04%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                       | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class ER                                                             | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2300000 | PA      | $2288602.58     | 0.01%             | 2034-04-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 42 Ltd.                                          | Benefit Street Partners CLO 42 Ltd., Series 2025-42A, Class A                                                                 | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6767076.83     | 0.02%             | 2038-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO 44 Ltd.                                          | Benefit Street Partners CLO 44 Ltd., Series 2025-44A, Class A1                                                                | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2002757.00     | 0.00%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2024-V11, Class D                                                                            | CUSIP: 081921AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3928000 | PA      | $3518671.76     | 0.01%             | 2057-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                            | Benin Government Bond                                                                                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       1414000 | PA      | $1469230.84     | 0.00%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1295554 | PA      | $50889.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                           | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |          5823 | NS      | $389733.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bethpage Park CLO Ltd.                                                       | Bethpage Park CLO Ltd., Series 2021-1A, Class A                                                                               | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $8001048.00     | 0.02%             | 2035-01-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2022-C, Class B                                                                              | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1039147 | PA      | $1041857.31     | 0.00%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                                     | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7260000 | PA      | $7264532.42     | 0.02%             | 2041-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E                                                                     | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4509000 | PA      | $4516166.15     | 0.01%             | 2041-11-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2021-A, Class A                                                                              | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        461847 | PA      | $458636.59      | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2021-A, Class B                                                                              | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1995000 | PA      | $1964898.04     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                                     | BHG Securitization Trust, Series 2021-B, Class C                                                                              | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1600000 | PA      | $1554451.04     | 0.00%             | 2034-10-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                                                      | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8569000 | PA      | $8568496.14     | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                                      | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6830000 | PA      | $7001957.54     | 0.02%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                               | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class F                                                                      | CUSIP: 088921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29630000 | PA      | $30339007.38    | 0.07%             | 2042-10-10      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                               | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                                     | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9955000 | PA      | $9992418.85     | 0.02%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                   | Bidvest Group UK plc (The)                                                                                                    | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |        386000 | PA      | $391669.38      | 0.00%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                       | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                                                             | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3460000 | PA      | $3466484.73     | 0.01%             | 2038-01-19      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 4 Ltd.                                                       | Birch Grove CLO 4 Ltd., Series 2022-4A, Class A1R                                                                             | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007178.00     | 0.00%             | 2037-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                                                       | Birch Grove CLO 6 Ltd., Series 2023-6A, Class A1R                                                                             | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |       5000000 | PA      | $5016899.50     | 0.01%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                       | Birch Grove CLO 2 Ltd., Series 2021-2A, Class D1R                                                                             | CUSIP: 09077LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1005944.50     | 0.00%             | 2037-10-19      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 7 Ltd.                                                       | Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R                                                                             | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |      23450000 | PA      | $23491035.16    | 0.05%             | 2038-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 8 Ltd.                                                       | Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1                                                                              | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      25259000 | PA      | $25341079.12    | 0.06%             | 2037-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                      | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                            | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7767772.30     | 0.02%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                    | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                                        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |     183996239 | NS      | $183996238.99   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock ETF Trust II                                                       | iShares AAA CLO Active ETF                                                                                                    | CUSIP: 092528504<br>LEI: 529900KNSFG5S5J6YP44 | Long             |  | RF                | US        |        300000 | NS      | $15523380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Flexible Income Active ETF                                           | iShares Flexible Income Active ETF                                                                                            | CUSIP: 092528603<br>LEI: 5299008ELWKMLX9XJP73 | Long             |  | RF                | US        |       2110000 | NS      | $111344700.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock ETF Trust II                                                       | iShares High Yield Muni Active ETF                                                                                            | CUSIP: 092528843<br>LEI: 529900RSTN1ODZCS1O82 | Long             |  | RF                | US        |        396000 | NS      | $19277280.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                                                                | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Short            | DBT              | CORP              | US        |      -2300000 | PA      | $-2312421.56    | -0.01%            | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                     | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        998000 | PA      | $1040827.17     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                     | Blue Racer Midstream LLC                                                                                                      | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         94000 | PA      | $99759.62       | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO Ltd.                                                      | Blueberry Park CLO Ltd., Series 2024-1A, Class E                                                                              | CUSIP: 09609VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2010564.40     | 0.00%             | 2037-10-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                               | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |       1895669 | PA      | $1895854.55     | 0.00%             | 2030-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2015-3A, Class A1R                                                                              | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |        533489 | PA      | $533777.82      | 0.00%             | 2031-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                                             | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |        993393 | PA      | $993430.70      | 0.00%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2016-3A, Class A2R2                                                                             | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |       7400000 | PA      | $7410682.64     | 0.02%             | 2030-11-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                             | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR                                                                  | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        385296 | PA      | $385466.62      | 0.00%             | 2030-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                   | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                                         | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        370965 | PA      | $371088.58      | 0.00%             | 2031-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2018-1A, Class B                                                                                | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        272725 | PA      | $272975.12      | 0.00%             | 2030-07-30      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2018-2A, Class A                                                                                | CUSIP: 09629VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        262113 | PA      | $262118.53      | 0.00%             | 2031-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                                | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2753611.30     | 0.01%             | 2031-08-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2018-3A, Class A2R                                                                              | CUSIP: 09630AAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $9012968.10     | 0.02%             | 2030-10-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                                                   | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D1R                                                                        | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1330000 | PA      | $1330174.10     | 0.00%             | 2034-10-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                   | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class D1R                                                                        | CUSIP: 09630KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250314.40      | 0.00%             | 2034-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                                                    | BlueMountain CLO XXX Ltd., Series 2020-30A, Class AR2                                                                         | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3500045.15     | 0.01%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                                                    | BlueMountain CLO XXX Ltd., Series 2020-30A, Class ER                                                                          | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $244748.98      | 0.00%             | 2035-04-15      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1102152.06     | 0.00%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         33819 | NS      | $7342781.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        177550 | NS      | $12261603.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | DBT              | CORP              | US        |       -900000 | PA      | $-885234.95     | -0.00%            | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      32285000 | PA      | $31755344.88    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4449293.60     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                                  | BCMSC Trust, Series 2000-A, Class A2                                                                                          | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7776692 | PA      | $460374.70      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                                  | BCMSC Trust, Series 2000-A, Class A3                                                                                          | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7219305 | PA      | $441311.79      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust                                                                  | BCMSC Trust, Series 2000-A, Class A4                                                                                          | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5206995 | PA      | $336997.76      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       2429000 | PA      | $2624311.03     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                                                              | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       2763000 | PA      | $2919499.08     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                      | Civitas Resources, Inc.                                                                                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      14745000 | PA      | $14701676.24    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                              | AstraZeneca plc                                                                                                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |          2482 | NS      | $459317.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loadsmart, Inc., Series C                                                    | Loadsmart, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |        877193 | NS      | $5921052.75     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ByteDance Ltd., Series E-1                                                   | ByteDance Ltd., Series E-1                                                                                                    | CUSIP: N/A<br>LEI: 54930057HU24VGK3CO92       | Long             | EP               | CORP              | GB        |        296396 | NS      | $76668753.32    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC European Funding CLO III DAC                                            | CIFC European Funding CLO III DAC, Series 3A, Class C                                                                         | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $587602.64      | 0.00%             | 2034-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2022-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        538000 | PA      | $725295.00      | 0.00%             | 2059-10-23      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Volta Greentech AB, Series C                                                 | Volta Greentech AB, Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |         50461 | NS      | $0.59           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya Euro CLO IV DAC                                                         | Voya Euro CLO IV DAC, Series 4X, Class DR                                                                                     | CUSIP: N/A<br>LEI: 549300H0DM0Z0GCEKC77       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1052931.97     | 0.00%             | 2034-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Turkish Airlines Pass-Through Trust                                          | Turkish Airlines Pass-Through Trust, Series 2015-1, Class A                                                                   | CUSIP: 10010YAA0<br>LEI: 789000EV8M3BL7ZPFB03 | Long             | DBT              | CORP              | TR        |       1818316 | PA      | $1778185.45     | 0.00%             | 2027-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        310000 | PA      | $3340.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                                                      | Boston Scientific Corp.                                                                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         71137 | NS      | $6782912.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                                            | Boyd Gaming Corp.                                                                                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |        826000 | PA      | $806991.82      | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bracelet Holdings, Inc.                                                      | Bracelet Holdings, Inc.                                                                                                       | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25994000 | PA      | $25427534.03    | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1153716 | PA      | $188274.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                              | BRAVO Residential Funding Trust, Series 2023-NQM6, Class B1                                                                   | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1500000 | PA      | $1516673.10     | 0.00%             | 2063-09-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                              | BRAVO Residential Funding Trust, Series 2024-NQM3, Class B1                                                                   | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        845000 | PA      | $864794.80      | 0.00%             | 2064-03-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                              | BRAVO Residential Funding Trust, Series 2024-NQM1, Class B1                                                                   | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        565000 | PA      | $574325.78      | 0.00%             | 2063-12-01      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                              | BRAVO Residential Funding Trust, Series 2025-NQM6, Class A1                                                                   | CUSIP: 10570MAC4<br>LEI: 254900U9H6FFPW4O4S55 | Long             | ABS-MBS          | CORP              | US        |      12873091 | PA      | $12952607.22    | 0.03%             | 2065-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                              | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                                  | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |       7587429 | PA      | $7632063.46     | 0.02%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Federative Republic of Brazil                                                                                                 | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       1286000 | PA      | $1325866.00     | 0.00%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                   | BRCK Trust, Series 2025-830B, Class A                                                                                         | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5360000 | PA      | $5361413.97     | 0.01%             | 2042-12-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                   | BRCK Trust, Series 2025-830B, Class E                                                                                         | CUSIP: 10635AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7607000 | PA      | $7599837.10     | 0.02%             | 2042-12-10      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                                                                   | BRCK Trust, Series 2025-830B, Class F                                                                                         | CUSIP: 10635AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3500000 | PA      | $3500750.51     | 0.01%             | 2042-12-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings SARL                                              | Breakwater Energy Holdings Sarl                                                                                               | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |       7100000 | PA      | $7434800.50     | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brevard County Health Facilities Authority                                   | Brevard County Health Facilities Authority, Series 2022A                                                                      | CUSIP: 107416QM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9000000 | PA      | $9141495.30     | 0.02%             | 2047-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO VI Ltd.                                                    | Bridge Street CLO VI Ltd., Series 2025-2A, Class A1                                                                           | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8772092.00     | 0.02%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                            | Brink's Co. (The)                                                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |        230000 | PA      | $229983.46      | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                            | Brink's Co. (The)                                                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       1571000 | PA      | $1626605.55     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                            | Brink's Co. (The)                                                                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |        221000 | PA      | $230289.96      | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       1786000 | PA      | $1763444.43     | 0.00%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3828000 | PA      | $3698160.36     | 0.01%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         52888 | NS      | $18304536.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      14290000 | PA      | $10773142.12    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        320000 | PA      | $320182.72      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1708000 | PA      | $1590923.41     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                                                       | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2892000 | PA      | $2797475.56     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| County of Broward Airport System                                             | County of Broward Airport System, Series 2019C                                                                                | CUSIP: 114894ZT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3100000 | PA      | $2838405.88     | 0.01%             | 2032-10-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                     | Bryant Park Funding Ltd., Series 2023-21A, Class AR                                                                           | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7767125.18     | 0.02%             | 2038-10-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                     | Bryant Park Funding Ltd., Series 2023-19A, Class A1R                                                                          | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1999935.00     | 0.00%             | 2038-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                     | Bryant Park Funding Ltd., Series 2023-19A, Class D2R                                                                          | CUSIP: 11765ABA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1487122.05     | 0.00%             | 2038-04-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Bryant Park CLO Ltd.                                                         | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                                                               | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7273441.43     | 0.02%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                     | Bryant Park Funding Ltd., Series 2025-28A, Class A                                                                            | CUSIP: 11766GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3004594.80     | 0.01%             | 2039-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                                     | Bryant Park Funding Ltd., Series 2024-25A, Class A1                                                                           | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5018010.00     | 0.01%             | 2038-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                           | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        395000 | PA      | $390734.43      | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        496000 | PA      | $489984.78      | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                           | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       2049000 | PA      | $2131394.39     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                                                           | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       1099000 | PA      | $1153676.35     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        612150 | PA      | $36869.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        575421 | PA      | $34657.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        110469 | PA      | $6855.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        162778 | PA      | $9853.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                   | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       1220000 | PA      | $1216420.15     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                   | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        248000 | PA      | $236148.42      | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                   | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        454000 | PA      | $470405.48      | 0.00%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                   | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       3822000 | PA      | $3951687.80     | 0.01%             | 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        |       1211000 | PA      | $1266117.94     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3940000 | PA      | $255607.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                                                                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2830978 | PA      | $2837113.71     | 0.01%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2025-TAIL, Class E                                                                                           | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5278000 | PA      | $5274449.49     | 0.01%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BWAY Trust                                                                   | BWAY Trust, Series 2025-1535, Class A                                                                                         | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1875000 | PA      | $1939421.44     | 0.00%             | 2042-05-05      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18414613 | PA      | $18443057.84    | 0.04%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                                       | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15836678 | PA      | $15866210.48    | 0.04%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-BCAT, Class A                                                                       | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9223492 | PA      | $9234981.25     | 0.02%             | 2042-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-BCAT, Class B                                                                       | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2529872 | PA      | $2529871.97     | 0.01%             | 2042-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-BCAT, Class C                                                                       | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        953493 | PA      | $954684.70      | 0.00%             | 2042-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2025-BCAT, Class E                                                                       | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7642322 | PA      | $7627092.72     | 0.02%             | 2042-08-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                                                        | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8039347 | PA      | $8046797.82     | 0.02%             | 2040-12-09      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2023-XL3, Class D                                                                        | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10718652 | PA      | $10741859.82    | 0.02%             | 2040-12-09      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| C-BASS Trust                                                                 | C-BASS Trust, Series 2006-CB9, Class A4                                                                                       | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        609249 | PA      | $276594.02      | 0.00%             | 2036-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| C-BASS Trust                                                                 | C-BASS Trust, Series 2006-CB7, Class A4                                                                                       | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        958282 | PA      | $674425.92      | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                    | CBAM Ltd., Series 2018-7A, Class B1                                                                                           | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000235.30     | 0.00%             | 2031-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3928000 | PA      | $3922600.49     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4359000 | PA      | $4324509.41     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2720000 | PA      | $2689317.88     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -1743000 | PA      | $-1664649.54    | -0.00%            | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6380000 | PA      | $6093209.43     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3683000 | PA      | $3467588.14     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4360000 | PA      | $4006186.44     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8718000 | PA      | $7631375.93     | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          1000 | PA      | $897.54         | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -3951000 | PA      | $-3546169.87    | -0.01%            | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3651000 | PA      | $3104351.58     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8338000 | PA      | $7620449.81     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        693000 | PA      | $702525.85      | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                                                              | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2826000 | PA      | $2883897.82     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                            | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B1                                                  | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        633321 | PA      | $631618.81      | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                            | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B2                                                  | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5709042 | PA      | $4814391.88     | 0.01%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                            | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                                                  | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1200075 | PA      | $803279.79      | 0.00%             | 2037-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                            | Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB2, Class AF4                                                 | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        910329 | PA      | $744601.32      | 0.00%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                            | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                   | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1143000 | PA      | $1092353.10     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                      | CDW LLC                                                                                                                       | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Short            | DBT              | CORP              | US        |      -1200000 | PA      | $-1222697.44    | -0.00%            | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                    | CBAM Ltd., Series 2018-5A, Class A1R                                                                                          | CUSIP: 12516LAC9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |       3525000 | PA      | $3533899.57     | 0.01%             | 2038-10-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CENT                                                                         | CENT, Series 2025-CITY, Class A                                                                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9691000 | PA      | $9808867.76     | 0.02%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                    | CFK Trust, Series 2019-FAX, Class D                                                                                           | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6896750 | PA      | $6658212.11     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                    | CFK Trust, Series 2019-FAX, Class E                                                                                           | CUSIP: 12528XAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6152250 | PA      | $5654739.08     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                     | CFMT LLC, Series 2024-HB14, Class M2                                                                                          | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |        546665 | PA      | $527906.30      | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                     | CFMT LLC, Series 2024-HB14, Class M3                                                                                          | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       1360208 | PA      | $1304864.40     | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                     | CFMT LLC, Series 2024-R1, Class A1                                                                                            | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5967460 | PA      | $5903618.14     | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                     | CFMT LLC, Series 2024-R1, Class A2                                                                                            | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        947177 | PA      | $923735.32      | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                                     | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18700000 | PA      | $305.37         | 0.00%             | 2058-05-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C                                                                      | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3412000 | PA      | $3370828.08     | 0.01%             | 2058-05-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       2637000 | PA      | $2349264.80     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       7462000 | PA      | $8144325.28     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      11676000 | PA      | $12263636.97    | 0.03%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A1                                                                      | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2387599 | PA      | $1060566.87     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11                                                                     | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1304796 | PA      | $579588.06      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class AR                                                                           | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2775862 | PA      | $2785830.68     | 0.01%             | 2037-07-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding 2021-IV Ltd., Series 2021-4A, Class BR                                                                           | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $502198.40      | 0.00%             | 2037-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                                                  | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3510503.50     | 0.01%             | 2037-10-24      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2014-1A, Class A1R2                                                                                 | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |        152849 | PA      | $152845.86      | 0.00%             | 2031-01-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2017-5A, Class AR                                                                                   | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      18250000 | PA      | $18316758.50    | 0.04%             | 2037-07-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2018-3A, Class A1R                                                                                  | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7770590.98     | 0.02%             | 2038-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                            | Cigna Group (The)                                                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Short            | DBT              | CORP              | US        |       -900000 | PA      | $-894314.44     | -0.00%            | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-2A, Class A1RR                                                                                 | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6014692.20     | 0.01%             | 2038-10-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-5A, Class CR2                                                                                  | CUSIP: 12554XBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2006727.20     | 0.00%             | 2038-10-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                    | CIM Trust, Series 2019-J2, Class B4                                                                                           | CUSIP: 12558TBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1463285 | PA      | $1198205.96     | 0.00%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                      | CIT Mortgage Loan Trust, Series 2007-1, Class 1M2                                                                             | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3538000 | PA      | $3548351.48     | 0.01%             | 2037-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                      | CIT Mortgage Loan Trust, Series 2007-1, Class 2M2                                                                             | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1803279 | PA      | $1778804.00     | 0.00%             | 2037-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                    | CIM Trust, Series 2023-I1, Class B1                                                                                           | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3735000 | PA      | $3758904.08     | 0.01%             | 2058-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                    | CIM Trust, Series 2023-I2, Class B1                                                                                           | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4261000 | PA      | $4283196.81     | 0.01%             | 2067-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2022-1A, Class A                                                                                    | CUSIP: 12570LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3705000 | PA      | $3707668.71     | 0.01%             | 2035-04-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2025-4A, Class A1                                                                                   | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $8022413.60     | 0.02%             | 2038-10-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2024-3A, Class A1                                                                                   | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5500000 | PA      | $5520168.50     | 0.01%             | 2037-07-21      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                                | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A                                                                      | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13583000 | PA      | $13595614.53    | 0.03%             | 2037-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust                                                | CIP Commercial Mortgage Trust, Series 2025-SBAY, Class E                                                                      | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15516000 | PA      | $15540001.70    | 0.03%             | 2037-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                | CHI Commercial Mortgage Trust, Series 2025-110W, Class A                                                                      | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12355000 | PA      | $12374976.80    | 0.03%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                | CHI Commercial Mortgage Trust, Series 2025-110W, Class D                                                                      | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3069000 | PA      | $3079924.11     | 0.01%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       9408000 | PA      | $9673964.16     | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                                   | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32800000 | PA      | $174007.28      | 0.00%             | 2050-11-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2018-COR3, Class XD                                                                         | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8680000 | PA      | $299246.47      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C                                                                    | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1586000 | PA      | $1475969.98     | 0.00%             | 2051-08-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                                    | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65845726 | PA      | $2770221.90     | 0.01%             | 2052-06-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                    | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25131036 | PA      | $910582.88      | 0.00%             | 2052-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                              | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XB                                                                    | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41829000 | PA      | $704943.72      | 0.00%             | 2052-09-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                                                             | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4658624 | PA      | $4239187.88     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      15472000 | PA      | $13265986.77    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       5900000 | PA      | $3910051.54     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       4075000 | PA      | $2485750.00     | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       3579000 | PA      | $2847686.11     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       7101000 | PA      | $5275669.49     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2016-667M, Class D                                                                          | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        429457 | PA      | $323246.83      | 0.00%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                   | CSMC Mortgage-Backed Trust, Series 2006-4, Class 1A3                                                                          | CUSIP: 12637HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        629790 | PA      | $323248.34      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2020-FACT, Class E                                                                                         | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4184000 | PA      | $3792210.24     | 0.01%             | 2037-10-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2020-NQM1, Class A3                                                                                        | CUSIP: 126401AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        421236 | PA      | $406418.07      | 0.00%             | 2065-05-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2020-NQM1, Class AIOS                                                                                      | CUSIP: 126401AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3078620 | PA      | $29440.79       | 0.00%             | 2065-05-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2020-NQM1, Class XS                                                                                        | CUSIP: 126401AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3076999 | PA      | $205389.66      | 0.00%             | 2065-05-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                                                     | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-461615.35     | -0.00%            | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                                                       | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21074310 | PA      | $7972925.50     | 0.02%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2014-SAF1, Class B5                                                                                        | CUSIP: 12648FAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2826150 | PA      | $2159491.38     | 0.00%             | 2044-03-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2014-9R, Class 9A1                                                                                         | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1564343 | PA      | $1307838.82     | 0.00%             | 2036-08-27      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                                  | CSMC OA LLC, Series 2014-USA, Class X2                                                                                        | CUSIP: 12649AAG4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     598765000 | PA      | $5987.65        | 0.00%             | 2037-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2015-4R, Class 1A4                                                                                         | CUSIP: 12650BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4227171 | PA      | $2872331.13     | 0.01%             | 2036-10-27      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2015-6R, Class 5A2                                                                                         | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2580083 | PA      | $2048408.98     | 0.00%             | 2036-03-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2017-2, Class CERT                                                                                         | CUSIP: 12651N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        160307 | PA      | $136536.92      | 0.00%             | 2047-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2017-TIME, Class A                                                                                         | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2190000 | PA      | $2084693.63     | 0.00%             | 2039-11-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                          | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        706000 | PA      | $710754.91      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                          | CNX Resources Corp.                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       1457000 | PA      | $1520962.15     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                | CQP Holdco LP                                                                                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        485000 | PA      | $479819.52      | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class PT2                                                       | CUSIP: 12657XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        472464 | PA      | $207884.22      | 0.00%             | 2060-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2021-NQM8, Class M1                                                                                        | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1452500 | PA      | $1119918.61     | 0.00%             | 2066-10-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2021-BHAR, Class A                                                                                         | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1337000 | PA      | $1327831.26     | 0.00%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2021-BHAR, Class B                                                                                         | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2356000 | PA      | $2336905.56     | 0.01%             | 2038-11-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2022-3, Class B1                                                                             | CUSIP: 12659YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2500000 | PA      | $2210831.75     | 0.00%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2022-LION, Class A                                                                                         | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23200000 | PA      | $23068736.72    | 0.05%             | 2027-02-15      | Floating      | 7.19%                 | No            |                  3 | On Loan: No      |
| CVR Energy, Inc.                                                             | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |        266000 | PA      | $262296.06      | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                             | CVR Energy, Inc.                                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       3339000 | PA      | $3431982.34     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2022-NQM6, Class PT                                                                                        | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21633949 | PA      | $21681429.77    | 0.05%             | 2067-12-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        230000 | PA      | $240205.10      | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       4011000 | PA      | $4207731.85     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                        | CWABS Asset-Backed Certificates Trust, Series 2006-22, Class M1                                                               | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1599452 | PA      | $1578230.32     | 0.00%             | 2047-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                        | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                              | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4632432 | PA      | $4170655.31     | 0.01%             | 2036-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CWABS Revolving Home Equity Loan Trust                                       | CWABS Revolving Home Equity Loan Trust, Series 2004-U, Class 2A                                                               | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        114070 | PA      | $114182.76      | 0.00%             | 2034-03-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-22T1, Class A1                                                                            | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6695438 | PA      | $5948991.10     | 0.01%             | 2035-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-11CB, Class 2A1                                                                           | CUSIP: 12667GJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        157127 | PA      | $125524.81      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-11CB, Class 2A6                                                                           | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        812465 | PA      | $649056.07      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-J4, Class B1                                                                              | CUSIP: 12667GNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         70878 | PA      | $70444.22       | 0.00%             | 2035-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-29CB, Class A6                                                                            | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        578008 | PA      | $324607.42      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                 | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                                                        | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        162565 | PA      | $257678.59      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                       | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                               | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         59412 | PA      | $59202.35       | 0.00%             | 2035-05-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                       | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                               | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        651110 | PA      | $647715.48      | 0.00%             | 2036-05-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                       | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                                                               | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        389681 | PA      | $384387.53      | 0.00%             | 2036-11-15      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-59, Class 1A1                                                                             | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1107323 | PA      | $1085491.55     | 0.00%             | 2035-11-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2005-55CW, Class 2A3                                                                           | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1106943 | PA      | $796156.36      | 0.00%             | 2035-11-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OC1, Class 1A1                                                                            | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1800596 | PA      | $1777549.71     | 0.00%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-6CB, Class 2A10                                                                           | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        413854 | PA      | $149600.00      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                                           | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3551330 | PA      | $1577052.62     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                       | CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A                                                               | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        347881 | PA      | $337520.12      | 0.00%             | 2037-01-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                                    | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26614032 | PA      | $7190690.91     | 0.02%             | 2046-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                | Reperforming Loan REMIC Trust, Series 2005-R3, Class AF                                                                       | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        961332 | PA      | $801217.14      | 0.00%             | 2035-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                | Reperforming Loan REMIC Trust, Series 2005-R3, Class AS                                                                       | CUSIP: 126694JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        832945 | PA      | $37036.75       | 0.00%             | 2035-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                                                    | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        785959 | PA      | $647491.49      | 0.00%             | 2035-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1                                                                   | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        867309 | PA      | $798117.99      | 0.00%             | 2046-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                | Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1                                                                     | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        562652 | PA      | $546842.18      | 0.00%             | 2035-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                | Reperforming Loan REMIC Trust, Series 2005-R1, Class 1AF2                                                                     | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        267207 | PA      | $258592.97      | 0.00%             | 2035-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2007-J1, Class 2A1                                                                    | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2721841 | PA      | $954850.67      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Notes Trust                                               | CWABS Asset-Backed Notes Trust, Series 2007-SEA2, Class 2A1                                                                   | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2589404 | PA      | $2164755.17     | 0.00%             | 2047-06-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                                                          | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1640000 | PA      | $1669380.11     | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                                              | CQS US CLO Ltd., Series 2025-4A, Class A1                                                                                     | CUSIP: 12674KAC9<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9784554.00     | 0.02%             | 2036-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2025-167G, Class A                                                                          | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7256000 | PA      | $7277384.88     | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2025-167G, Class E                                                                          | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3600000 | PA      | $3598588.44     | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust, Series 2025-167G, Class F                                                                                | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3129000 | PA      | $3127632.31     | 0.01%             | 2040-08-10      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                                                             | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |       1891000 | PA      | $1902585.02     | 0.00%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                            | CQS US CLO 5 Ltd., Series 2025-5A, Class B                                                                                    | CUSIP: 12676EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        240000 | PA      | $240474.17      | 0.00%             | 2039-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                               | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                                                    | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1550000 | PA      | $1545097.04     | 0.00%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                               | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class D                                                                    | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4680000 | PA      | $4669415.24     | 0.01%             | 2042-11-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-11, Class A1                                                                            | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |      16391241 | PA      | $16432130.59    | 0.04%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-11, Class B1                                                                            | CUSIP: 12676KAJ2<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |       1491000 | PA      | $1494806.67     | 0.00%             | 2070-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1474286 | PA      | $119136.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                 | Cadence Design Systems, Inc.                                                                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |          1480 | NS      | $462618.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        278230 | NS      | $6507799.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       3586000 | PA      | $3439830.12     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       2703000 | PA      | $2799380.79     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       3326000 | PA      | $3407234.76     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |        755000 | PA      | $734198.92      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LLC                                                              | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3230000 | PA      | $3273538.14     | 0.01%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cali                                                                         | Cali, Series 2024-SUN, Class A                                                                                                | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6660000 | PA      | $6668227.76     | 0.01%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                        | California Buyer Ltd.                                                                                                         | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |       1580000 | PA      | $1582605.42     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       5474000 | PA      | $5725698.63     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       8954000 | PA      | $8820122.66     | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California, Series 2009                                                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       2155000 | PA      | $2514148.64     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California, Series 2009                                                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       4840000 | PA      | $5873714.62     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California, Series 2009                                                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       3720000 | PA      | $4329234.44     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California, Series 2009                                                                                              | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       2270000 | PA      | $2653014.60     | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California Department of Water Resources                            | State of California Department of Water Resources, Series BC                                                                  | CUSIP: 13067WRM6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |       4600000 | PA      | $3701446.12     | 0.01%             | 2034-12-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                          | California State Public Works Board, Series 2009G, Sub-Series G-2                                                             | CUSIP: 130685WB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6820000 | PA      | $8058061.88     | 0.02%             | 2034-10-01      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       2611000 | PA      | $2612728.48     | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        330000 | PA      | $330369.93      | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        718000 | PA      | $715311.95      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                                                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |        126000 | PA      | $127965.35      | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cameco Corp.                                                                 | Cameco Corp.                                                                                                                  | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        242780 | NS      | $22211942.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       3000000 | PA      | $-63119.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4700000 | PA      | $-100746.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        646923 | PA      | $87650.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        630552 | PA      | $85744.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        469058 | PA      | $63428.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        225040 | PA      | $30431.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3749863 | PA      | $489474.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1065330 | PA      | $139059.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        379012 | PA      | $49472.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1308956 | PA      | $170859.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        309125 | PA      | $40995.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1088093 | PA      | $144301.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3100000 | PA      | $309912.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |        285000 | PA      | $29321.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       7485000 | PA      | $-160357.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                           | Canadian Imperial Bank of Commerce                                                                                            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Short            | DBT              | CORP              | CA        |       -700000 | PA      | $-709581.29     | -0.00%            | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO R Ltd.                                                    | Canyon Capital CLO R Ltd., Series 2012-1RA, Class C                                                                           | CUSIP: 13876JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1503570.90     | 0.00%             | 2030-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                                    | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |       5820000 | PA      | $5842193.41     | 0.01%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2018-1A, Class A                                                                                      | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1169687 | PA      | $1170066.21     | 0.00%             | 2031-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                      | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                                                                            | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4748036.83     | 0.01%             | 2038-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2021-4A, Class AR                                                                                     | CUSIP: 13877PAL1<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3497739.35     | 0.01%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                      | Canyon Capital CLO Ltd., Series 2019-2A, Class AR2                                                                            | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      16000000 | PA      | $15976369.60    | 0.04%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO II Ltd.                                                  | Capital Four US CLO II Ltd., Series 2022-1A, Class AR                                                                         | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |      15580000 | PA      | $15609081.63    | 0.03%             | 2037-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp., Series M                                                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       5897000 | PA      | $5826114.52     | 0.01%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      12776000 | PA      | $12711556.83    | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                        | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3019161.15     | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                        | Cardinal Health, Inc.                                                                                                         | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1848636.86     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                          | Carlisle Cos., Inc.                                                                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |        700000 | PA      | $696230.49      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                                               | Carlyle Direct Lending CLO LLC, Series 2024-1A, Class AL1N                                                                    | CUSIP: 14290CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      19637000 | PA      | $19664937.56    | 0.04%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1750000 | PA      | $698247.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-105716.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2022-3A, Class AR                                                                                 | CUSIP: 143111AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003602.00     | 0.00%             | 2037-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2022-2A, Class A1R                                                                                | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1505511.15     | 0.00%             | 2038-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                                                                               | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7254994.53     | 0.02%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1030000 | PA      | $-105775.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        650000 | PA      | $-70209.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        980000 | PA      | $-108936.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1620000 | PA      | $-170856.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                         | Carrier Global Corp.                                                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         62441 | NS      | $3299382.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                                               | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                                                                     | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1620000 | PA      | $1462306.61     | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                               | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                                                     | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        503203 | PA      | $493717.00      | 0.00%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                                            | CarVal CLO I Ltd., Series 2018-1A, Class D                                                                                    | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1705000 | PA      | $1705676.71     | 0.00%             | 2031-07-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VIII-C Ltd.                                                       | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                                                             | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |      15750000 | PA      | $15802242.75    | 0.04%             | 2037-10-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                                           | CarVal CLO IV Ltd., Series 2021-1A, Class A1R                                                                                 | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7268685.43     | 0.02%             | 2038-03-31      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                                           | CarVal CLO IV Ltd., Series 2021-1A, Class BR                                                                                  | CUSIP: 14687EAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3150000 | PA      | $3158415.54     | 0.01%             | 2038-03-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                           | CarVal CLO VC Ltd., Series 2021-2A, Class E                                                                                   | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $247006.28      | 0.00%             | 2034-10-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                           | CarVal CLO VC Ltd., Series 2021-2A, Class D                                                                                   | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $500028.00      | 0.00%             | 2034-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                       | Cascade MH Asset Trust, Series 2019-MH1, Class A                                                                              | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12691989 | PA      | $12243790.74    | 0.03%             | 2044-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3487000 | PA      | $-165035.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1536000 | PA      | $-74340.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3623000 | PA      | $-182738.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                            | Credit-Based Asset Servicing & Securitization LLC, Series 2006-SL1, Class A2                                                  | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11472714 | PA      | $341284.57      | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                                                   | CBAMR Ltd., Series 2019-9A, Class AR                                                                                          | CUSIP: 14987VAN9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003055.00     | 0.00%             | 2037-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17900000 | PA      | $-1045812.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11800000 | PA      | $-99821.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2760000 | PA      | $-383677.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1450000 | PA      | $1352188.51     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                     | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                                                           | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       2467435 | PA      | $2467388.15     | 0.01%             | 2031-07-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                     | Cedar Funding V CLO Ltd., Series 2016-5A, Class BR                                                                            | CUSIP: 15032AAS6<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $750714.08      | 0.00%             | 2031-07-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                     | Cedar Funding V CLO Ltd., Series 2016-5A, Class CR                                                                            | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2005716.20     | 0.00%             | 2031-07-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                   | Cedar Funding VII CLO Ltd., Series 2018-7A, Class SUB                                                                         | CUSIP: 15033AAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $271425.00      | 0.00%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                                                   | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                                                                         | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      30350000 | PA      | $30410730.35    | 0.07%             | 2038-01-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                   | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class ER                                                                         | CUSIP: 15033GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4900000 | PA      | $4869227.02     | 0.01%             | 2037-10-15      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                    | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R2                                                                        | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $999328.80      | 0.00%             | 2032-05-29      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                   | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class D1R                                                                        | CUSIP: 15034AAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8738295.13     | 0.02%             | 2037-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4131000 | PA      | $-180019.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10488000 | PA      | $-465275.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3496000 | PA      | $-155091.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3916000 | PA      | $-179056.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       1698000 | PA      | $1766980.01     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        691000 | PA      | $722886.42      | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       3627000 | PA      | $3821685.14     | 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 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-422566.43     | -0.00%            | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                                                      | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       2117000 | PA      | $2236432.82     | 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        |       3887000 | PA      | $3906435.00     | 0.01%             | 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        |       1172000 | PA      | $1165850.87     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                              | Cemex SAB de CV                                                                                                               | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |        820000 | PA      | $854768.00      | 0.00%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      39660000 | PA      | $39426496.59    | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2104000 | PA      | $82237.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1215000 | PA      | $-178235.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Unified School District                                              | Central Unified School District, Series 2021A                                                                                 | CUSIP: 15276PQQ5<br>LEI: 549300AKOP2UG4D0YH67 | Long             | DBT              | MUN               | US        |       5000000 | PA      | $4072381.00     | 0.01%             | 2044-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                     | Central Garden & Pet Co.                                                                                                      | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |        506000 | PA      | $477322.91      | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29800000 | PA      | $-1157783.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                         | Central Parent, Inc.                                                                                                          | CUSIP: 15477CAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -2320000 | PA      | $-1966921.31    | -0.00%            | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                                                    | Century Communities, Inc.                                                                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        141389 | NS      | $8391437.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                                    | Century Communities, Inc.                                                                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       2313000 | PA      | $2199217.05     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLIV LLC                                               | Cerberus Loan Funding XLIV LLC, Series 2023-5A, Class A                                                                       | CUSIP: 15674DAA2<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |       4750000 | PA      | $4760769.20     | 0.01%             | 2036-01-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                                     | CFMT LLC, Series 2024-HB15, Class M2                                                                                          | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |        473929 | PA      | $463086.88      | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                                          | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                                                                | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17091590 | PA      | $16622730.07    | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |       1829673 | PA      | $-36646.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     241045964 | PA      | $-4967052.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                               | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       1655000 | PA      | $1640112.10     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                               | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       1327000 | PA      | $1281260.96     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                               | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |        383000 | PA      | $362892.23      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     269131980 | PA      | $-5548287.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     276478954 | PA      | $-5671303.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     268512222 | PA      | $-5397294.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     268801212 | PA      | $-5467701.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Charlotte                                                            | City of Charlotte, Series 2021A                                                                                               | CUSIP: 161036RV2<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |      12525000 | PA      | $9587047.07     | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1183008.90     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BR4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303484.54     | -0.00%            | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                                                          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000000 | PA      | $8998147.80     | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                 | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                                                       | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49818133 | PA      | $19393312.55    | 0.04%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1985000 | PA      | $-206771.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                           | Chemours Co. (The)                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       3403000 | PA      | $3077090.61     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                           | Chemours Co. (The)                                                                                                            | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       5035000 | PA      | $4874447.44     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      13765000 | PA      | $13403793.05    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                                                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       9170000 | PA      | $9375207.73     | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Expand Energy Corp.                                                                                                           | CUSIP: 165167180<br>LEI: N/A                  | N/A              | DE               |  | US        |          3260 | NS      | $323685.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |          1726 | NS      | $190481.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                                                                           | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       4795000 | PA      | $0.48           | 0.00%             | 2026-06-15      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                                                       | CUSIP: 165ESCAP9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      27853000 | PA      | $2.79           | 0.00%             | 2021-02-15      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| ESC Investments & Realty Corp., Inc.                                         | ESC Investments & Realty Corp., Inc.                                                                                          | CUSIP: 165ESCAQ7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       1665000 | PA      | $0.17           | 0.00%             | 2026-08-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3996000 | PA      | $-562029.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        410000 | PA      | $2249.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        958000 | PA      | $-5129.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4294896 | PA      | $-800.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                                                             | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        259000 | PA      | $258223.00      | 0.00%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |        694000 | PA      | $682549.00      | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       1177000 | PA      | $1051061.00     | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OSG Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     350000000 | NC      | $483951.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2007-1, Class A2                                                                      | CUSIP: 170255AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        770229 | PA      | $331255.38      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A6                                                                     | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1199920 | PA      | $522169.19      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                              | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                                    | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12958166 | PA      | $4548742.65     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                  | Chobani LLC                                                                                                                   | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |       2140000 | PA      | $2232281.08     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                         | CHNGE Mortgage Trust, Series 2022-1, Class A1                                                                                 | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3486388 | PA      | $3374969.65     | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       3369000 | PA      | $3356475.74     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       2163000 | PA      | $2162998.49     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding 2018-II Ltd., Series 2018-2A, Class A1R                                                                          | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |       2513000 | PA      | $2522404.40     | 0.01%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding 2018-II Ltd., Series 2018-2A, Class BR                                                                           | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $502625.55      | 0.00%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-4A, Class A1R2                                                                                 | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5016000.00     | 0.01%             | 2038-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-4A, Class BR2                                                                                  | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009988.50     | 0.01%             | 2038-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-7A, Class A1R                                                                                  | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      24350000 | PA      | $24418180.00    | 0.05%             | 2038-10-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      17500000 | PA      | $-221896.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp.                                                   | Cincinnati Financial Corp.                                                                                                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |          2754 | NS      | $449783.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     327727000 | PA      | $-6125346.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                           | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |        677000 | PA      | $676925.26      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                           | Cinemark USA, Inc.                                                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       2452000 | PA      | $2544445.30     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp. No. 2                                                           | Cintas Corp. No. 2                                                                                                            | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |        300000 | PA      | $299445.15      | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                           | Cipher Compute LLC                                                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1714000 | PA      | $1745679.71     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Circle Internet Group, Inc.                                                  | Circle Internet Group, Inc.                                                                                                   | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |        214168 | NS      | $16983522.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      79100000 | PA      | $78405422.90    | 0.17%             | 2030-09-09      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      38212000 | PA      | $38212000.00    | 0.08%             | 2030-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |         82251 | NS      | $9597869.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series T                                                                                                     | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10298000 | PA      | $10307767.65    | 0.02%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series X                                                                                                     | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      10651000 | PA      | $10613854.64    | 0.02%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1                                                                     | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6136398 | PA      | $3456337.65     | 0.01%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2007-AHL3, Class A3B                                                                    | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5188133 | PA      | $3670818.70     | 0.01%             | 2045-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                                    | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11023423 | PA      | $7527554.74     | 0.02%             | 2037-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                                    | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5007443 | PA      | $3421627.98     | 0.01%             | 2037-05-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2007-6, Class 2A1                                                                       | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3020588 | PA      | $2811979.14     | 0.01%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                           | Citicorp Mortgage Securities Trust, Series 2007-4, Class 1A14                                                                 | CUSIP: 17312XAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1121111 | PA      | $982961.43      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                           | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                                                  | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2289689 | PA      | $2182008.31     | 0.00%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                           | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                                  | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3197818 | PA      | $2750979.68     | 0.01%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                | Citigroup Mortgage Loan Trust, Series 2014-C, Class B2                                                                        | CUSIP: 17323GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        582000 | PA      | $573476.47      | 0.00%             | 2054-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                                                  | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        253246 | PA      | $245012.60      | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series FF                                                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      23530000 | PA      | $24258841.75    | 0.05%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      14555000 | PA      | $14889034.48    | 0.03%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series GG                                                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      63946000 | PA      | $66446616.00    | 0.15%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class E                                                                | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2660000 | PA      | $2312427.91     | 0.01%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1077647 | PA      | $-3146.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1326457 | PA      | $-329311.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        269862 | PA      | $-59234.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1170000000 | NC      | $849838.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     750000000 | NC      | $772207.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        830000 | PA      | $-31197.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4687163 | PA      | $-70572.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Infroneer Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $1639504.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Obara Group, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     720000000 | NC      | $317976.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     390651000 | PA      | $4527050.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                      | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6992000 | PA      | $7204507.86     | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                      | Civitas Resources, Inc.                                                                                                       | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       6029000 | PA      | $6318753.74     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17500000 | PA      | $-436261.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3483851 | PA      | $60864.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9730000 | PA      | $166678.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8640000 | PA      | $142578.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                                                             | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |       6321000 | PA      | $6554829.59     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2090000 | PA      | $-116184.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                             | Clarivate Science Holdings Corp.                                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2095000 | PA      | $2033833.73     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $69823.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4108000 | PA      | $68019.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     171472000 | PA      | $1473627.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6161777 | PA      | $112965.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        806400 | PA      | $107571.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $72302.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        806400 | PA      | $13849.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                          | Clean Harbors, Inc.                                                                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |        847000 | PA      | $871668.03      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Short            | DBT              | CORP              | US        |      -1335000 | PA      | $-1325589.99    | -0.00%            | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       8148000 | PA      | $8581416.56     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       2601000 | PA      | $2723620.48     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       2692000 | PA      | $2843535.83     | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |        415000 | PA      | $414095.80      | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                                                 | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |        322000 | PA      | $300711.74      | 0.00%             | 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        |       4703000 | PA      | $4820577.21     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DBT              | CORP              | US        |      -2217000 | PA      | $-2272426.04    | -0.01%            | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       3067000 | PA      | $3176527.60     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                                                                        | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       2432000 | PA      | $2529359.53     | 0.01%             | 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        |       3679000 | PA      | $3844632.15     | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3040000 | PA      | $-359934.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10981699980 | PA      | $63165.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     553535803 | PA      | $-3803013.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      10094000 | PA      | $10513005.88    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       8067000 | PA      | $8430339.54     | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc.                                                                                                    | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Short            | DBT              | CORP              | US        |      -1985000 | PA      | $-1967248.74    | -0.00%            | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       7029000 | PA      | $-27448.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       2366000 | PA      | $2407284.33     | 0.01%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       8781000 | PA      | $8927458.30     | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |        683000 | PA      | $702311.44      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                          | CitiMortgage Alternative Loan Trust, Series 2007-A6, Class 1A11                                                               | CUSIP: 18976GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        675740 | PA      | $621700.68      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29343000 | PA      | $585670.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $156096.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      78856712 | PA      | $-242803.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                              | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class A                                                                    | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5172429 | PA      | $5169199.34     | 0.01%             | 2036-08-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                                              | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                                                                    | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8751000 | PA      | $8740071.75     | 0.02%             | 2036-08-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      14671000 | PA      | $214584.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $101493.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7336000 | PA      | $101880.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                          | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |          6313 | NS      | $441341.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     108452000 | PA      | $-172312.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10729000 | PA      | $138548.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      36209827 | PA      | $181429.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                              | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       2701000 | PA      | $2700004.68     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                              | Cogent Communications Group LLC                                                                                               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       3175000 | PA      | $2969283.78     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                         | Cognizant Technology Solutions Corp., Class A                                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |          5940 | NS      | $493020.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     190641800 | PA      | $-1009975.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coinstar Funding LLC                                                         | Coinstar Funding LLC, Series 2017-1A, Class A2                                                                                | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7320000 | PA      | $8366760.00     | 0.02%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                        | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      10950000 | PA      | $10159410.00    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                        | Coinbase Global, Inc.                                                                                                         | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      10950000 | PA      | $9794775.00     | 0.02%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $48131.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                                                               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       3303000 | PA      | $3322359.74     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-A, Class B                                                                      | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3589117 | PA      | $3346933.85     | 0.01%             | 2051-07-25      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-A, Class C                                                                      | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        686040 | PA      | $651878.54      | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans Trust                                              | College Ave Student Loans Trust, Series 2024-A, Class A1B                                                                     | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14091556 | PA      | $14292918.37    | 0.03%             | 2054-06-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-B, Class B                                                                      | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1159536 | PA      | $1065363.87     | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-B, Class C                                                                      | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        526276 | PA      | $489444.46      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                             | College Avenue Student Loans LLC, Series 2021-B, Class D                                                                      | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        125720 | PA      | $117837.99      | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $61991.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4874409 | PA      | $64006.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       9748818 | PA      | $-140725.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       1435000 | PA      | $1542625.00     | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        586000 | PA      | $610026.00      | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        460000 | PA      | $490015.00      | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |        651000 | PA      | $678504.75      | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        500000 | PA      | $20667.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority                                         | Colorado Health Facilities Authority, Series 2016A                                                                            | CUSIP: 19648FAB0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |       6035000 | PA      | $5472694.91     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Colorado Springs Utilities System                                    | City of Colorado Springs Utilities System, Series 2025A                                                                       | CUSIP: 1966328C0<br>LEI: 2549003N3PXBHQH2V448 | Long             | DBT              | MUN               | US        |      12595000 | PA      | $13465621.82    | 0.03%             | 2055-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2022-1, Class B2                                                                             | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        623000 | PA      | $534291.90      | 0.00%             | 2066-12-27      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2021-HX1, Class B2                                                                           | CUSIP: 19688KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $786586.70      | 0.00%             | 2066-10-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-12, Class A1LC                                                                          | CUSIP: 19688UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3000000 | PA      | $2999736.84     | 0.01%             | 2071-01-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-12, Class B1                                                                            | CUSIP: 19688UAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1989000 | PA      | $1978415.64     | 0.00%             | 2071-01-26      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                                                             | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      14940630 | PA      | $15023759.72    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-6, Class A1                                                                             | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14245059 | PA      | $14374666.03    | 0.03%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                                                             | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9214321 | PA      | $9305364.57     | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-7, Class B1                                                                             | CUSIP: 19689CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $1007263.40     | 0.00%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-8, Class A1                                                                             | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5083289 | PA      | $5127700.49     | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2025-8, Class B1                                                                             | CUSIP: 19689DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1617695 | PA      | $1636162.12     | 0.00%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SHELL                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      49882500 | PA      | $-30267.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     335251191 | PA      | $-102244.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     592002783 | PA      | $-1769.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      35315000 | PA      | $1917257.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       9702000 | PA      | $668340.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15560000 | PA      | $-128223.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1570000 | PA      | $-12937.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36818000 | PA      | $-474914.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbus Regional Airport Authority                                          | Columbus Regional Airport Authority, Series 2025A                                                                             | CUSIP: 199546DD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      21605000 | PA      | $22719980.04    | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp.                                                           | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         20157 | NS      | $85869.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                            | Henley CLO IV DAC, Series 4A, Class D                                                                                         | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $588847.71      | 0.00%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                           | Avoca CLO XXII DAC, Series 22A, Class D                                                                                       | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |        970000 | PA      | $1137535.07     | 0.00%             | 2035-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                            | Henley CLO IV DAC, Series 4X, Class D                                                                                         | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1177695.42     | 0.00%             | 2034-04-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                  | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        229536 | NS      | $254784.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW Look Retailers                                                           | NEW Look Retailers                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       4100922 | NS      | $55.28          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cassia SRL                                                                   | Cassia SRL, Series 2022-1X, Class B                                                                                           | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |       5922187 | PA      | $7003071.41     | 0.02%             | 2034-05-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $-154013.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9871796 | PA      | $138056.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        100000 | PA      | $98459.08       | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       7979000 | PA      | $4666066.62     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       6118000 | PA      | $3437550.70     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                                               | Comerica, Inc.                                                                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |         25531 | NS      | $2219409.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2024-WCL1, Class A                                                                          | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16380000 | PA      | $16400247.32    | 0.04%             | 2041-06-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2024-WCL1, Class B                                                                          | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5615000 | PA      | $5621921.61     | 0.01%             | 2041-06-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                          | COMM Mortgage Trust, Series 2025-SBX, Class B                                                                                 | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4331000 | PA      | $4348072.37     | 0.01%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8357000 | PA      | $-90329.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $-9495.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $-10770.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     142841000 | PA      | $167102.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      32205000 | PA      | $542377.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1520000 | PA      | $-8524.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |         73000 | PA      | $74644.84       | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      28567466 | PA      | $-431504.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7781473 | PA      | $-113965.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1500000 | PA      | $-14067.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        160000 | PA      | $-1500.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                             | Commonwealth Financing Authority, Series 2016A                                                                                | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1580000 | PA      | $1491953.55     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2100000 | PA      | $-33807.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        220000 | PA      | $-3541.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11666667 | PA      | $100650.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                | CommScope LLC                                                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       7005000 | PA      | $7075331.67     | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8333333 | PA      | $71948.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      21616000 | PA      | $291541.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3840000 | PA      | $-22640.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                           | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                                                                  | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22056000 | PA      | $22188521.27    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                            | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13425514 | PA      | $13400066.29    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29250000 | PA      | $-308967.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29700000 | PA      | $-313720.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $63621.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4940000 | PA      | $-91957.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |         45000 | PA      | $45099.95       | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       2046000 | PA      | $1990052.54     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       5971000 | PA      | $5959009.04     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     206945766 | PA      | $6992661.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -206945766 | PA      | $-661366.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                             | Concentrix Corp.                                                                                                              | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |        909000 | PA      | $917822.54      | 0.00%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $67799.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                  | Concord Music Royalties LLC, Series 2024-1A, Class A                                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11031000 | PA      | $11129809.08    | 0.02%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $150655.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11360931 | PA      | $-171310.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONE Trust                                                                   | CONE Trust, Series 2024-DFW1, Class A                                                                                         | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6550000 | PA      | $6539790.52     | 0.01%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                   | CONE Trust, Series 2024-DFW1, Class E                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6477000 | PA      | $6474275.77     | 0.01%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     146055000 | PA      | $-45706.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       4000000 | PA      | $84286.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                           | Connect Finco SARL                                                                                                            | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |       9097000 | PA      | $9649544.59     | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                        | Conseco Finance Securitizations Corp., Series 2000-1, Class A5                                                                | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4152280 | PA      | $497045.76      | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                        | Conseco Finance Securitizations Corp., Series 2000-4, Class A6                                                                | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5128463 | PA      | $641297.38      | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                        | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                                                                | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6271039 | PA      | $1121567.21     | 0.00%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                        | Conseco Finance Securitizations Corp., Series 2000-5, Class A7                                                                | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11418320 | PA      | $2103725.02     | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      28425022 | PA      | $-16147.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8620727516 | PA      | $46315.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1025446.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $-92058.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                   | Constellation Energy Corp.                                                                                                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |          1267 | NS      | $447593.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                                                                | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |        267000 | PA      | $257817.31      | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4358000 | PA      | $-57554.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1189162 | PA      | $78742.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                   | Continuum Energy Pte. Ltd.                                                                                                    | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      14112355 | PA      | $14060139.29    | 0.03%             | 2027-09-11      | Fixed         | 12.85%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2928000 | PA      | $-37511.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                  | Continental Resources, Inc.                                                                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-293740.13     | -0.00%            | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Contra Costa Community College District                                      | Contra Costa Community College District, Series 2010B                                                                         | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3205000 | PA      | $3425637.33     | 0.01%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1830600 | PA      | $102164.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6101000 | PA      | $274458.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      97835971 | PA      | $-23366.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      35618174 | PA      | $9475.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     102804000 | PA      | $-21311.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4297403401 | PA      | $17408.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2149776911 | PA      | $8287.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17818001 | PA      | $-6700.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     134002000 | PA      | $-504045.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     191555614 | PA      | $-433558.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     769381839 | PA      | $-1194140.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     294700944 | PA      | $-667012.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164596603 | PA      | $-428427.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3294000 | PA      | $115365.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       1219000 | PA      | $41142.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                     | Cooperatieve Rabobank UA                                                                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Short            | DBT              | CORP              | NL        |       -400000 | PA      | $-409165.02     | -0.00%            | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       8600000 | PA      | $220033.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      17833002 | PA      | $1374.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                              | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        131565 | NS      | $9421369.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreWeave, Inc.                                                              | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       6005000 | PA      | $5583284.46     | 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        |       4103000 | PA      | $3760481.56     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                              | CoreWeave, Inc.                                                                                                               | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       3008000 | PA      | $2846320.00     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific, Inc.                                                        | Core Scientific, Inc.                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       2123000 | PA      | $2230636.10     | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2151586913 | PA      | $8584.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                                      | Vale SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |        124518 | NS      | $1626745.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH/INR One-touch barrier option; Barrier price CNH 11.90000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      12437000 | PA      | $776.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1330000 | PA      | $-28675.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                            | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |        650000 | PA      | $667875.00      | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                                                                      | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     414754000 | PA      | $403931512.81   | 0.90%             | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association                                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     405721000 | PA      | $409655029.05   | 0.91%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Corpus Christi Utility System                                        | City of Corpus Christi Utility System, Series 2025                                                                            | CUSIP: 2202455W0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7705000 | PA      | $8162233.19     | 0.02%             | 2050-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $490150.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva, Inc.                                                                | Corteva, Inc.                                                                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |          6842 | NS      | $458619.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4298961921 | PA      | $16151.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                                                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |        697000 | PA      | $780988.50      | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |        433000 | PA      | $470276.97      | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       1039000 | PA      | $1122186.29     | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       7500000 | PA      | $52240.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1795800 | PA      | $10264.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $-40544.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10710000 | PA      | $-244902.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                        | Reworld Holding Corp.                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       3915000 | PA      | $3763018.13     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995000 | PA      | $24467.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6794000 | PA      | $6161.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16939000 | PA      | $15361.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6794000 | PA      | $6161.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2680000 | PA      | $-61907.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1197200 | PA      | $4310.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -32080000 | PA      | $-42379.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3225000 | PA      | $21343.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $4068.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $6019.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6776000 | PA      | $2592.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10770000 | PA      | $-230252.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      32080000 | PA      | $273419.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5430000 | PA      | $59535.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10770000 | PA      | $-220068.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4295000 | PA      | $93354.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5390000 | PA      | $-107751.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10520000 | PA      | $158317.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3315000 | PA      | $30296.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                         | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |         35518 | NS      | $358700.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5400000 | PA      | $-110851.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12826000 | PA      | $194126.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4060000 | PA      | $61449.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2290000 | PA      | $32556.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      11670000 | PA      | $176630.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2800000 | PA      | $42379.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       2960000 | PA      | $44798.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -828308000 | PA      | $-1123735.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     828308000 | PA      | $1999616.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -828308000 | PA      | $-602028.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4940000 | PA      | $-109751.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2960000 | PA      | $-67162.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1480000 | PA      | $-33581.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      42390000 | PA      | $-4774.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5285000 | PA      | $-5190.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13940000 | PA      | $-106834.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6040000 | PA      | $-152307.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      17864000 | PA      | $23463.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2095000 | PA      | $12285.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      25470000 | PA      | $-178884.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      37070000 | PA      | $60910.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      29450000 | PA      | $-262451.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      27560000 | PA      | $-199223.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      27530000 | PA      | $93699.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                                      | Credit Acceptance Corp.                                                                                                       | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4428000 | PA      | $4436733.83     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        250000 | PA      | $265428.11      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       8588000 | PA      | $8747676.68     | 0.02%             | 2034-09-23      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1041272.00     | 0.00%             | 2035-09-23      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $308842.21      | 0.00%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      11592000 | PA      | $11845887.98    | 0.03%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      13064000 | PA      | $13387524.34    | 0.03%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      30755000 | PA      | $30483728.29    | 0.07%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                         | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-CF2, Class 1B                                               | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        603345 | PA      | $510019.55      | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10600000 | PA      | $-23869.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      28370000 | PA      | $104588.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       7660000 | PA      | $-49966.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12220000 | PA      | $-275721.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15980000 | PA      | $-93835.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                               | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                                    | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3144245 | PA      | $628296.17      | 0.00%             | 2035-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Trust                                                   | Home Equity Mortgage Trust, Series 2006-2, Class 1A1                                                                          | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6724066 | PA      | $574511.62      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6000000 | PA      | $-221178.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      25510000 | PA      | $105143.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                                                        | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |        700000 | PA      | $751600.49      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $7612.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1330000 | PA      | $-34750.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2075000 | PA      | $-18739.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1780000 | PA      | $-45236.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                             | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class A1                                                                    | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $8030156.80     | 0.02%             | 2038-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                             | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class B                                                                     | CUSIP: 225914AE0<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2003819.40     | 0.00%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      16070000 | PA      | $-92119.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2676238 | PA      | $152689.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5350000 | PA      | $-132171.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2623762 | PA      | $116598.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -492850000 | PA      | $-244154.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -492850000 | PA      | $-903274.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     492850000 | PA      | $434391.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13380000 | PA      | $-265693.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      31510000 | PA      | $-576358.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8890000 | PA      | $-159812.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4050000 | PA      | $-80422.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4150000 | PA      | $-74603.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      11982000 | PA      | $-68202.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6101000 | PA      | $-64390.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5991000 | PA      | $-70538.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      11982000 | PA      | $-76626.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      15382000 | PA      | $-8122.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     153814000 | PA      | $-81219.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2996000 | PA      | $-94400.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995500 | PA      | $-345.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2931000 | PA      | $-92352.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6103000 | PA      | $-199970.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2995500 | PA      | $-13809.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-52259.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-27721.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $52940.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $12223.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89867000 | PA      | $-4312.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      89867000 | PA      | $79207.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6103000 | PA      | $13078.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     121770000 | PA      | $85342.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      28049000 | PA      | $19658.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     859928111 | PA      | $4209841.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       6100000 | PA      | $113034.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1250000 | PA      | $-4999.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     859928111 | PA      | $960016.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1719856222 | PA      | $-4402415.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5090000 | PA      | $-109539.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6016000 | PA      | $-89946.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1998676000 | PA      | $-5411637.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6016000 | PA      | $112523.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $-5339.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      71756157 | PA      | $52728.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9159000 | PA      | $-250127.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      13005000 | PA      | $-79803.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1250000000 | PA      | $161815.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $24108.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3595000 | PA      | $-212.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3595000 | PA      | $-212.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2660000 | PA      | $-70575.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $11458.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -111183713 | PA      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5918000 | PA      | $480374.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     373960000 | PA      | $488033.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -492850000 | PA      | $-903274.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     492850000 | PA      | $434391.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -492850000 | PA      | $-244154.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      22791000 | PA      | $-27755.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      22791000 | PA      | $225124.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2024-H7, Class A1                                                                                | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2312933 | PA      | $2330634.23     | 0.01%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                         | CrossCountry Intermediate HoldCo LLC                                                                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1033000 | PA      | $1049762.49     | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2025-CES1, Class A1A                                                                             | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2695995 | PA      | $2705445.52     | 0.01%             | 2060-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2025-H8, Class A1A                                                                               | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11447778 | PA      | $11472639.93    | 0.03%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2025-H6, Class B1B                                                                               | CUSIP: 22758TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1636364 | PA      | $1627684.23     | 0.00%             | 2070-07-25      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2025-H10, Class B1                                                                               | CUSIP: 22758YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        552537 | PA      | $546338.97      | 0.00%             | 2071-01-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       8886000 | PA      | $44690.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       4129000 | PA      | $41468.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $-40389.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4299640000 | PA      | $4909566.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -8599280000 | PA      | $-22304269.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4299640000 | PA      | $21216755.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                   | Crowdstrike Holdings, Inc., Class A                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         30990 | NS      | $14526872.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      57004337 | PA      | $-462572.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                         | Cross Mortgage Trust, Series 2025-H5, Class A1                                                                                | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13438264 | PA      | $13551077.91    | 0.03%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5870000 | PA      | $44907.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowley Independent School District                                          | Crowley Independent School District, Series 2025                                                                              | CUSIP: 228130LX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3680000 | PA      | $3892673.46     | 0.01%             | 2056-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1190453.18     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown City CLO III                                                           | Crown City CLO III, Series 2021-1A, Class A1A                                                                                 | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250101.45      | 0.00%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIT                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      52710000 | PA      | $597664.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                                                      | Crown Point CLO 11 Ltd., Series 2021-11A, Class A1R                                                                           | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3250000 | PA      | $3256156.15     | 0.01%             | 2038-02-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO IV Ltd.                                                      | Crown Point CLO IV Ltd., Series 2018-4A, Class C                                                                              | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1350000 | PA      | $1353245.67     | 0.00%             | 2031-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 9 Ltd.                                                       | Crown Point CLO 9 Ltd., Series 2020-9A, Class DR                                                                              | CUSIP: 22846DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000170.00     | 0.00%             | 2034-07-14      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -83037350 | PA      | $-902.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2055000 | PA      | $2624.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      83385928 | PA      | $153.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRSO Trust                                                                   | CRSO Trust                                                                                                                    | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4399284 | PA      | $4568884.32     | 0.01%             | 2028-07-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1733631243 | PA      | $-4629716.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     866815622 | PA      | $4316446.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     866815622 | PA      | $1053825.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -866815622 | PA      | $-128307.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3957000 | PA      | $102069.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                               | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32830000 | PA      | $33038841.48    | 0.07%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9242000 | PA      | $12372.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3696819 | PA      | $3334.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1778000 | PA      | $-285189.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -350292000 | PA      | $-2439956.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -371813000 | PA      | $-5628559.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4095000 | PA      | $-43327.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       7375000 | PA      | $-32465.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/INR One-touch barrier option; Barrier price USD 87.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        790000 | PA      | $4327.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2651000 | PA      | $45391.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       3184000 | PA      | $58262.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2095000 | PA      | $41803.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3697000 | PA      | $6585.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1335000 | PA      | $19836.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/CAD One-touch barrier option; Barrier price USD 1.36000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       2226300 | PA      | $534434.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/INR One-touch barrier option; Barrier price USD 87.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |        450000 | PA      | $3456.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Foreign Exchange Option - Exotic                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       2245000 | PA      | $538923.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     377501000 | PA      | $850839.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -377501000 | PA      | $-253383.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BYD Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       -650000 | NC      | $-23125.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BYD Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        650000 | NC      | $227852.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BYD Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       -650000 | NC      | $-22466.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BYD Co. Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        650000 | NC      | $9039.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -846152360 | PA      | $-693222.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     846152360 | PA      | $2108999.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -846152360 | PA      | $-1242665.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     150036630 | PA      | $177993.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      10167181 | PA      | $-9532.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      99910770 | PA      | $57771.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | S&P 500 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2300 | NC      | $-9213.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | S&P 500 Index                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2300 | NC      | $53782.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                          | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |        344000 | PA      | $345826.30      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                          | Cushman & Wakefield US Borrower LLC                                                                                           | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       2069000 | PA      | $2209886.49     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     174234000 | PA      | $92310.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     109402390 | PA      | $52763.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -328470000 | PA      | $-8811822.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       3820000 | PA      | $3793.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -328470000 | PA      | $-13255869.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      27030000 | PA      | $44082.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -38614000 | PA      | $-9925.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36628133020 | PA      | $449842.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   66035579672 | PA      | $-483545.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OA16, Class A4C                                                                           | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7541540 | PA      | $5740796.91     | 0.01%             | 2046-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                 | CWHEQ Home Equity Loan Trust, Series 2006-S3, Class A4                                                                        | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         82107 | PA      | $205559.69      | 0.00%             | 2029-01-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                            | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4274705 | PA      | $3954355.78     | 0.01%             | 2046-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                        | CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1                                                               | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13117967 | PA      | $13726906.75    | 0.03%             | 2037-03-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-J7, Class 2A1                                                                             | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2980234 | PA      | $2661489.93     | 0.01%             | 2046-11-20      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      26766000 | PA      | $430562.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                                           | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4104723 | PA      | $3777474.68     | 0.01%             | 2036-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                       | Alternative Loan Trust, Series 2006-OA21, Class A1                                                                            | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2512755 | PA      | $2209698.88     | 0.00%             | 2047-03-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -843561517 | PA      | $-844916.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       5330000 | PA      | $-47591.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       8188000 | PA      | $104122.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -843561517 | PA      | $-1476129.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     843561517 | PA      | $2433036.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   39901440710 | PA      | $469693.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   71554275675 | PA      | $-503654.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65551963968 | PA      | $-461405.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   36520709635 | PA      | $429897.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   40018787033 | PA      | $491483.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   72082094498 | PA      | $-527821.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         15182 | NC      | $380317.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -15182 | NC      | $-32164.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KOSPI 200 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -15182 | NC      | $-113010.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  130144862727 | PA      | $-811441.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   71620122017 | PA      | $770013.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -8854000 | PA      | $-5601.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -8944000 | PA      | $-217485.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -8854000 | PA      | $-215297.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -8944000 | PA      | $-5658.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust, Series 2025-LXP, Class A                                                                                            | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9360000 | PA      | $9374500.51     | 0.02%             | 2037-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust, Series 2025-LXP, Class D                                                                                            | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3294000 | PA      | $3302167.47     | 0.01%             | 2037-08-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      26570000 | PA      | $7292.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      26570000 | PA      | $474018.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  142061706915 | PA      | $-885741.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   78250033198 | PA      | $841294.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                        | DB Master Finance LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      17891000 | PA      | $17927617.51    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                           | DBC Mortgage Trust, Series 2025-DBC, Class A                                                                                  | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14136000 | PA      | $14146917.23    | 0.03%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                           | DBC Mortgage Trust, Series 2025-DBC, Class C                                                                                  | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9525000 | PA      | $9524985.71     | 0.02%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                                           | DBC Mortgage Trust, Series 2025-DBC, Class HRR                                                                                | CUSIP: 23306HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39000000 | PA      | $39154065.60    | 0.09%             | 2042-11-15      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                         | DBGS, Series 2024-SBL, Class A                                                                                                | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1600000 | PA      | $1600000.00     | 0.00%             | 2034-08-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                          | DBGS Mortgage Trust, Series 2019-1735, Class X                                                                                | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52590000 | PA      | $471258.99      | 0.00%             | 2037-04-10      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                          | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                                                                | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1428000 | PA      | $1426222.71     | 0.00%             | 2037-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  590882500000 | PA      | $647281.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | -590882500000 | PA      | $-267507.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                         | DBJPM Mortgage Trust, Series 2017-C6, Class XD                                                                                | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15440000 | PA      | $185988.23      | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       6140000 | PA      | $-83937.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6910000 | PA      | $-117600.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       4175000 | PA      | $-44397.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                              | DR Horton, Inc.                                                                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         58962 | NS      | $8492296.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89739663 | PA      | $-384625.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -89739663 | PA      | $-44386.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -299945000 | PA      | $-188647.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3455000 | PA      | $-52711.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust, Series 2024-SPBX, Class A                                                                                           | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9090000 | PA      | $9098409.16     | 0.02%             | 2034-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                                     | DK Trust, Series 2024-SPBX, Class E                                                                                           | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26040000 | PA      | $26096543.26    | 0.06%             | 2034-03-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2210000 | PA      | $152916.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      22180000 | PA      | $-318655.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397990000 | PA      | $888556.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -397990000 | PA      | $-196536.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     159200000 | PA      | $355431.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -159200000 | PA      | $-78616.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dwight Issuer LLC                                                            | Dwight Issuer LLC, Series 2025-FL1, Class A                                                                                   | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2499000 | PA      | $2503927.03     | 0.01%             | 2042-06-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     918918919 | PA      | $-7532.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -83385928 | PA      | $-153.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      83037350 | PA      | $902.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                      | Daimler Truck Finance North America LLC                                                                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |       1100000 | PA      | $1080397.25     | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    3140119760 | PA      | $-41639.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        575000 | PA      | $-21097.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -688379334 | PA      | $-137202.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    2559880240 | PA      | $-33945.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1378378378 | PA      | $-11912.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/JPY Up-and-out barrier option; Barrier price USD 163.00000                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     124844586 | PA      | $249020.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      13385000 | PA      | $162116.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      -6692500 | PA      | $-25214.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     459459460 | PA      | $-7921.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1635000 | PA      | $-98100.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $8466.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     643243243 | PA      | $-13052.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -239442000 | PA      | $-80996.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -445773000 | PA      | $-131362.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     655350000 | PA      | $-869.56        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2364510000 | PA      | $1984.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1235000 | PA      | $-52566.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      55445000 | PA      | $34377.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDIO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     -79207000 | PA      | $-22009.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -286539930 | PA      | $-7542062.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -83655840 | PA      | $-3495130.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12530000 | PA      | $4812.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -286539930 | PA      | $-11971601.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |     -83655840 | PA      | $-2201918.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       1349000 | PA      | $12649.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      12530000 | PA      | $-31873.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   66119079945 | PA      | $-12698.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -119091100 | PA      | $-278871.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -44800000 | PA      | $-691944.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -40010000 | PA      | $-617962.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -118846500 | PA      | $-1924191.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   66248741000 | PA      | $-12723.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -119091100 | PA      | $-888519.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      58033000 | PA      | $2133912.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      82530000 | PA      | $612806.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                      | Dallas Fort Worth International Airport, Series 2019A                                                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2360000 | PA      | $1805241.88     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                      | Dallas Fort Worth International Airport, Series 2025A-1                                                                       | CUSIP: 23503CGF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5040000 | PA      | $5336344.94     | 0.01%             | 2044-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       9895000 | PA      | $12219.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2625000 | PA      | $47463.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -119649000 | PA      | $-529100.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1485000 | PA      | $1536.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -270589000 | PA      | $-513032.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/INR One-touch barrier option; Barrier price USD 88.15000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       5371616 | PA      | $354051.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        140000 | NC      | $183183.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       -140000 | NC      | $-49792.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     -60554100 | PA      | $-385807.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        539000 | PA      | $4382.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        899000 | PA      | $6861.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -159184000 | PA      | $-1014205.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1975000 | PA      | $-12297.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1540000 | PA      | $-17.65         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/CZK One-touch barrier option; Barrier price USD 20.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       2691107 | PA      | $233957.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       3077248 | PA      | $229170.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -80683000 | PA      | $-494223.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      53790000 | PA      | $815613.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1392200 | PA      | $-110155.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -799999999 | PA      | $-3743386.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                   | Dana, Inc.                                                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |        670000 | PA      | $668896.71      | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1900000001 | PA      | $-1224091.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1900000001 | PA      | $-623302.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1025000 | PA      | $3873.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1900000001 | PA      | $1982305.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                 | Danaos Corp.                                                                                                                  | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |       6825000 | PA      | $6870713.85     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1900000 | PA      | $16480.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      74353000 | PA      | $80613.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      74034499 | PA      | $478901.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       4935000 | PA      | $-12274.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -77879086 | PA      | $-34164.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1975000 | PA      | $-1848.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36624000 | PA      | $-96042.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/JPY Up-and-out barrier option; Barrier price USD 163.00000                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -124844586 | PA      | $-249020.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/JPY Down-and-in barrier option; Barrier price USD 144.00000                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -106938720 | PA      | $-273921.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/CNH One-touch barrier option; Barrier price USD 6.70000                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       2467816 | PA      | $366133.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -118198719 | PA      | $-384881.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -118471128 | PA      | $-894847.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     958434000 | PA      | $598675.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -958434000 | PA      | $-90123.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -958434000 | PA      | $-229747.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2665000 | PA      | $-10391.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -299803000 | PA      | $-632297.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2960000 | PA      | $-11541.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -118198719 | PA      | $-370210.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -118198719 | PA      | $-218589.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      13641000 | PA      | $173953.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -13641000 | PA      | $-30608.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      38509000 | PA      | $78639.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       1480000 | PA      | $-3626.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      30449000 | PA      | $110249.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -150211000 | PA      | $-894045.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -195182000 | PA      | $-6442062.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -195182000 | PA      | $-6935738.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -150211000 | PA      | $-1110041.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -199713000 | PA      | $-469982.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -1211708000 | PA      | $-3237551.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOP                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -199713000 | PA      | $-447968.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       2616000 | PA      | $-11253.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |        666000 | PA      | $665311.42      | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       3132000 | PA      | $3183148.69     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     119091100 | PA      | $278871.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       7325000 | PA      | $-15523.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         26849 | PA      | $-5476.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1175779 | PA      | $228035.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        931330 | PA      | $-190916.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       4862034 | PA      | $-26239.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       1001092 | PA      | $243.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2855328 | PA      | $10612.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD/JPY Up-and-in barrier option; Barrier price USD 160.25000                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      86085400 | PA      | $23005.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1709903 | PA      | $333000.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       1548801 | PA      | $51448.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        799714 | PA      | $26564.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5570835000 | PA      | $25900.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       3563910 | PA      | $7463.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USD Currency                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -118846500 | PA      | $-105724.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3189651 | PA      | $-23298.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ETRSI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       5177315 | PA      | $30265.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       1386000 | PA      | $1347732.54     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |        806000 | PA      | $744641.88      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       7373000 | PA      | $7675042.32     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |        335000 | PA      | $347359.14      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Promotora y Operadora de Infraestructura SAB de CV                           | Promotora y Operadora de Infraestructura SAB de CV                                                                            | CUSIP: N/A<br>LEI: 52990035X6RK8DBUWA73       | Long             | EC               | CORP              | MX        |         51147 | NS      | $759330.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBSG Mortgage Trust                                                          | DBSG Mortgage Trust, Series 2024-ALTA, Class A                                                                                | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4997540 | PA      | $5074260.24     | 0.01%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                     | DC Trust, Series 2024-HLTN, Class A                                                                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1570000 | PA      | $1589618.41     | 0.00%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                     | DC Trust, Series 2024-HLTN, Class F                                                                                           | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4127000 | PA      | $4117275.14     | 0.01%             | 2040-04-13      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                           | Grupo Financiero Banorte SAB de CV, Class O                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |         82646 | NS      | $766176.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                                                                 | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3903644 | PA      | $3933178.33     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2025-CES1, Class A1A                                                             | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7377699 | PA      | $7403733.69     | 0.02%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2022-2, Class M1                                                                 | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2349000 | PA      | $2094773.37     | 0.00%             | 2067-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2022-3, Class M1                                                                 | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5876000 | PA      | $5739451.98     | 0.01%             | 2067-07-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2022-3, Class B1                                                                 | CUSIP: 24381YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3178000 | PA      | $2896429.57     | 0.01%             | 2067-07-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class A1                                                              | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13556904 | PA      | $13584677.10    | 0.03%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                         | Deephaven Residential Mortgage Trust, Series 2025-INV1, Class B1                                                              | CUSIP: 24382EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1876392 | PA      | $1876624.86     | 0.00%             | 2060-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                  | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        425000 | PA      | $427439.10      | 0.00%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                  | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3863000 | PA      | $4049057.84     | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                                  | Delek Logistics Partners LP                                                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2224000 | PA      | $2269478.58     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                      | Dell Technologies, Inc., Class C                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        146160 | NS      | $18398620.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                                        | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        201916 | NS      | $14012970.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                        | DENTSPLY SIRONA, Inc.                                                                                                         | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      12528000 | PA      | $11727841.65    | 0.03%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| City & County of Denver                                                      | City & County of Denver, Series 2022A                                                                                         | CUSIP: 249164RN6<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $11124582.00    | 0.02%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Denver City & County School District No. 1                                   | Denver City & County School District No. 1, Series 2022A                                                                      | CUSIP: 249174YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5950000 | PA      | $6280567.72     | 0.01%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A3                                                      | CUSIP: 25151EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        702417 | PA      | $614666.79      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A8                                                      | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        446613 | PA      | $390868.05      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                                     | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1917743 | PA      | $1795332.88     | 0.00%             | 2047-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      11615000 | PA      | $11732423.47    | 0.03%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                    | Deutsche Telekom International Finance BV                                                                                     | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |        150000 | PA      | $138172.16      | 0.00%             | 2042-03-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                  | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class SUB                                                                        | CUSIP: 25255FAC9<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |       6050000 | PA      | $4470405.49     | 0.01%             | 2037-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                  | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class DR                                                                         | CUSIP: 25255FAG0<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5072477.50     | 0.01%             | 2037-10-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                                                  | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                                                                        | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      14146431 | PA      | $14199027.43    | 0.03%             | 2038-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 2 Ltd.                                                  | Diameter Capital CLO 2 Ltd., Series 2021-2A, Class A1R                                                                        | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      14750000 | PA      | $14805473.28    | 0.03%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 2 Ltd.                                                  | Diameter Capital CLO 2 Ltd., Series 2021-2A, Class DR                                                                         | CUSIP: 25255MAL4<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3070074.00     | 0.01%             | 2037-10-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 4 Ltd.                                                  | Diameter Capital CLO 4 Ltd., Series 2022-4A, Class A1R                                                                        | CUSIP: 25255NAQ1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6761664.68     | 0.02%             | 2037-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 12 Ltd.                                                 | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class A                                                                        | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12750000 | PA      | $12772516.50    | 0.03%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                              | Diamond II Ltd.                                                                                                               | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |        272000 | PA      | $272595.68      | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      26610000 | PA      | $25147438.30    | 0.06%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                                 | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                                                        | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10983000 | PA      | $11016868.28    | 0.02%             | 2038-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                  | Digicel Group Holdings Ltd., Series 2B14                                                                                      | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       2510328 | PA      | $150619.68      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Digicel International Finance Ltd.                                           | Digicel International Finance Ltd.                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1303000 | PA      | $1352683.39     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6003078.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6003078.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                        | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3546000 | PA      | $3593661.08     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                        | DirecTV Financing LLC                                                                                                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11427000 | PA      | $11678985.69    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         20397 | NS      | $2320566.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-383895.80     | -0.00%            | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      21990000 | PA      | $21599897.40    | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       3802000 | PA      | $3042056.24     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                                                                  | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       3952000 | PA      | $3273270.68     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC                                                                                                  | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |        495000 | PA      | $455713.14      | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                           | DISH Network Corp.                                                                                                            | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       3464000 | PA      | $3334100.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| District of Columbia Income Tax                                              | District of Columbia Income Tax, Series 2025A                                                                                 | CUSIP: 25477GYP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      15345000 | PA      | $16392977.57    | 0.04%             | 2050-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                        | DirecTV Financing LLC                                                                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        318000 | PA      | $321750.50      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       1506000 | PA      | $1473009.26     | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       1164000 | PA      | $1250066.16     | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     100050000 | PA      | $1723645.25     | 0.00%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |        658000 | PA      | $707679.00      | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5994023.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5994023.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |          7354 | NS      | $430870.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc., Series C                                                                                               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Short            | DBT              | CORP              | US        |      -1300000 | PA      | $-1254288.84    | -0.00%            | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-31233.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6375.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-62085.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3207.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-76259.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-151588.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $744160.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2068.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Drawbridge Special Opportunities Fund LP                                     | Drawbridge Special Opportunities Fund LP                                                                                      | CUSIP: 26150TAF6<br>LEI: OTW7FAILU3FWEXAKRN53 | Long             | DBT              | CORP              | US        |       4800000 | PA      | $4578430.13     | 0.01%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden 41 Senior Loan Fund                                                   | Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR                                                                         | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |        413297 | PA      | $413311.66      | 0.00%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                   | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                         | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003109.20     | 0.00%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden 55 CLO Ltd.                                                           | Dryden 55 CLO Ltd., Series 2018-55A, Class A1                                                                                 | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        684826 | PA      | $685141.51      | 0.00%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Dryden 87 CLO Ltd.                                                           | Dryden 87 CLO Ltd., Series 2021-87A, Class A1R                                                                                | CUSIP: 26246GAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3100000 | PA      | $3110819.62     | 0.01%             | 2038-08-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden 65 CLO Ltd.                                                           | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                                  | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        700000 | PA      | $702454.76      | 0.00%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                    | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                            | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |         34181 | NS      | $1099372.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                                       | Grupo Mexico SAB de CV, Series B                                                                                              | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |         55666 | NS      | $525608.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         28954 | NS      | $3393698.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1407540.47     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                     | Duke Energy Progress LLC                                                                                                      | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-492159.63     | -0.00%            | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                                              | Durst Commercial Mortgage Trust, Series 2025-151, Class A                                                                     | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3973000 | PA      | $4052631.24     | 0.01%             | 2042-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                                              | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                                                     | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15295000 | PA      | $15798876.95    | 0.04%             | 2042-08-10      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1953776.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1884461.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $378134.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                           | Ellington Financial Mortgage Trust, Series 2022-4, Class B2                                                                   | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4577750 | PA      | $4531769.71     | 0.01%             | 2067-09-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                           | Ellington Financial Mortgage Trust, Series 2025-INV4, Class B1                                                                | CUSIP: 26846DAJ3<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |       3020000 | PA      | $3036871.83     | 0.01%             | 2070-10-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                           | Ellington Financial Mortgage Trust, Series 2025-INV4, Class B2                                                                | CUSIP: 26846DAK0<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |       1916949 | PA      | $1905689.80     | 0.00%             | 2070-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                           | Ellington Financial Mortgage Trust, Series 2025-INV3, Class A1                                                                | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13326632 | PA      | $13442864.08    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                               | ELFI Graduate Loan Program LLC, Series 2020-A, Class B                                                                        | CUSIP: 26857LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1193304 | PA      | $1055315.05     | 0.00%             | 2045-08-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                    | ELM Trust, Series 2024-ELM, Class A15                                                                                         | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9410000 | PA      | $9459407.21     | 0.02%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                    | ELM Trust, Series 2024-ELM, Class XP15                                                                                        | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90365000 | PA      | $581699.39      | 0.00%             | 2039-06-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                    | ELM Trust, Series 2024-ELM, Class A10                                                                                         | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9410000 | PA      | $9459407.21     | 0.02%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                    | ELM Trust, Series 2024-ELM, Class XP10                                                                                        | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98981000 | PA      | $95835.38       | 0.00%             | 2039-06-10      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                    | ELM Trust, Series 2024-ELM, Class E10                                                                                         | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12317000 | PA      | $12352004.91    | 0.03%             | 2039-06-10      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA                                                                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |        200000 | PA      | $198838.32      | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        247560 | NS      | $13269216.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $23470.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                     | Eagle Funding Luxco SARL                                                                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      48355000 | PA      | $49177035.00    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       9512000 | PA      | $9636228.53     | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8710481.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7773553.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-377356.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63301.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-77596.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-443129.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-266076.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                              | Easy Street Mortgage Loan Trust, Series 2025-RTL2, Class A1                                                                   | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4802785 | PA      | $4852082.23     | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $62352.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                                                               | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9782371.95     | 0.02%             | 2038-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2014-1RA, Class A2                                                                               | CUSIP: 27830TAC9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |       1215870 | PA      | $1216124.35     | 0.00%             | 2030-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                   | eBay, Inc.                                                                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |          5576 | NS      | $485669.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                               | EchoStar Corp., Class A                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        459997 | NS      | $50001673.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                               | EchoStar Corp.                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       4826809 | PA      | $4944914.21     | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                               | EchoStar Corp.                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       5956000 | PA      | $6586151.89     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |        584000 | PA      | $621376.00      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                   | Edgewell Personal Care Co.                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       3914000 | PA      | $3739603.90     | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                                                                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       2369000 | PA      | $2464994.44     | 0.01%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                                                                          | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        879000 | PA      | $922732.10      | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 4 LLC                             | EDvestinU Private Education Loan Issue No. 4 LLC, Series 2022-A, Class A                                                      | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4488518 | PA      | $4495298.26     | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                             | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                                      | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1660000 | PA      | $1419039.05     | 0.00%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4605.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12915.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1682.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25951.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7867.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14547.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5943.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54129.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3422.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6638.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3682.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7797.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4905.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4514.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3898.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7435.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                                                   | Edwards Lifesciences Corp.                                                                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |          5326 | NS      | $454041.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7402.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12042.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6221.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3739.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2792.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5536.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3464.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6014.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8715.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12241.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFMT                                                                         | EFMT, Series 2025-NQM6, Class A1A                                                                                             | CUSIP: 281916AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11526906 | PA      | $11554279.13    | 0.03%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                           | Ellington Financial Mortgage Trust, Series 2025-NQM2, Class A1                                                                | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13218019 | PA      | $13340547.68    | 0.03%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                         | EFMT, Series 2025-NQM5, Class A1                                                                                              | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11736240 | PA      | $11758290.01    | 0.03%             | 2070-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3910.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2304.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $74015.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-507668.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $134284.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $223232.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1812.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3220.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $347337.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                                                  | Eldorado Intl. Finance GmbH                                                                                                   | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |       6644000 | PA      | $6827042.20     | 0.02%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                                          | Eldorado Gold Corp.                                                                                                           | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |         86909 | NS      | $3121771.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-216650.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-541655.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $721089.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-944334.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1617167.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1157963.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1488006.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30662.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-798178.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-437803.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-107184.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $344.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $590950.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1235944.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-43632.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-181158.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-97889.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-679565.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-413934.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1566.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $297283.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-256260.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18792.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-504305.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-377003.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-640503.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63946.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-560275.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9046.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                           | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                                                                | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9785412.00     | 0.02%             | 2038-07-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $237858.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20031.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14033.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2297625.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2318608.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $116484.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $82899.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5254.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3193.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1997.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14206.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5806.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2816.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3996.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                          | Elmwood CLO II Ltd., Series 2019-2A, Class D1RR                                                                               | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3010848.60     | 0.01%             | 2037-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                           | Elmwood CLO I Ltd., Series 2019-1A, Class SUB                                                                                 | CUSIP: 29001QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $3496800.00     | 0.01%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                          | Elmwood CLO VI Ltd., Series 2020-3A, Class SUB                                                                                | CUSIP: 29001WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $812750.00      | 0.00%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd.                                                          | Elmwood CLO 17 Ltd., Series 2022-4A, Class D2R                                                                                | CUSIP: 29001XAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2998237.50     | 0.01%             | 2037-07-17      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd.                                                          | Elmwood CLO 22 Ltd., Series 2023-1A, Class AR                                                                                 | CUSIP: 29001YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750348.65     | 0.01%             | 2038-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd.                                                          | Elmwood CLO 24 Ltd., Series 2023-3A, Class AR                                                                                 | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      13083000 | PA      | $13134272.28    | 0.03%             | 2038-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                        | Elmwood CLO VIII Ltd., Series 2021-1A, Class SUB                                                                              | CUSIP: 290021AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10500000 | PA      | $2845605.00     | 0.01%             | 2034-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                        | Elmwood CLO VIII Ltd., Series 2021-1A, Class FR                                                                               | CUSIP: 290021AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10250000 | PA      | $9400162.25     | 0.02%             | 2037-04-20      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd.                                                          | Elmwood CLO 20 Ltd., Series 2022-7A, Class FR                                                                                 | CUSIP: 29002BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3340534.40     | 0.01%             | 2037-01-17      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                         | Elmwood CLO III Ltd., Series 2019-3A, Class SUB                                                                               | CUSIP: 29002JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5540000 | PA      | $2136334.80     | 0.00%             | 2037-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                         | Elmwood CLO III Ltd., Series 2019-3A, Class ERR                                                                               | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $489340.40      | 0.00%             | 2037-07-18      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                                         | Elmwood CLO III Ltd., Series 2019-3A, Class FRR                                                                               | CUSIP: 29002JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3450000 | PA      | $3218129.64     | 0.01%             | 2037-07-18      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                                         | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759778.73     | 0.01%             | 2037-10-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd.                                                          | Elmwood CLO 16 Ltd., Series 2022-3A, Class FR                                                                                 | CUSIP: 29003DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2090000 | PA      | $1919362.58     | 0.00%             | 2037-04-20      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 28 Ltd.                                                          | Elmwood CLO 28 Ltd., Series 2024-4A, Class F                                                                                  | CUSIP: 29003PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1920242.60     | 0.00%             | 2037-04-17      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd.                                                          | Elmwood CLO 18 Ltd., Series 2022-5A, Class SUB                                                                                | CUSIP: 29003QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $1999560.00     | 0.00%             | 2037-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6735.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1430.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13306.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $34725.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd.                                                          | Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2                                                                                | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      10000000 | PA      | $10020977.00    | 0.02%             | 2038-10-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6690.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8345.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1698.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1383.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $52864.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5125.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2814.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5325.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2491.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6225.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3460.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $6210.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 41 Ltd.                                                          | Elmwood CLO 41 Ltd., Series 2025-4A, Class E                                                                                  | CUSIP: 29005CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2043580.80     | 0.00%             | 2038-07-17      | Floating      | 10.29%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14509.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1589.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7875.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10734.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2430.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15085.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1388.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8123.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                               | Embraer Netherlands Finance BV                                                                                                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       4001000 | PA      | $4236658.90     | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-612313.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-99217.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $149233.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $81994.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $108678.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $78594.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-74829.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3854018.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1648530.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13028.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2315738.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1446902.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $219073.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $906014.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $719548.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $146079.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $468371.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $581163.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-152434.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5146038.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $425521.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2742862.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1554430.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-190916.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-624198.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $219090.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $117240.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-540713.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-57806.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-736414.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4291601.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $985566.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $291231.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2399727.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-283433.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-543386.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-92433.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-146898.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $352397.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $832643.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3723228.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $624950.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $129118.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-690193.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1535898.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2509673.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-281908.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-178041.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1153673.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4652233.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-263017.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-57475.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-307281.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-180300.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2273737.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-107466.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147257.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-131457.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19158.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $35752.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-212018.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14376.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8159.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                            | EMRLD Borrower LP                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |       4319000 | PA      | $4498290.67     | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $265212.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $394934.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22044.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-478896.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-713568.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $38826.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11038952.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-974.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7306583.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-36399.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39586.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $285154.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $143306.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $257367.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1170430.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13036.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1409079.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1271084.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-253024.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51838.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $32618.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                | Empresa Nacional del Petroleo                                                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |        547000 | PA      | $570761.68      | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc., Series 20-A                                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      21719000 | PA      | $21925352.22    | 0.05%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $381781.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $505121.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $62567.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-93995.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63536.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-58229.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       1317000 | PA      | $1314715.66     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        119000 | PA      | $116542.58      | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       3797000 | PA      | $3628054.92     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc.                                                                                                      | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        640000 | PA      | $613890.82      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP, Series G                                                                                                  | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      20848000 | PA      | $21347372.14    | 0.05%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                            | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        160000 | PA      | $170792.80      | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                            | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        209000 | PA      | $214440.69      | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       2400000 | PA      | $2392058.76     | 0.01%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                            | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        807000 | PA      | $810081.13      | 0.00%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-843425.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $124682.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $75370.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                  | Endo Finance Holdings, Inc.                                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3894000 | PA      | $4115728.25     | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2651.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $94690.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $151296.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $57049.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $149881.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $207318.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $178051.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-428578.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12559.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-149417.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $59567.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $88896.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3927.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $279622.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $417296.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $92542.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $138106.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                                | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |        312000 | PA      | $309715.63      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                                | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |        717000 | PA      | $688789.06      | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       2042000 | PA      | $2046455.66     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                                                                | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       1191000 | PA      | $1214832.47     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $21461.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $189548.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $80851.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9154.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC, Series E                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      21943000 | PA      | $21905442.36    | 0.05%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $867112.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1448633.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2062347.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7222.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-79247.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-78850.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $97114.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-370756.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54497.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $46838.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-679477.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-518157.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $38271.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $50498.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $100239.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-284945.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-565617.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1943.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147108.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-233639.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1074102.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2026694.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems, Inc.                                                           | EPAM Systems, Inc.                                                                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |          7616 | NS      | $1560366.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15816.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29515.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54669.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-177876.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-64437.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-108715.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-44874.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-107774.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-694931.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-662263.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-126900.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-121044.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-35353.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-35523.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2325.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-150777.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-94710.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-67976.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-399590.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-312367.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-209994.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1944.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-213695.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25602.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-41111.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT Trust                                                                    | EQT Trust, Series 2024-EXTR, Class A                                                                                          | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3348000 | PA      | $3426080.72     | 0.01%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       2671000 | PA      | $2775652.45     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       2747000 | PA      | $2901579.21     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |        323000 | PA      | $338823.45      | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                                        | Eregli Demir ve Celik Fabrikalari TAS                                                                                         | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |        200000 | PA      | $210626.00      | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                    | Essential Utilities, Inc.                                                                                                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-303584.91     | -0.00%            | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $54999.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $210136.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $49226.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $219665.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-40129.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29614.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $67512.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-181233.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-117554.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-106374.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27135.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-36371.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-634572.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $86775.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2031.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17468.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-651365.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-641253.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2718122.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22554.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $88431.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-253354.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31839.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $440.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1659367.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $54833.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1139.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-41476.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $279661.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $41.88          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-342.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-389.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-496989.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-97128.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-500335.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $24422.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-154904.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $250170.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-240655.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-770518.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1109089.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2839645.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-49863.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-21595.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $337.72         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $360.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-167.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $735418.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-29343.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-148523.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-848797.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-128413.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-201218.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-179597.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51908.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-412.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1033690.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-159774.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-294091.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-399287.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $521991.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13344.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-217162.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $22680.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $32378.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9617.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $984.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63315.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-62982.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $906.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $8032.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66890.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66537.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $33234.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-51528.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27480.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25748.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32821.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1343686.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2139.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7123.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-860.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7653.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1826.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7138.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3662.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3125.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $99780.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-143.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-574.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-89919.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4484.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-315867.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-592.79        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17056859.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-601723.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7868.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4735.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $42827.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $48844.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $349776.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3467.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-95515.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27745.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1316.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $19728.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-45686.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-263193.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1046557.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1203540.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5434.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31866.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10913.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $336334.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $236319.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $27504.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39392.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $208538.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $145226.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1137865.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1229.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1046557.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $910049.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8561.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $636551.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $439548.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-159974.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-35288.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28050.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-37399.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-44281.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-59041.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $296.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1546.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $51692.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2997.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7142.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $56.93          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $60931.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9098.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-410756.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                          | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         56000 | PA      | $58869.97       | 0.00%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                          | EUSHI Finance, Inc.                                                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        200000 | PA      | $199577.86      | 0.00%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13553.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-36955.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $18769.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-46123.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30518.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $511.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10853.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $394532.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $279938.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-46885.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13525.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15500.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16209.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-116718.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $80566.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                                                 | EverBank Mortgage Loan Trust, Series 2013-2, Class B5                                                                         | CUSIP: 29977KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3943159 | PA      | $2649622.82     | 0.01%             | 2043-06-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-435.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12342.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $20391.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $38250.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31153.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                      | Euro-Galaxy III CLO DAC, Series 2013-3A, Class CRRR                                                                           | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |        700000 | PA      | $823253.11      | 0.00%             | 2034-04-24      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                      | Euro-Galaxy III CLO DAC, Series 2013-3A, Class DRRR                                                                           | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |       1380000 | PA      | $1618622.78     | 0.00%             | 2034-04-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Volocopter GmbH, Series D                                                    | Volocopter GmbH, Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |          2211 | NS      | $0.02           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                                              | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                                                                          | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |        755000 | PA      | $887312.74      | 0.00%             | 2034-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $54075.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-144098.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-97069.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-75016.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $150326.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8439.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-63733.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-39414.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23053.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $7483.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4493.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13842.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $16873.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-69102.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $66955.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $506122.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17414.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $393086.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-405690.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-523666.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3010047.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2459471.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2913123.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2522684.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-16946.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $59363.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4760.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $13643.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14304.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7244.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4858.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EVgo, Inc.                                                                                                                    | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |        213790 | NS      | $16034.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                                          | Expedia Group, Inc.                                                                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          1805 | NS      | $511374.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                                                  | Extended Stay America Trust, Series 2025-ESH, Class A                                                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14072000 | PA      | $14093970.61    | 0.03%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                           | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                                                                | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4130297 | PA      | $2663856.78     | 0.01%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                           | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                                                               | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2422123 | PA      | $1599493.86     | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                    | FMC Corp.                                                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |        100000 | PA      | $88696.22       | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                    | FMC Corp.                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       6249000 | PA      | $4946119.31     | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        918000 | PA      | $887819.76      | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        247000 | PA      | $254004.47      | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                                                                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       1927000 | PA      | $2010792.99     | 0.00%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                         | FS KKR Capital Corp.                                                                                                          | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       8251000 | PA      | $8050169.34     | 0.02%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 2019-KW08, Class X2A                                                                 | CUSIP: 30297YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247782447 | PA      | $588260.31      | 0.00%             | 2029-01-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                         | Meta Platforms, Inc., Class A                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         22183 | NS      | $14642776.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-KGX1, Class BFX                                             | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2876000 | PA      | $2745012.29     | 0.01%             | 2027-10-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX                                             | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10680000 | PA      | $10031145.14    | 0.02%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K80, Class B                                                | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2888000 | PA      | $2842678.04     | 0.01%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2019-K99, Class C                                                | CUSIP: 30314FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1000000 | PA      | $951097.30      | 0.00%             | 2052-10-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                             | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       2232000 | PA      | $2201312.23     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                             | Fair Isaac Corp.                                                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |        144000 | PA      | $147909.17      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                      | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      10000000 | PA      | $10049700.00    | 0.02%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                      | FWD Group Holdings Ltd.                                                                                                       | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      13604000 | PA      | $13758269.36    | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                         | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                                                                | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       9190000 | PA      | $9176855.54     | 0.02%             | 2039-10-19      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                         | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                                                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3240000 | PA      | $3238605.50     | 0.01%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                    | FNA 8 LLC, Series 2025-1, Class A                                                                                             | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14623111 | PA      | $14725045.45    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                                                                     | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       8927000 | PA      | $9217802.56     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 413, Class F26                                                   | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36431036 | PA      | $36561660.79    | 0.08%             | 2054-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series T                                                                               | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       1500000 | NS      | $20925000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 2020-85, Class IP                                                               | CUSIP: 3136BCS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16472804 | PA      | $2779985.04     | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2023-35, Class FC                                           | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21748864 | PA      | $21809812.67    | 0.05%             | 2053-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2023-68, Class FB                                           | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22930621 | PA      | $22988825.33    | 0.05%             | 2054-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-30, Class FC                                           | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48412549 | PA      | $48535251.10    | 0.11%             | 2054-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-38, Class FE                                           | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46350911 | PA      | $46473759.08    | 0.10%             | 2054-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-75, Class FC                                           | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49331887 | PA      | $49384449.85    | 0.11%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-63, Class FH                                           | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16588512 | PA      | $16635140.55    | 0.04%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-51, Class BF                                           | CUSIP: 3136BSVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22314655 | PA      | $22386035.08    | 0.05%             | 2054-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association, Series 2024-88, Class FC                                                               | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13576663 | PA      | $13679092.30    | 0.03%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB                                           | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69683610 | PA      | $70267969.47    | 0.16%             | 2054-12-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-96, Class FA                                           | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23815499 | PA      | $24001410.37    | 0.05%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-95, Class FC                                           | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4750079 | PA      | $4789062.23     | 0.01%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA                                           | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56848778 | PA      | $57042467.83    | 0.13%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB                                           | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127064035 | PA      | $127862238.92   | 0.28%             | 2055-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-21, Class FB                                           | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27572184 | PA      | $27726139.27    | 0.06%             | 2053-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-1, Class FX                                            | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16022404 | PA      | $16137436.78    | 0.04%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG                                            | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29496862 | PA      | $29766047.86    | 0.07%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-18, Class FH                                           | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8468552 | PA      | $8538104.66     | 0.02%             | 2054-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-9, Class FG                                            | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8893522 | PA      | $8955907.44     | 0.02%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ                                           | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19625495 | PA      | $19842500.42    | 0.04%             | 2055-05-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-32, Class FA                                           | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38223695 | PA      | $38408373.03    | 0.09%             | 2055-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-31, Class FA                                           | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50366900 | PA      | $50665545.44    | 0.11%             | 2054-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FA                                           | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11722422 | PA      | $11836651.17    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-42, Class FE                                           | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21396949 | PA      | $21629002.95    | 0.05%             | 2055-06-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2025-63, Class DF                                           | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10621711 | PA      | $10719554.35    | 0.02%             | 2055-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KL06, Class XFX | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11393423 | PA      | $511655.83      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5112, Class KI                                                                       | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26161761 | PA      | $4881993.98     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KJ48, Class A2                      | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4457000 | PA      | $4590564.26     | 0.01%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5386, Class FD                                                   | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17839840 | PA      | $17919997.94    | 0.04%             | 2054-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5424, Class FA                                                   | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39803659 | PA      | $39947226.35    | 0.09%             | 2054-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                                         | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2360280 | PA      | $2354320.25     | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5448, Class CF                                                   | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60503350 | PA      | $60637128.84    | 0.13%             | 2054-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5467, Class FC                                                   | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76134822 | PA      | $76238327.23    | 0.17%             | 2054-10-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class DF                                                   | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41739773 | PA      | $41825180.58    | 0.09%             | 2054-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB                                                   | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78569965 | PA      | $78791069.14    | 0.17%             | 2054-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5468, Class WF                                                   | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17674792 | PA      | $17712002.57    | 0.04%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5470, Class AF                                                   | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25014936 | PA      | $25062659.56    | 0.06%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5469, Class F                                                    | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17881558 | PA      | $17919614.88    | 0.04%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA                                                   | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38597843 | PA      | $38922790.94    | 0.09%             | 2054-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB                                                   | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18975171 | PA      | $19162358.88    | 0.04%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5479, Class FB                                                   | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9841786 | PA      | $9917977.01     | 0.02%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5478, Class FD                                                                       | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11856906 | PA      | $11948697.73    | 0.03%             | 2054-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH                                                   | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39069789 | PA      | $39404030.73    | 0.09%             | 2054-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class FB                                                   | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28523848 | PA      | $28808598.24    | 0.06%             | 2055-02-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class JF                                                   | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69043770 | PA      | $69666731.07    | 0.15%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp., Series 5500, Class DF                                                                       | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14571945 | PA      | $14679079.71    | 0.03%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5503, Class FB                                                   | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13321812 | PA      | $13423850.35    | 0.03%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE                                                   | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16102789 | PA      | $16275054.60    | 0.04%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5502, Class EF                                                   | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11668672 | PA      | $11766684.64    | 0.03%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5515, Class FB                                                   | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12077227 | PA      | $12179854.08    | 0.03%             | 2055-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF                                                   | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107630470 | PA      | $108432575.73   | 0.24%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5539, Class FC                                                   | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16207893 | PA      | $16367608.79    | 0.04%             | 2055-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FC                                                   | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12409132 | PA      | $12530045.54    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FG                                                   | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12522433 | PA      | $12645844.04    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Class FH                                                                | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15854075 | PA      | $16014166.55    | 0.04%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5543, Class FM                                                   | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16598478 | PA      | $16762039.67    | 0.04%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA                                                   | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27610969 | PA      | $27832555.01    | 0.06%             | 2055-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5570, Class FA                                                   | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17836435 | PA      | $17989832.19    | 0.04%             | 2055-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5574, Class FB                                                   | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13041410 | PA      | $13144703.67    | 0.03%             | 2055-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WBTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         32287 | PA      | $32387.03       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2192 | PA      | $2187.58        | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           673 | PA      | $651.62         | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138WFS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         19182 | PA      | $18557.93       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138X9AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         56443 | PA      | $56617.81       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3138Y4NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          2233 | PA      | $2163.81        | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140E9J23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         49174 | PA      | $47579.77       | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           705 | PA      | $706.00         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association                                                                                         | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10626000 | PA      | $11039167.15    | 0.02%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Uniform Mortgage-Backed Securities                                                                                            | CUSIP: 31410KD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           721 | PA      | $761.35         | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC                                                                                                    | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8630000 | PA      | $8205187.39     | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                              | Consolidated Communications LLC, Series 2025-4A, Class C                                                                      | CUSIP: 315961AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22500000 | PA      | $22951667.25    | 0.05%             | 2055-12-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                  | FIGRE Trust, Series 2025-HE7, Class A                                                                                         | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7340420 | PA      | $7359898.56     | 0.02%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        686000 | PA      | $688549.86      | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                              | First Citizens BancShares, Inc., Class A                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |          7184 | NS      | $15418157.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                              | First Citizens BancShares, Inc.                                                                                               | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      30107000 | PA      | $30705165.88    | 0.07%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                           | First Franklin Mortgage Loan Trust, Series 2006-FF16, Class 2A4                                                               | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4618077 | PA      | $1866694.77     | 0.00%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                           | First Franklin Mortgage Loan Trust, Series 2004-FFH3, Class M3                                                                | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2818364 | PA      | $2611593.95     | 0.01%             | 2034-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                          | First Horizon Corp.                                                                                                           | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        457211 | NS      | $10927342.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                          | First Horizon Alternative Mortgage Securities Trust, Series 2005-AA12, Class 2A1                                              | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         75072 | PA      | $44735.08       | 0.00%             | 2036-02-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                          | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA7, Class A1                                                | CUSIP: 32052CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        116749 | PA      | $91213.55       | 0.00%             | 2037-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                                              | First NLC Trust, Series 2007-1, Class A3                                                                                      | CUSIP: 32115BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1537958 | PA      | $773947.00      | 0.00%             | 2037-08-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                  | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       5450000 | PA      | $5738850.00     | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        142000 | PA      | $141089.28      | 0.00%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       2045000 | PA      | $2127212.48     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                         | FirstKey Homes Trust, Series 2022-SFR3, Class E2                                                                              | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8285000 | PA      | $8208087.86     | 0.02%             | 2038-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                         | FirstKey Homes Trust, Series 2022-SFR1, Class E2                                                                              | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000000 | PA      | $4940868.00     | 0.01%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                                                  | Five Point Operating Co. LP                                                                                                   | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1311000 | PA      | $1369706.58     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                                         | 522 Funding CLO Ltd., Series 2018-3A, Class AR                                                                                | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         32806 | PA      | $32804.79       | 0.00%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                                         | 522 Funding CLO Ltd., Series 2018-3A, Class CR                                                                                | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $752102.10      | 0.00%             | 2031-10-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO LLC                                                             | Flatiron CLO 23 LLC, Series 2023-1A, Class AR                                                                                 | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |       2510000 | PA      | $2513880.46     | 0.01%             | 2036-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 20 Ltd.                                                         | Flatiron CLO 20 Ltd., Series 2020-1A, Class A1R2                                                                              | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |       2522000 | PA      | $2527050.56     | 0.01%             | 2038-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                         | Flatiron CLO 21 Ltd., Series 2021-1A, Class SUB                                                                               | CUSIP: 33883TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $2290050.00     | 0.01%             | 2034-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                         | Flatiron CLO 25 Ltd., Series 2024-2A, Class A                                                                                 | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1153996.83     | 0.00%             | 2037-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 25 Ltd.                                                         | Flatiron CLO 25 Ltd., Series 2024-2A, Class C                                                                                 | CUSIP: 33883XAE0<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |        310000 | PA      | $311045.10      | 0.00%             | 2037-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                         | Flatiron CLO 28 Ltd., Series 2024-1A, Class ER                                                                                | CUSIP: 33884GAE6<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1999897.20     | 0.00%             | 2036-07-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                          | Flourishing Trade & Investment Ltd.                                                                                           | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      62290381 | PA      | $64470544.34    | 0.14%             | 2028-04-02      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Flutter Treasury DAC                                                         | Flutter Treasury DAC                                                                                                          | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |       1475000 | PA      | $1522649.88     | 0.00%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                 | Focus Financial Partners LLC                                                                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |        780000 | PA      | $801932.52      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                     | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class F                                                           | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        901000 | PA      | $906024.88      | 0.00%             | 2039-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                     | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4418000 | PA      | $4465954.74     | 0.01%             | 2039-12-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                               | Ford Motor Co.                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | DBT              | CORP              | US        |      -6224000 | PA      | $-5176788.60    | -0.01%            | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                               | Ford Motor Co.                                                                                                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $2764724.50     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       7230000 | PA      | $7192410.29     | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       3638000 | PA      | $3646202.74     | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       8952000 | PA      | $9029949.00     | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       7205000 | PA      | $7244146.21     | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      13800000 | PA      | $14135627.59    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      59082000 | PA      | $58348263.60    | 0.13%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-300463.04     | -0.00%            | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                                                     | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       3565000 | PA      | $3560146.57     | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Forestar Group, Inc.                                                         | Forestar Group, Inc.                                                                                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       5349000 | PA      | $5343914.71     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                                               | Fortinet, Inc.                                                                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |          5690 | NS      | $451842.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                                  | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       2851000 | PA      | $2853494.63     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                  | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       2634000 | PA      | $2801006.14     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                  | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        139000 | PA      | $146379.23      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                  | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        908000 | PA      | $954537.72      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                  | FTAI Aviation Investors LLC                                                                                                   | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        853000 | PA      | $866803.25      | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2024-1A, Class B                                                                             | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1439866 | PA      | $1478193.10     | 0.00%             | 2049-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2024-2A, Class B                                                                             | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2618972 | PA      | $2627338.54     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2025-1A, Class A                                                                             | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15052556 | PA      | $15232993.79    | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2025-1A, Class D                                                                             | CUSIP: 35040WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15826146 | PA      | $15837197.54    | 0.04%             | 2050-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2023-1A, Class A                                                                             | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4683227 | PA      | $4801193.72     | 0.01%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2025-2A, Class D                                                                             | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2263000 | PA      | $2261826.18     | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2025-2A, Class E                                                                             | CUSIP: 35042NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2466000 | PA      | $2492517.88     | 0.01%             | 2052-04-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2021-2A, Class A                                                                             | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       3683661 | PA      | $3499904.04     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                     | Foundation Finance Trust, Series 2025-3A, Class E                                                                             | CUSIP: 35042TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8840000 | PA      | $8851027.90     | 0.02%             | 2052-08-15      | Fixed         | 8.42%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                    | Fox Corp., Class B                                                                                                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |          7923 | NS      | $514440.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                                  | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3951954 | PA      | $623742.76      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2017-3, Class BIO            | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6612306 | PA      | $758537.97      | 0.00%             | 2056-07-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-1, Class BX             | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1372833 | PA      | $578409.87      | 0.00%             | 2057-05-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                  | Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1                                                          | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8267923 | PA      | $8220312.60     | 0.02%             | 2060-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                  | Seasoned Loans Structured Transaction Trust, Series 2020-3, Class M1                                                          | CUSIP: 35564CHL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        483710 | PA      | $479576.98      | 0.00%             | 2060-04-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                                       | Freedom Mortgage Corp.                                                                                                        | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       4788000 | PA      | $5310577.93     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        423000 | PA      | $443662.70      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        955000 | PA      | $1025724.44     | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        714000 | PA      | $751602.67      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       1013000 | PA      | $1049024.81     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                                                                 | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       2241000 | PA      | $2242346.89     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                       | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |         48700 | NS      | $2473473.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fremont Home Loan Trust                                                      | Fremont Home Loan Trust, Series 2006-3, Class 1A1                                                                             | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4385432 | PA      | $3284384.23     | 0.01%             | 2037-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                      | Fremont Home Loan Trust, Series 2006-3, Class 2A3                                                                             | CUSIP: 35729MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5033756 | PA      | $1509107.00     | 0.00%             | 2037-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1165000 | PA      | $1168762.16     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1127000 | PA      | $1128938.06     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13959000 | PA      | $14064706.34    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9153000 | PA      | $9308216.57     | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18687000 | PA      | $19514094.84    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                                                          | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9270000 | PA      | $9753736.41     | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                                     | Full House Resorts, Inc.                                                                                                      | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       2412000 | PA      | $2095425.00     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                        | GEO Group, Inc. (The)                                                                                                         | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       3406000 | PA      | $3582440.98     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2020-NQM2, Class B1                                                                                        | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4430000 | PA      | $4224631.85     | 0.01%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2021-NQM3, Class B1                                                                                        | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3170000 | PA      | $2407375.98     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        201000 | PA      | $198266.25      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        125000 | PA      | $124745.85      | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                                                       | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |        536000 | PA      | $527063.33      | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2022-NQM2, Class M1                                                                                        | CUSIP: 36169KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2330525 | PA      | $1961767.66     | 0.00%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |         50000 | PA      | $52948.45       | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       3022000 | PA      | $3090659.84     | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       4313000 | PA      | $4473383.22     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2025-NQM3, Class A1                                                                                        | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13521847 | PA      | $13642344.48    | 0.03%             | 2070-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                       | GSAA Home Equity Trust, Series 2006-18, Class AF2A                                                                            | CUSIP: 3622ELAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        203639 | PA      | $54552.32       | 0.00%             | 2036-11-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                       | GSAA Home Equity Trust, Series 2006-18, Class AF3A                                                                            | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2008324 | PA      | $537738.64      | 0.00%             | 2036-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                       | GSAA Home Equity Trust, Series 2007-2, Class AF3                                                                              | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1400118 | PA      | $243462.89      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                      | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                                                            | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         38871 | PA      | $90252.33       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                      | GSR Mortgage Loan Trust, Series 2007-OA2, Class 2A1                                                                           | CUSIP: 3622NCAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1269369 | PA      | $727285.96      | 0.00%             | 2047-06-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                         | Frontier Florida LLC, Series E                                                                                                | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21644000 | PA      | $22420153.84    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                       | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                                                              | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3365651 | PA      | $2319812.80     | 0.01%             | 2036-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontier North, Inc.                                                         | Frontier North, Inc., Series G                                                                                                | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4850000 | PA      | $5004593.75     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                    | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                                        | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2081836 | PA      | $1681540.21     | 0.00%             | 2036-01-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                       | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                                                             | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5332953 | PA      | $2397011.05     | 0.01%             | 2035-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | Great Wolf Trust, Series 2024-WLF2, Class A                                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25208000 | PA      | $25278189.16    | 0.06%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                  | GSAMP Trust, Series 2007-HS1, Class M6                                                                                        | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3414000 | PA      | $3364702.18     | 0.01%             | 2037-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                    | GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF                                                                         | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3159860 | PA      | $2949058.59     | 0.01%             | 2035-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                      | GSR Mortgage Loan Trust, Series 2005-AR1, Class 2A1                                                                           | CUSIP: 36242DUM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        229130 | PA      | $225956.07      | 0.00%             | 2035-01-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                    | GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF                                                                         | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2155284 | PA      | $1875038.18     | 0.00%             | 2035-01-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                  | GSAMP Trust, Series 2007-H1, Class A1B                                                                                        | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2620505 | PA      | $1293004.57     | 0.00%             | 2047-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                     | GT Loan Financing I Ltd., Series 2013-1A, Class AR2                                                                           | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20580000 | PA      | $20595344.45    | 0.05%             | 2039-04-28      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2017-375H, Class A                                                                 | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |       1460000 | PA      | $1422401.79     | 0.00%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class B4                                                          | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2381157 | PA      | $2178996.43     | 0.00%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2019-GSA1, Class XA                                                                      | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15478144 | PA      | $389953.28      | 0.00%             | 2052-11-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                                                       | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        570000 | PA      | $521343.89      | 0.00%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ2, Class B4                                                          | CUSIP: 36262DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1824147 | PA      | $1546039.47     | 0.00%             | 2050-07-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                                      | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30130310 | PA      | $1843664.61     | 0.00%             | 2053-12-12      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                                 | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2320000 | PA      | $2204141.98     | 0.00%             | 2026-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                             | GE HealthCare Technologies, Inc.                                                                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |          5771 | NS      | $473337.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                                                                  | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11230000 | PA      | $11271662.18    | 0.03%             | 2028-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                     | Boost Newco Borrower LLC                                                                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |       6229000 | PA      | $6620492.65     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                                                                 | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      34583000 | PA      | $34720052.43    | 0.08%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GSAT Trust                                                                   | GSAT Trust, Series 2025-BMF, Class A                                                                                          | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4387000 | PA      | $4392482.43     | 0.01%             | 2040-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class A1                                                               | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8215435 | PA      | $8299739.67     | 0.02%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class E                                                                  | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3613000 | PA      | $3609461.25     | 0.01%             | 2041-08-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class HRR                                                                | CUSIP: 36272JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12450000 | PA      | $12457747.64    | 0.03%             | 2041-08-10      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class B2                                                               | CUSIP: 36272UAE8<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |       1326000 | PA      | $1322305.37     | 0.00%             | 2065-10-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class B1                                                               | CUSIP: 36272UAL2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |       1657667 | PA      | $1663742.02     | 0.00%             | 2065-10-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                                                               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |       8216252 | PA      | $8224209.61     | 0.02%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class B1                                                               | CUSIP: 36273GAE8<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |       1666667 | PA      | $1670670.33     | 0.00%             | 2065-07-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                                                                 | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13035000 | PA      | $13052425.19    | 0.03%             | 2041-11-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class C                                                                 | CUSIP: 36273XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12276000 | PA      | $12232610.48    | 0.03%             | 2041-11-25      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B1                                                               | CUSIP: 36274TAE9<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       1475040 | PA      | $1487607.64     | 0.00%             | 2065-11-25      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-NQM3, Class B2                                                               | CUSIP: 36274TAF6<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |       1567720 | PA      | $1559202.26     | 0.00%             | 2065-11-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1                                                               | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |       4585764 | PA      | $4594222.79     | 0.01%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class B1                                                               | CUSIP: 36275JAG5<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |       1779667 | PA      | $1782358.39     | 0.00%             | 2066-01-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2023-CCM1, Class B1                                                               | CUSIP: 362918AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2130000 | PA      | $2125483.12     | 0.00%             | 2053-08-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                                     | Gaea Mortgage Loan Trust, Series 2025-A, Class A                                                                              | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3452167 | PA      | $3380491.02     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1                                                         | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |      16236504 | PA      | $16225049.15    | 0.04%             | 2029-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                    | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class B1                                                         | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |        754000 | PA      | $750961.08      | 0.00%             | 2029-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                          | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                                                               | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11551251 | PA      | $11296198.67    | 0.03%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Holdings LP                                                   | Galaxy Digital Holdings LP                                                                                                    | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6876000 | PA      | $5194818.00     | 0.01%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                                                         | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARRR                                                                             | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9752255.18     | 0.02%             | 2034-04-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GAM Resecuritization Trust                                                   | GAM Resecuritization Trust, Series 2018-B, Class A1                                                                           | CUSIP: 36459QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3645394 | PA      | $3619958.97     | 0.01%             | 2051-08-27      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |        493000 | PA      | $467099.31      | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                                                                               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       1131000 | PA      | $1045386.35     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       2265000 | PA      | $2316182.21     | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       2882000 | PA      | $2929045.77     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       3137000 | PA      | $3195388.98     | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                     | Neogen Food Safety Corp.                                                                                                      | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4024000 | PA      | $4291645.37     | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2025-NQM4, Class A1                                                                                        | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6913168 | PA      | $6975154.94     | 0.02%             | 2070-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2025-NQM4, Class B1                                                                                        | CUSIP: 367923AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        917000 | PA      | $928421.05      | 0.00%             | 2070-06-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                             | GE Vernova, Inc.                                                                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         48425 | NS      | $31649127.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                                 | GE Aerospace                                                                                                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         38496 | NS      | $11857922.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      15165000 | PA      | $14717742.45    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc., Series C                                                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       9658000 | PA      | $9697418.26     | 0.02%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 20 Ltd.                                                    | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class A                                                                           | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3010269.00     | 0.01%             | 2038-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                                                     | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                                                                | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |       1972000 | PA      | $1979156.39     | 0.00%             | 2037-04-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 22 Ltd.                                                    | Kennedy Lewis CLO 22 Ltd., Series 2025-22A, Class A                                                                           | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      31500000 | PA      | $31607550.45    | 0.07%             | 2038-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 19 Ltd.                                                    | Kennedy Lewis CLO 19 Ltd., Series 2025-19A, Class A                                                                           | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001123.00     | 0.00%             | 2036-04-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                                                             | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        450000 | PA      | $473544.45      | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                                                             | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        948000 | PA      | $989600.14      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                                                             | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       1748000 | PA      | $1822132.68     | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       3290000 | PA      | $3415355.58     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                   | GENMAB A/S                                                                                                                    | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |        754000 | PA      | $792010.55      | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                             | State of Georgia, Series 2022A                                                                                                | CUSIP: 373385KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3950000 | PA      | $4048129.46     | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Georgia                                                             | State of Georgia, Series 2022A                                                                                                | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7890000 | PA      | $8033345.52     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                                                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       8393817 | PA      | $7661281.88     | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | Magnera Corp.                                                                                                                 | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |        545000 | PA      | $503896.43      | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC                                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |        700000 | PA      | $734337.42      | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                           | Global Partners LP                                                                                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1476000 | PA      | $1554635.38     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                                           | Global Partners LP                                                                                                            | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |        798000 | PA      | $812557.91      | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                      | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |        962000 | PA      | $993241.91      | 0.00%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                                      | Global Atlantic Fin Co.                                                                                                       | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |        927000 | PA      | $931345.14      | 0.00%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                                | Global Medical Response, Inc.                                                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       2347000 | PA      | $2439410.40     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC                                                                                                    | CUSIP: 38016LAA3<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       1498000 | PA      | $1502082.05     | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                                    | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                                                         | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |       3500000 | PA      | $3496859.80     | 0.01%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                    | Golden State Tobacco Securitization Corp., Series 2021B                                                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2695000 | PA      | $2396302.37     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 6 Ltd.                                     | GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class DR2                                                           | CUSIP: 38137WBE4<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2498276.50     | 0.01%             | 2035-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                    | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class ER                                                          | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |       4015000 | PA      | $3987645.40     | 0.01%             | 2034-10-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                    | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class E                                                           | CUSIP: 38138XAA0<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |        825000 | PA      | $830571.23      | 0.00%             | 2037-04-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 19 Ltd.                                    | GoldenTree Loan Management US CLO 19 Ltd., Series 2024-19A, Class F                                                           | CUSIP: 38138XAC6<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |       2360000 | PA      | $2281897.92     | 0.01%             | 2037-04-20      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 21 Ltd.                                    | GoldenTree Loan Management US CLO 21 Ltd., Series 2024-21A, Class F                                                           | CUSIP: 38139DAC9<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | JE        |       1750000 | PA      | $1695117.20     | 0.00%             | 2037-07-20      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 25 Ltd.                                    | GoldenTree Loan Management US CLO 25 Ltd., Series 2025-25A, Class A                                                           | CUSIP: 38139XAC5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |       5750000 | PA      | $5769485.03     | 0.01%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |          2573 | NS      | $2261667.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      18306000 | PA      | $18403998.06    | 0.04%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Short            | DBT              | CORP              | US        |     -18506000 | PA      | $-18605068.72   | -0.04%            | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1039914.36     | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                  | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class B                                                        | CUSIP: 38149XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2630185 | PA      | $2541747.18     | 0.01%             | 2051-06-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                       | Goldman Sachs Bank USA                                                                                                        | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |      79100000 | PA      | $78815240.00    | 0.17%             | 2030-09-12      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                  | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                        | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2222022 | PA      | $2278902.18     | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners 48 LP                                                 | Golub Capital Partners 48 LP, Series 2020-48A, Class A1R                                                                      | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6530000 | PA      | $6551518.31     | 0.01%             | 2038-04-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                          | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                                                                | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19732450.15    | 0.04%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                         | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                                                               | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       5530000 | PA      | $5550118.14     | 0.01%             | 2037-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                         | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class B                                                                | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $310682.12      | 0.00%             | 2037-10-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                         | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class C                                                                | CUSIP: 38180BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $311242.20      | 0.00%             | 2037-10-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                                         | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class D1                                                               | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |        310000 | PA      | $309543.15      | 0.00%             | 2037-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 64B-R Ltd.                                        | Golub Capital Partners CLO 64B-R Ltd., Series 2022-64A, Class AR                                                              | CUSIP: 38180LAA3<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |       1000000 | PA      | $1003310.30     | 0.00%             | 2037-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 44M Ltd.                                          | Golub Capital Partners CLO 44M Ltd., Series 2019-44A, Class A1R                                                               | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-CBDO         | CORP              | KY        |      28488000 | PA      | $28489096.79    | 0.06%             | 2038-10-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                                          | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                                                               | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4015388.00     | 0.01%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.                                         | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1                                                               | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5250000 | PA      | $5260211.78     | 0.01%             | 2038-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 17 Ltd.                                           | Golub Capital Partners CLO 17 Ltd., Series 2013-17A, Class A1RR                                                               | CUSIP: 38180VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8650000 | PA      | $8657480.52     | 0.02%             | 2039-02-09      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                                         | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                                                               | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3762329.63     | 0.01%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 49M Ltd.                                          | Golub Capital Partners CLO 49M Ltd., Series 2020-49A, Class A1R2                                                              | CUSIP: 38181HAC7<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $4998156.50     | 0.01%             | 2038-07-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO 2                                      | Golub Capital Private Credit Fund CLO 2, Series 2025-1A, Class A1                                                             | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      27215000 | PA      | $27217860.30    | 0.06%             | 2039-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 19B-R3 Ltd.                                       | Golub Capital Partners CLO 19B-R3 Ltd., Series 2017-19RA, Class A1R3                                                          | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9749385.75     | 0.02%             | 2036-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                                              | Golub Capital Partners CLO Ltd., Series 2017-19RA, Class C1R3                                                                 | CUSIP: 38181YAG1<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |       2220000 | PA      | $2226408.92     | 0.00%             | 2036-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83M                                               | Golub Capital Partners CLO 83M, Series 2025-83A, Class A1                                                                     | CUSIP: 38182EAA7<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |       9700000 | PA      | $9706448.56     | 0.02%             | 2038-11-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                                               | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                                                                     | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |       2500000 | PA      | $2500000.00     | 0.01%             | 2039-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                            | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24353180 | PA      | $24666532.10    | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                    | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                           | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8882609 | PA      | $7222142.55     | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                            | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21820769 | PA      | $22126857.40    | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class B                                                            | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        840015 | PA      | $852024.15      | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust, Series 2025-3A, Class A                                                            | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33781276 | PA      | $33860733.42    | 0.08%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                    | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class A                                                            | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19596271 | PA      | $19803756.20    | 0.04%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        361000 | PA      | $361593.15      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       2364000 | PA      | $2239176.38     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       1352000 | PA      | $1335849.72     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       2091000 | PA      | $1983539.27     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |        602000 | PA      | $616469.07      | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                             | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       7427800 | PA      | $6239352.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                             | GoTo Group, Inc.                                                                                                              | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |       7777800 | PA      | $2916675.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2009-80                                                  | CUSIP: 38373M8P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1854359 | PA      | $220261.47      | 0.00%             | 2051-09-16      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2013-30                                                  | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6204594 | PA      | $89315.13       | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2016-36                                                  | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1531976 | PA      | $42474.18       | 0.00%             | 2057-08-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2016-96                                                  | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8081957 | PA      | $302496.34      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2023-50, Class AC                                        | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2157763 | PA      | $1951245.41     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2023-118, Class BA                                       | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2589882 | PA      | $2361364.38     | 0.01%             | 2065-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-88, Class AT                                                            | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10230743 | PA      | $10280201.40    | 0.02%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-130, Class AL                                                           | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6521617 | PA      | $6503402.04     | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-129, Class AB                                                           | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6519225 | PA      | $6503810.84     | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-128, Class AD                                                           | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10294106 | PA      | $10369402.42    | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-128, Class AG                                                           | CUSIP: 38381MZB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10227287 | PA      | $10068863.63    | 0.02%             | 2066-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2025-126, Class AD                                                           | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4449773 | PA      | $4455228.79     | 0.01%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2020-151, Class MI                                                           | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |             2 | PA      | $0.22           | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2020-149, Class IA                                                           | CUSIP: 38382KBL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16736038 | PA      | $2559710.02     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-83, Class PI                                                            | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11535007 | PA      | $1917206.95     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-67, Class QI                                                            | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20102742 | PA      | $3407615.75     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-76, Class JI                                                            | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20654967 | PA      | $3490941.50     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-78, Class IP                                                            | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8069025 | PA      | $1338474.49     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-96, Class MI                                                            | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36049731 | PA      | $6109391.13     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2021-140, Class JI                                                           | CUSIP: 38382XWM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27182343 | PA      | $4420036.54     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2022-78, Class D                                                             | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49975087 | PA      | $8120591.79     | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2022-85, Class IK                                                            | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5181923 | PA      | $841766.57      | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association, Series 2023-119, Class AD                                                           | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2760926 | PA      | $2215332.42     | 0.00%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF                                        | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8047817 | PA      | $8066128.42     | 0.02%             | 2054-03-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL                                        | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12651701 | PA      | $12686932.00    | 0.03%             | 2054-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2024-125, Class HF                                       | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38105673 | PA      | $38213923.20    | 0.08%             | 2054-08-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Variable Rate Notes, Series 2025-9, Class FE                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12934000 | PA      | $12990313.71    | 0.03%             | 2055-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                                                  | Grace Trust, Series 2020-GRCE, Class E                                                                                        | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2546000 | PA      | $2214068.31     | 0.00%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding LLC                                       | Gracie Point International Funding LLC, Series 2024-1A, Class A                                                               | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14644000 | PA      | $14655054.76    | 0.03%             | 2028-03-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                                     | Gran Tierra Energy, Inc.                                                                                                      | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      20709000 | PA      | $14392755.00    | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                      | Grand Canyon University                                                                                                       | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8775000 | PA      | $8705689.61     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                                                | Granite Ridge Resources, Inc.                                                                                                 | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |      57743000 | PA      | $55652703.40    | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        170000 | PA      | $164623.78      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |        395000 | PA      | $373388.48      | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                                                           | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1022746.69     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                                                              | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |        473000 | PA      | $508636.29      | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       8372000 | PA      | $8688196.79     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                                                              | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       2596000 | PA      | $2652667.64     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO VII Ltd.                                                     | Great Lakes CLO VII Ltd., Series 2024-7A, Class A                                                                             | CUSIP: 39056MAC6<br>LEI: 254900SVXM1EVJDDR583 | Long             | ABS-CBDO         | CORP              | KY        |      16000000 | PA      | $15994758.40    | 0.04%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                              | Great Lakes Dredge & Dock Corp.                                                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Short            | DBT              | CORP              | US        |      -8696000 | PA      | $-8481182.71    | -0.02%            | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                              | Great Lakes Water Authority Water Supply System, Series 2023B                                                                 | CUSIP: 39081JGQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9320000 | PA      | $9893268.54     | 0.02%             | 2053-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Water Supply System                              | Great Lakes Water Authority Water Supply System, Series 2025C                                                                 | CUSIP: 39081JJS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4175000 | PA      | $4459728.32     | 0.01%             | 2055-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                             | Great Wolf Trust, Series 2024-WOLF, Class A                                                                                   | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1062000 | PA      | $1063639.73     | 0.00%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                              | City of Greeley, Series 2022                                                                                                  | CUSIP: 392532HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1275000 | PA      | $1177586.43     | 0.00%             | 2038-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                              | City of Greeley, Series 2022                                                                                                  | CUSIP: 392532HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1340000 | PA      | $1213995.24     | 0.00%             | 2039-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Greeley                                                              | City of Greeley, Series 2022                                                                                                  | CUSIP: 392532HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1380000 | PA      | $1221630.65     | 0.00%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1999-5, Class A5                                                                                | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2419766 | PA      | $629325.08      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1999-5, Class A6                                                                                | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2595904 | PA      | $645873.64      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1998-4, Class M1                                                                                | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        311739 | PA      | $317362.51      | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1998-6, Class M1                                                                                | CUSIP: 393505K35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        860186 | PA      | $873308.25      | 0.00%             | 2030-06-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1996-10, Class B1                                                                               | CUSIP: 393505RK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        853316 | PA      | $864298.51      | 0.00%             | 2028-11-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1997-3, Class M1                                                                                | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        906910 | PA      | $920898.85      | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                        | Conseco Finance Corp., Series 1997-6, Class M1                                                                                | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        607374 | PA      | $617009.13      | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                         | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |        759000 | PA      | $766352.81      | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                              | GreenPoint Manufactured Housing, Series 1999-5, Class M2                                                                      | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1626750 | PA      | $1629386.65     | 0.00%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                            | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                                                 | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1106689 | PA      | $1022327.54     | 0.00%             | 2036-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Trust                                              | GreenSky Home Improvement Trust, Series 2024-1, Class A4                                                                      | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11032933 | PA      | $11307467.51    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2024-1, Class B                                                                | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1759100 | PA      | $1798407.56     | 0.00%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class C                                                               | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3865000 | PA      | $3897960.33     | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class D                                                               | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3086000 | PA      | $3110448.22     | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class E                                                               | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1345000 | PA      | $1367286.65     | 0.00%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class A3                                                              | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12671000 | PA      | $12700432.20    | 0.03%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                               | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3366864 | PA      | $3421798.89     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                       | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class D                                                                | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2839410 | PA      | $2895135.95     | 0.01%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Gregory-Portland Independent School District                                 | Gregory-Portland Independent School District, Series 2025                                                                     | CUSIP: 397586UB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $17187369.88    | 0.04%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes 2025 LLC                                                 | Greystone CRE Notes 2025 LLC, Series 2025-HC4, Class A                                                                        | CUSIP: 39809NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       9010000 | PA      | $8991760.16     | 0.02%             | 2042-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                                                      | Greystone CRE Notes LLC, Series 2025-FL4, Class A                                                                             | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4308000 | PA      | $4320659.06     | 0.01%             | 2043-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                     | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |        108000 | PA      | $105863.84      | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                     | Group 1 Automotive, Inc.                                                                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       2946000 | PA      | $3031413.38     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO III Funding DAC                                         | Sound Point Euro CLO III Funding DAC, Series 3X, Class C                                                                      | CUSIP: N/A<br>LEI: 635400G1JEJQHA5DT963       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $884366.53      | 0.00%             | 2033-04-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XIX DAC                                               | CVC Cordatus Loan Fund XIX DAC, Series 19A, Class D                                                                           | CUSIP: N/A<br>LEI: 635400BFCX9PFNPQKM71       | Long             | ABS-CBDO         | CORP              | IE        |        400000 | PA      | $470322.09      | 0.00%             | 2033-12-23      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO V DAC                                                       | Invesco Euro CLO V DAC, Series 5X, Class D                                                                                    | CUSIP: N/A<br>LEI: 5493004UWK07M4U35L23       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $514539.48      | 0.00%             | 2034-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2019-3A, Class CR                                                                                    | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $294338.89      | 0.00%             | 2033-04-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2019-3A, Class DR                                                                                    | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $294188.46      | 0.00%             | 2033-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXIII DAC                                                          | Avoca CLO XXIII DAC, Series 23A, Class D                                                                                      | CUSIP: N/A<br>LEI: 549300JQ57GOFHS3VT07       | Long             | ABS-CBDO         | CORP              | IE        |        750000 | PA      | $883241.69      | 0.00%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sabena Technics SAS                                                          | Sabena Technics SAS                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      15038533 | PA      | $17673283.50    | 0.04%             | 2029-09-30      | Floating      | 8.72%                 | Yes           |                  3 | On Loan: No      |
| GS Finance Corp.                                                             | GS Finance Corp.                                                                                                              | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      96020000 | PA      | $95763818.64    | 0.21%             | 2030-02-14      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                                              | Grupo Cibest SA                                                                                                               | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |         18706 | NS      | $1189888.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                         | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |        683000 | PA      | $733384.91      | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |        941000 | PA      | $1031806.50     | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                         | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |        937000 | PA      | $980346.18      | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HLF Financing SARL LLC                                                       | HLF Financing SARL LLC                                                                                                        | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6889000 | PA      | $6469624.06     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                          | HONO Mortgage Trust, Series 2021-LULU, Class A                                                                                | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2536000 | PA      | $2504405.75     | 0.01%             | 2036-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                               | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                                                      | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10515000 | PA      | $10528061.73    | 0.02%             | 2037-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                               | HILT Commercial Mortgage Trust, Series 2024-ORL, Class D                                                                      | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11854000 | PA      | $11912674.93    | 0.03%             | 2037-05-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Homes Trust                                                                  | Homes Trust, Series 2025-NQM2, Class A1                                                                                       | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6681960 | PA      | $6725556.80     | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      29440000 | PA      | $24042496.60    | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       9659000 | PA      | $9526923.12     | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      25005000 | PA      | $23828082.16    | 0.05%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                               | HLTN Commercial Mortgage Trust, Series 2024-DPLO, Class A                                                                     | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6118000 | PA      | $6129348.28     | 0.01%             | 2041-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19983000 | PA      | $19002745.92    | 0.04%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1252939.39     | 0.00%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1037987.00     | 0.00%             | 2031-08-27      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7276752.00     | 0.02%             | 2030-06-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                | HTL Commercial Mortgage Trust, Series 2024-T53, Class A                                                                       | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3390000 | PA      | $3431675.30     | 0.01%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                                | HTL Commercial Mortgage Trust, Series 2024-T53, Class E                                                                       | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9476945 | PA      | $9777421.97     | 0.02%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HIH Trust                                                                    | HIH Trust, Series 2024-61P, Class A                                                                                           | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12995497 | PA      | $13027822.43    | 0.03%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                    | HIH Trust, Series 2024-61P, Class D                                                                                           | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4896711 | PA      | $4916506.74     | 0.01%             | 2041-10-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES Trust, Series 2025-NQM3, Class A1                                                                                       | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12984021 | PA      | $13108741.62    | 0.03%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 7 Ltd.                                                       | HalseyPoint CLO 7 Ltd., Series 2023-7A, Class A1R                                                                             | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |       3000000 | PA      | $3010122.00     | 0.01%             | 2038-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Halseypoint CLO II Ltd.                                                      | Halseypoint CLO II Ltd., Series 2020-2A, Class BR                                                                             | CUSIP: 40638TAN2<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |       3250000 | PA      | $3259502.68     | 0.01%             | 2037-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 6 Ltd.                                                       | HalseyPoint CLO 6 Ltd., Series 2022-6A, Class A1R                                                                             | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |       2800000 | PA      | $2809497.60     | 0.01%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |        810076 | NS      | $5597710.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO Ltd.                                                         | Hamlin Park CLO Ltd., Series 2024-1A, Class A                                                                                 | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       9750000 | PA      | $9790384.50     | 0.02%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                  | HA Sustainable Infrastructure Capital, Inc.                                                                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1881108.00     | 0.00%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                               | HarborView Mortgage Loan Trust, Series 2005-1, Class 1A                                                                       | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2203544 | PA      | $1065814.23     | 0.00%             | 2035-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                               | HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A                                                                    | CUSIP: 41162DAA7<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |       9983986 | PA      | $8128263.47     | 0.02%             | 2036-12-19      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                               | HarborView Mortgage Loan Trust, Series 2007-3, Class 1A1A                                                                     | CUSIP: 41164UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2779894 | PA      | $2327334.93     | 0.01%             | 2037-05-19      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                               | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                                      | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        892397 | PA      | $882370.26      | 0.00%             | 2037-07-19      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                        | Harvest Commercial Capital Loan Trust, Series 2020-1, Class M4                                                                | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1181000 | PA      | $1177828.42     | 0.00%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                       | Harvest Midstream I LP                                                                                                        | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       3003000 | PA      | $3047900.86     | 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        |        555000 | PA      | $578523.12      | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |        634000 | PA      | $667082.63      | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hays Consolidated Independent School District                                | Hays Consolidated Independent School District, Series 2025                                                                    | CUSIP: 421111AW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6160000 | PA      | $6560335.32     | 0.01%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        610000 | PA      | $633240.09      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5571000 | PA      | $5863078.84     | 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        |       1177000 | PA      | $1248072.11     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                           | Herens Holdco SARL                                                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |       2731000 | PA      | $2371265.85     | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                 | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        121000 | PA      | $122501.73      | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                 | Hess Midstream Operations LP                                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3748000 | PA      | $3870559.60     | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        203000 | PA      | $200842.33      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       3449000 | PA      | $3278727.70     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        276000 | PA      | $268190.33      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       2165000 | PA      | $2210584.08     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       5303000 | PA      | $4968968.27     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                                                           | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |        187000 | PA      | $177719.57      | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Aviation Authority                                       | Hillsborough County Aviation Authority, Series 2024B                                                                          | CUSIP: 432308W91<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3755000 | PA      | $3986311.76     | 0.01%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hillsborough County Industrial Development Authority                         | Hillsborough County Industrial Development Authority, Series 2024C                                                            | CUSIP: 43233KAU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7435000 | PA      | $7877079.90     | 0.02%             | 2049-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       3808000 | PA      | $3645701.97     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       1187000 | PA      | $1101868.60     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       3370000 | PA      | $3450193.03     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        875000 | PA      | $906069.50      | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        236000 | PA      | $242793.50      | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                          | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1723000 | PA      | $1766052.60     | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                          | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |       2626000 | PA      | $2550707.07     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                          | Hilton Grand Vacations Borrower LLC                                                                                           | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1515000 | PA      | $1414283.56     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                 | Hilton Worldwide Finance LLC                                                                                                  | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |         99000 | PA      | $99045.05       | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hippo Holdings, Inc.                                                                                                          | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |          7405 | NS      | $97.01          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                | Hologic, Inc.                                                                                                                 | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |        579000 | PA      | $578975.10      | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-216881.70     | -0.00%            | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                                                        | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |        900000 | PA      | $915219.09      | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                      | Home Equity Asset Trust, Series 2006-3, Class M2                                                                              | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4008000 | PA      | $3841237.94     | 0.01%             | 2036-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                      | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                             | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4352750 | PA      | $3697225.65     | 0.01%             | 2037-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Home Efficiency                                                              | Home Efficiency, Series 2024-A1                                                                                               | CUSIP: 43710UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68109863 | PA      | $71140751.91    | 0.16%             | 2054-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                  | HOMES Trust, Series 2025-AFC2, Class A1A                                                                                      | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13492646 | PA      | $13598705.03    | 0.03%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES Trust, Series 2025-NQM5, Class A1                                                                                       | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13362390 | PA      | $13375939.54    | 0.03%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES Trust, Series 2025-NQM5, Class B1                                                                                       | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3009000 | PA      | $3029139.54     | 0.01%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                  | HOMES Trust, Series 2025-AFC4, Class A1A                                                                                      | CUSIP: 43762DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7030076 | PA      | $7042580.14     | 0.02%             | 2060-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1110000 | PA      | $1047824.24     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1887000 | PA      | $1598911.14     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       6828000 | PA      | $5918346.53     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust                                                  | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        830000 | PA      | $860036.21      | 0.00%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| City of Houston                                                              | City of Houston Airport System, Series 2025A                                                                                  | CUSIP: 442349JU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      13260000 | PA      | $14016940.47    | 0.03%             | 2050-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       9626000 | PA      | $9661866.48     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                                                     | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |        971000 | PA      | $924482.21      | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                         | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1520000 | PA      | $1603865.19     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                         | Howard Midstream Energy Partners LLC                                                                                          | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        115000 | PA      | $118143.47      | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                      | Howden UK Refinance plc                                                                                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |       4771000 | PA      | $4925255.97     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HR Ottawa LP                                                                 | HR Ottawa LP                                                                                                                  | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      98234525 | PA      | $108038858.80   | 0.24%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                       | HUB International Ltd.                                                                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       7429000 | PA      | $7799893.57     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                                  | Hudson Yards Mortgage Trust, Series 2019-55HY, Class F                                                                        | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6662504 | PA      | $5733950.15     | 0.01%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                 | Humana, Inc.                                                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      32946000 | PA      | $30992975.62    | 0.07%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        877000 | PA      | $893553.38      | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        473000 | PA      | $472611.95      | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        679000 | PA      | $707377.65      | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                     | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B2                                                             | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6340207 | PA      | $6357624.06     | 0.01%             | 2032-05-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                     | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2                                                             | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11028053 | PA      | $11061640.85    | 0.02%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                     | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                             | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6366664 | PA      | $6375648.97     | 0.01%             | 2033-09-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                   | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       2797000 | PA      | $2681885.97     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                   | Huntsman International LLC                                                                                                    | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Short            | DBT              | CORP              | US        |      -1490000 | PA      | $-1428677.19    | -0.00%            | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                   | Huntsman International LLC                                                                                                    | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |        531000 | PA      | $447446.53      | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hutto Independent School District                                            | Hutto Independent School District, Series 2025                                                                                | CUSIP: 4484926L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7745000 | PA      | $8081841.67     | 0.02%             | 2050-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                                                       | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $10072081.00    | 0.02%             | 2030-03-27      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                              | ICG US CLO Ltd., Series 2014-2A, Class BRR                                                                                    | CUSIP: 44929BAY7<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-CBDO         | CORP              | KY        |        637466 | PA      | $637543.85      | 0.00%             | 2031-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                              | ICG US CLO Ltd., Series 2022-1A, Class AR                                                                                     | CUSIP: 44933EAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9480000 | PA      | $9503501.87     | 0.02%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                          | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       4700000 | PA      | $4950514.70     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                                             | IHS Holding Ltd.                                                                                                              | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       9407000 | PA      | $9340398.44     | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       5486000 | PA      | $5554212.92     | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                                                                             | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       1049000 | PA      | $1128985.20     | 0.00%             | 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        |       3042000 | PA      | $3135246.43     | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                            | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       4446000 | PA      | $3862154.39     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                            | INEOS Finance plc                                                                                                             | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Short            | DBT              | CORP              | GB        |       -141000 | PA      | $-122483.98     | -0.00%            | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust                                                | INT Commercial Mortgage Trust, Series 2025-PLAZA, Class A                                                                     | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3698000 | PA      | $3708536.34     | 0.01%             | 2037-11-05      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                                                                   | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       1987000 | PA      | $1985870.19     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                           | INV Mortgage Trust, Series 2024-IND, Class A                                                                                  | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9520000 | PA      | $9448771.36     | 0.02%             | 2041-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                             | ITT Holdings LLC                                                                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       4087000 | PA      | $3922095.68     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                   | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       5632000 | PA      | $5424235.52     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                   | iHeartCommunications, Inc.                                                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       2365000 | PA      | $2069375.00     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Komercni Banka A/S                                                           | Komercni Banka A/S                                                                                                            | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |         19873 | NS      | $1120432.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                               | ILPT Commercial Mortgage Trust, Series 2025-LPF2, Class A                                                                     | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23153000 | PA      | $23599792.70    | 0.05%             | 2042-07-13      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                            | State of Illinois, Series 2025F                                                                                               | CUSIP: 452153PJ2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      16135000 | PA      | $16715953.58    | 0.04%             | 2048-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                   | Impac Secured Assets Trust, Series 2006-3, Class A1                                                                           | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3056593 | PA      | $2824682.50     | 0.01%             | 2036-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                           | Imola Merger Corp.                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2591000 | PA      | $2557368.17     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                   | INCREF LLC, Series 2025-FL1, Class A                                                                                          | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       9037000 | PA      | $9054650.16     | 0.02%             | 2042-10-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       3975000 | PA      | $3853850.27     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       7179000 | PA      | $6812525.12     | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                                                   | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       2256000 | PA      | $2240975.04     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                 | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                                         | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        668577 | PA      | $648059.01      | 0.00%             | 2034-07-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1                                                                  | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        514894 | PA      | $513959.54      | 0.00%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust, Series 2006-AR35, Class 2A1A                                                                | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        964387 | PA      | $879049.67      | 0.00%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust, Series 2006-AR41, Class A3                                                                  | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        796750 | PA      | $776845.86      | 0.00%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                                                 | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4756734 | PA      | $3072284.83     | 0.01%             | 2037-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                             | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                                 | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1238529 | PA      | $1154593.60     | 0.00%             | 2037-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                             | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class AXPP                                                                | CUSIP: 45670LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10252418 | PA      | $9002.23        | 0.00%             | 2047-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                  | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1043137.00     | 0.00%             | 2032-11-16      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Instituto Costarricense de Electricidad                                      | Instituto Costarricense de Electricidad                                                                                       | CUSIP: 45777VAD9<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | NUSS              | CR        |        280000 | PA      | $276950.80      | 0.00%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                        | International Business Machines Corp.                                                                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |          1496 | NS      | $443130.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery plc                                                       | Brightstar Lottery plc                                                                                                        | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       2161000 | PA      | $2156092.80     | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                                          | Invesco US CLO Ltd., Series 2023-3A, Class AR                                                                                 | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |       5750000 | PA      | $5768498.90     | 0.01%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                     | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |           805 | NS      | $455919.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance US, Inc.                                                | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       3376000 | PA      | $3203342.31     | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       6789000 | PA      | $6875207.94     | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                                | ION Platform Finance US, Inc.                                                                                                 | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       1141000 | PA      | $1123360.60     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       3746000 | PA      | $3744975.09     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       2481000 | PA      | $2592441.91     | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       1178000 | PA      | $1162153.70     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        751000 | PA      | $750042.85      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       5424000 | PA      | $5358395.69     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |         69000 | PA      | $67914.80       | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |        853000 | PA      | $813128.55      | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       4785000 | PA      | $4915204.64     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                          | Iron Mountain Information Management Services, Inc.                                                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2797000 | PA      | $2670197.95     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Irwin Home Equity Loan Trust                                                 | Irwin Home Equity Loan Trust, Series 2006-P1, Class 1A                                                                        | CUSIP: 46412AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         36557 | PA      | $35846.29       | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                                                | iShares MSCI Brazil ETF                                                                                                       | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |        298064 | NS      | $9469493.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                                | iShares China Large-Cap ETF                                                                                                   | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |        449559 | NS      | $17213614.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |        322088 | NS      | $35490876.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                                | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |       6587641 | NS      | $531161493.83   | 1.18%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Trust                                                                | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Short            |  | RF                | US        |      -1608000 | NS      | $-129653040.00  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                                | iShares 0-5 Year TIPS Bond ETF                                                                                                | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |        401690 | NS      | $41129039.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust                                                        | iShares Bitcoin Trust ETF                                                                                                     | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             |  |  | US        |       2027900 | NS      | $100685235.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF                                                   | iShares Ethereum Trust ETF                                                                                                    | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             |  | RF                | US        |        815000 | NS      | $18280450.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ithaca Energy North Sea plc                                                  | Ithaca Energy North Sea plc                                                                                                   | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3099129.09     | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                             | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37589000 | PA      | $116465.76      | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                   | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class AS                                                          | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        379000 | PA      | $375220.42      | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                   | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                        | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2890000 | PA      | $2794034.08     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A                                             | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4640000 | PA      | $4730937.04     | 0.01%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                             | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15900000 | PA      | $16059844.29    | 0.04%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4440000 | PA      | $4452039.37     | 0.01%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E                                             | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13516000 | PA      | $13539456.21    | 0.03%             | 2039-11-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class F                                             | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11578000 | PA      | $11663591.52    | 0.03%             | 2039-11-09      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class HRR                                           | CUSIP: 46593KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14700000 | PA      | $14645196.93    | 0.03%             | 2039-11-09      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class X                                             | CUSIP: 46593KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     218000000 | PA      | $32133.20       | 0.00%             | 2039-11-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class B1                                                                        | CUSIP: 46594EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2590094 | PA      | $2598873.38     | 0.01%             | 2066-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-VIS3, Class B2                                                                        | CUSIP: 46594EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1646727 | PA      | $1624690.83     | 0.00%             | 2066-02-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class B2                                                                        | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $1006805.00     | 0.00%             | 2064-07-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| IVY Hill Middle Market Credit Fund XII Ltd.                                  | IVY Hill Middle Market Credit Fund XII Ltd., Series 12A, Class A1R2                                                           | CUSIP: 46600CAY6<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |      15500000 | PA      | $15500000.00    | 0.03%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $994898.43      | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                           | J.P. Morgan Alternative Loan Trust, Series 2007-A2, Class 2A1                                                                 | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        613849 | PA      | $539439.72      | 0.00%             | 2037-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                 | Kaspi.KZ JSC                                                                                                                  | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |        490000 | PA      | $499501.10      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                       | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                             | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1094243 | PA      | $1104302.41     | 0.00%             | 2036-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 4A1                                                                         | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          2717 | PA      | $2721.14        | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                       | J.P. Morgan Mortgage Acquisition Trust, Series 2007-CH1, Class MF1                                                            | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11339000 | PA      | $11739791.70    | 0.03%             | 2036-11-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F                                              | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10702099 | PA      | $10258418.62    | 0.02%             | 2037-04-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A                                              | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        908379 | PA      | $908097.34      | 0.00%             | 2038-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                              | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12867000 | PA      | $12866933.09    | 0.03%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                              | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5050000 | PA      | $5049969.20     | 0.01%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                                         | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        341863 | PA      | $3.42           | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XD                                                         | CUSIP: 46644AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31775000 | PA      | $193897.09      | 0.00%             | 2048-02-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1                                                         | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2084000 | PA      | $1901983.44     | 0.00%             | 2048-12-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B                                             | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6933000 | PA      | $6837784.26     | 0.02%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                   | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                                          | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14670000 | PA      | $65299.10       | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-178339.65     | -0.00%            | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -1200000 | PA      | $-850735.06     | -0.00%            | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-190981.09     | -0.00%            | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -1300000 | PA      | $-1173115.93    | -0.00%            | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1900000 | PA      | $1960195.78     | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      13460000 | PA      | $13592690.56    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |     -20360000 | PA      | $-20560711.73   | -0.05%            | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BHR5, Class A                                             | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5300442 | PA      | $5307001.78     | 0.01%             | 2040-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A                                              | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4834000 | PA      | $4229701.66     | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A                                              | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1745323 | PA      | $1468190.04     | 0.00%             | 2035-06-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E                                              | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4137182 | PA      | $3175286.84     | 0.01%             | 2036-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-4, Class B3                                                                           | CUSIP: 46652VBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6217887 | PA      | $5096670.20     | 0.01%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-4, Class B4                                                                           | CUSIP: 46652VCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        560158 | PA      | $449822.89      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-4, Class B5                                                                           | CUSIP: 46652VCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        420008 | PA      | $331523.53      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-4, Class B6                                                                           | CUSIP: 46652VCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1260925 | PA      | $548051.00      | 0.00%             | 2051-08-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A2X                                                                       | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88825586 | PA      | $2520399.36     | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A5A                                                                       | CUSIP: 46653XAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16204960 | PA      | $13405804.58    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class A5X                                                                       | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12903446 | PA      | $366131.41      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class AX1                                                                       | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     173985888 | PA      | $1844180.81     | 0.00%             | 2051-12-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B4                                                                        | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2393663 | PA      | $2000100.79     | 0.00%             | 2051-12-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B5                                                                        | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        837833 | PA      | $685470.04      | 0.00%             | 2051-12-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV5, Class B6                                                                        | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2871777 | PA      | $1531688.16     | 0.00%             | 2051-12-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A2X                                                                       | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54778393 | PA      | $1576177.04     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A3X                                                                       | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30876801 | PA      | $558088.91      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A4X                                                                       | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15745548 | PA      | $661319.31      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A5A                                                                       | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7456061 | PA      | $6168141.98     | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class A5X                                                                       | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5964849 | PA      | $171630.77      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class AX1                                                                       | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107365752 | PA      | $1636393.64     | 0.00%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B1                                                                        | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7088852 | PA      | $6151869.44     | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B2                                                                        | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1663651 | PA      | $1426163.69     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B3                                                                        | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2314511 | PA      | $1964338.34     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B4                                                                        | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1229744 | PA      | $1034996.64     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B5                                                                        | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        506225 | PA      | $420158.87      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2021-INV7, Class B6                                                                        | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1656970 | PA      | $867024.82      | 0.00%             | 2052-02-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                       | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                              | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6152000 | PA      | $5063373.46     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                 | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                                                                       | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7310000 | PA      | $7321295.41     | 0.02%             | 2039-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                                                 | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                                       | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7592000 | PA      | $7610957.98     | 0.02%             | 2039-06-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B1                                                                        | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3191000 | PA      | $3242008.14     | 0.01%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A1B                                                                       | CUSIP: 46659RAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       1949506 | PA      | $1960593.41     | 0.00%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A1                                                                        | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      14621296 | PA      | $14728240.94    | 0.03%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-DSC2, Class B1                                                                        | CUSIP: 46659VAG3<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |       2000000 | PA      | $2000882.71     | 0.00%             | 2065-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                   | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class A1LC                                                                      | CUSIP: 46664DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3827510 | PA      | $3818067.40     | 0.01%             | 2065-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                         | Jackson National Life Global Funding                                                                                          | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1002000.80     | 0.00%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       1740000 | PA      | $1719547.17     | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                                                              | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |        739000 | PA      | $738254.98      | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                            | Jane Street Group                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       3681000 | PA      | $3867870.79     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                            | Jane Street Group                                                                                                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       4555000 | PA      | $4634985.80     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                          | Jazz Securities DAC                                                                                                           | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       3711000 | PA      | $3660202.87     | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                        | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       2708000 | PA      | $2607179.81     | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                        | Jefferies Finance LLC                                                                                                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |       1178000 | PA      | $1159234.58     | 0.00%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2276000 | PA      | $2393685.13     | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                        | JetBlue Airways Corp.                                                                                                         | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       3549000 | PA      | $3575479.83     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                   | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                                           | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2590431 | PA      | $2323854.00     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                     | JobsOhio Beverage System, Series 2013B                                                                                        | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3945000 | PA      | $3961937.86     | 0.01%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                            | Johnson & Johnson                                                                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |          2231 | NS      | $461705.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson County Unified School District No. 231 Gardner - Edgerton            | Johnson County Unified School District No. 231 Gardner - Edgerton, Series 2025                                                | CUSIP: 478710YV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5010000 | PA      | $5465644.97     | 0.01%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                 | Jones Deslauriers Insurance Management, Inc.                                                                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |       2439000 | PA      | $2556335.41     | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co., Series OO                                                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1039111.16     | 0.00%             | 2030-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co., Series KK                                                                                               | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       4703000 | PA      | $4676498.12     | 0.01%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO Ltd.                                                 | Juniper Valley Park CLO Ltd., Series 2023-1A, Class ARR                                                                       | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |        370000 | PA      | $369630.78      | 0.00%             | 2036-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                    | KLA Corp.                                                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          5600 | NS      | $6804448.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KFC Holding Co.                                                              | KFC Holding Co.                                                                                                               | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |       1465000 | PA      | $1462819.49     | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |       2350000 | PA      | $2398332.45     | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. VI LLC                                                 | KKR Group Finance Co. VI LLC                                                                                                  | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-293807.12     | -0.00%            | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 Ltd.                                                              | KKR CLO 34 Ltd., Series 34A, Class AR                                                                                         | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4746434.18     | 0.01%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                                              | KKR CLO 35 Ltd., Series 35A, Class AR                                                                                         | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2500002.50     | 0.01%             | 2038-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42 Ltd.                                                              | KKR CLO 42 Ltd., Series 42A, Class BR                                                                                         | CUSIP: 48255EAL4<br>LEI: 25490002X2XBS4OKP051 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1501506.30     | 0.00%             | 2034-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                              | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                                                     | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6984000 | PA      | $7009219.22     | 0.02%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                        | Kaiser Aluminum Corp.                                                                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        557000 | PA      | $538131.11      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                 | Kaspi.KZ JSC                                                                                                                  | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |         20548 | NS      | $1605415.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rad CLO 10 Ltd.                                                              | Rad CLO 10 Ltd., Series 2021-10A, Class A                                                                                     | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5002778.00     | 0.01%             | 2034-04-23      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                        | KeHE Distributors LLC                                                                                                         | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4281000 | PA      | $4493760.99     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                                                                             | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |        737000 | PA      | $805172.50      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                                                                             | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       5741000 | PA      | $5804112.54     | 0.01%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| KeyCorp Student Loan Trust                                                   | KeyCorp Student Loan Trust, Series 2004-A, Class 2D                                                                           | CUSIP: 493268CB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3588111 | PA      | $3465609.64     | 0.01%             | 2042-07-28      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| KeyCorp Student Loan Trust                                                   | KeyCorp Student Loan Trust, Series 2005-A, Class 2C                                                                           | CUSIP: 493268CL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5919371 | PA      | $5801324.28     | 0.01%             | 2038-12-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                                                                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       3764000 | PA      | $3875704.23     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                        | Kioxia Holdings Corp.                                                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       4957000 | PA      | $5099938.42     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund IV DAC                                                | CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1                                                                           | CUSIP: N/A<br>LEI: 2138005AFEIY5AMT4165       | Long             | ABS-CBDO         | CORP              | IE        |       1120000 | PA      | $1309003.85     | 0.00%             | 2034-02-22      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXII DAC                                                           | Avoca CLO XXII DAC, Series 22X, Class B1                                                                                      | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |        710000 | PA      | $829491.94      | 0.00%             | 2035-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Henley CLO IV DAC                                                            | Henley CLO IV DAC, Series 4X, Class B1                                                                                        | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $527458.94      | 0.00%             | 2034-04-25      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                                      | Domi BV, Series 2021-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 724500GC0MQI1HTJVG97       | Long             | ABS-MBS          | CORP              | NL        |       1384897 | PA      | $1628235.27     | 0.00%             | 2053-06-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Ares European CLO X DAC                                                      | Ares European CLO X DAC, Series 10A, Class DR                                                                                 | CUSIP: N/A<br>LEI: 635400SFL7VSI4HNPI68       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2355893.35     | 0.01%             | 2031-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                                    | Finsbury Square Green plc, Series 2021-1GRX, Class B                                                                          | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |       1470000 | PA      | $1983008.28     | 0.00%             | 2067-12-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Natra SA                                                                     | Natra SA, Term Loan                                                                                                           | CUSIP: N/A<br>LEI: 335800EO444T7JOWXS50       | Long             | DBT              | CORP              | IN        |      21867963 | PA      | $25699229.54    | 0.06%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       1331000 | PA      | $1384708.51     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       1336000 | PA      | $1364340.38     | 0.00%             | 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        |        476000 | PA      | $489427.61      | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                 | Kohl's Corp.                                                                                                                  | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       4444000 | PA      | $3909057.06     | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                         | NAK Naftogaz Ukraine                                                                                                          | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |       7090592 | PA      | $5421749.96     | 0.01%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                                                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      12315000 | PA      | $11292993.17    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                                | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                                       | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9456637 | PA      | $9453683.84     | 0.02%             | 2039-12-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KSL Trust                                                                    | KSL Trust                                                                                                                     | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2957000 | PA      | $2953728.05     | 0.01%             | 2030-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| KSL Trust                                                                    | KSL Trust                                                                                                                     | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10246000 | PA      | $10281101.26    | 0.02%             | 2030-06-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                           | Kyrgyz Republic International Bond                                                                                            | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |       1154000 | PA      | $1187177.50     | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                      | Bath & Body Works, Inc.                                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       2795000 | PA      | $2857599.62     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Mortgage Trust                            | Ladder Capital Commercial Mortgage Mortgage Trust, Series 2013-GCP, Class XA                                                  | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5557353 | PA      | $114233.62      | 0.00%             | 2036-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                              | LGI Homes, Inc.                                                                                                               | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       6472000 | PA      | $6750736.10     | 0.01%             | 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        |      13219000 | PA      | $12635673.55    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                              | LCM Investments Holdings II LLC                                                                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       4356000 | PA      | $4607312.67     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM 26 Ltd.                                                                  | LCM 26 Ltd., Series 26A, Class D                                                                                              | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5900000 | PA      | $5899037.12     | 0.01%             | 2031-01-20      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                                  | LCM 34 Ltd., Series 34A, Class BR                                                                                             | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |       1440000 | PA      | $1442307.31     | 0.00%             | 2034-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                               | LD Celulose International GmbH                                                                                                | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |        624000 | PA      | $654420.00      | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LMRE 2025 SFR1 Trust                                                         | LMRE 2025 SFR1 Trust, Series 2025-SFR1, Class A                                                                               | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7508000 | PA      | $7326220.56     | 0.02%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                    | LQR Trust, Series 2025-CALI, Class A                                                                                          | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4480000 | PA      | $4479988.35     | 0.01%             | 2043-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                    | LQR Trust, Series 2025-CALI, Class E                                                                                          | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13299000 | PA      | $13298927.65    | 0.03%             | 2043-01-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                                        | Fashion Show Mall LLC, Series 2024-SHOW, Class A                                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1004086 | PA      | $1019185.65     | 0.00%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      13354000 | PA      | $13403545.74    | 0.03%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                                                             | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      22991000 | PA      | $22883151.06    | 0.05%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                                  | Hellenic Telecommunications Organization SA, Class R                                                                          | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |         89388 | NS      | $1771122.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4072638.65     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1070000 | PA      | $1057983.69     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                                                          | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        520000 | PA      | $551331.56      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |         33568 | NS      | $1456037.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                      | BASF SE                                                                                                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |         42980 | NS      | $2261547.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                      | Heidelberg Materials AG                                                                                                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |          4179 | NS      | $1083435.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        161237 | NS      | $27600549.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Media Corp.                                                            | Lamar Media Corp.                                                                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        229000 | PA      | $224785.55      | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                            | Lamar Media Corp.                                                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2004000 | PA      | $2000521.26     | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                            | Lamar Media Corp.                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        100000 | PA      | $99344.73       | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        498000 | PA      | $496731.54      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |        484000 | PA      | $468180.80      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       1274000 | PA      | $1213710.50     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                                        | Lending Funding Trust, Series 2020-2A, Class B                                                                                | CUSIP: 51507KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3340000 | PA      | $3281861.62     | 0.01%             | 2031-04-21      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                                        | Lending Funding Trust, Series 2020-2A, Class D                                                                                | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        400000 | PA      | $399316.36      | 0.00%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                           | Vital Energy, Inc.                                                                                                            | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       4061000 | PA      | $4001238.16     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Draegerwerk AG & Co. KGaA                                                    | Draegerwerk AG & Co. KGaA                                                                                                     | CUSIP: N/A<br>LEI: 5493005UFVHY0PPNKD75       | Long             | EP               | CORP              | DE        |         30094 | NS      | $2441124.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Latch, Inc.                                                                                                                   | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        164855 | NS      | $16.49          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Latvia                                                           | Latvia Government Bond                                                                                                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       1327000 | PA      | $1357972.18     | 0.00%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                    | LBA Trust, Series 2024-7IND, Class A                                                                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4859999 | PA      | $4862996.43     | 0.01%             | 2041-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                    | LBA Trust, Series 2024-7IND, Class D                                                                                          | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1234334 | PA      | $1236241.20     | 0.00%             | 2041-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                   | Allianz SE (Registered)                                                                                                       | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |          1077 | NS      | $497980.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                  | Legacy Mortgage Asset Trust, Series 2019-SL2, Class A                                                                         | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4161657 | PA      | $4046276.55     | 0.01%             | 2059-02-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                  | Legacy Mortgage Asset Trust, Series 2019-SL2, Class M                                                                         | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5445922 | PA      | $5069432.21     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                  | Legacy Mortgage Asset Trust, Series 2019-SL2, Class B                                                                         | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4792231 | PA      | $1066827.87     | 0.00%             | 2059-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                  | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                                                        | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24657536 | PA      | $24665976.50    | 0.05%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                               | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                                                       | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1786638 | PA      | $1798812.73     | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                               | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                                                        | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        385507 | PA      | $386177.33      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                      | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-2A, Class M3                                             | CUSIP: 52520VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1463952 | PA      | $1392271.03     | 0.00%             | 2036-09-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                                               | Lehman ABS Mortgage Loan Trust, Series 2007-1, Class 2A1                                                                      | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        818255 | PA      | $546069.04      | 0.00%             | 2037-06-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                      | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-3A, Class M2                                             | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5850000 | PA      | $5139204.53     | 0.01%             | 2037-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                              | Lehman XS Trust, Series 2007-16N, Class AF2                                                                                   | CUSIP: 52525BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2384094 | PA      | $3376375.32     | 0.01%             | 2047-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-2A, Class B                                                                               | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2556000 | PA      | $2567880.03     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-2A, Class C                                                                               | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        788000 | PA      | $793614.97      | 0.00%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-2A, Class D                                                                               | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2776000 | PA      | $2784059.56     | 0.01%             | 2034-02-21      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class R                                                                 | CUSIP: 525943106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        410000 | PA      | $1123931.77     | 0.00%             | 2040-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class A                                                                 | CUSIP: 525943AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18936415 | PA      | $19043928.17    | 0.04%             | 2031-06-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class B                                                                 | CUSIP: 525943AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1736000 | PA      | $1751386.86     | 0.00%             | 2031-06-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class C                                                                 | CUSIP: 525943AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3919000 | PA      | $3960137.74     | 0.01%             | 2031-06-16      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class D                                                                 | CUSIP: 525943AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1593000 | PA      | $1611254.03     | 0.00%             | 2031-06-16      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class E                                                                 | CUSIP: 525943AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3101000 | PA      | $3136302.09     | 0.01%             | 2031-06-16      | Fixed         | 9.28%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P1, Class F                                                                 | CUSIP: 525943AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1033000 | PA      | $1045640.92     | 0.00%             | 2038-06-16      | Fixed         | 13.31%                | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class R                                                                 | CUSIP: 525949103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        279000 | PA      | $657467.69      | 0.00%             | 2045-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class A                                                                 | CUSIP: 525949AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18157016 | PA      | $18278570.33    | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class B                                                                 | CUSIP: 525949AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        996000 | PA      | $1002296.01     | 0.00%             | 2035-04-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class C                                                                 | CUSIP: 525949AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2005000 | PA      | $2017300.47     | 0.00%             | 2035-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class D                                                                 | CUSIP: 525949AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        800000 | PA      | $803840.80      | 0.00%             | 2035-12-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class E                                                                 | CUSIP: 525949AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1286000 | PA      | $1291821.85     | 0.00%             | 2036-07-15      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Rated Notes Issuer Trust                                         | LendingClub Rated Notes Issuer Trust, Series 2025-P2, Class F                                                                 | CUSIP: 525949AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        641000 | PA      | $644195.90      | 0.00%             | 2037-01-15      | Fixed         | 13.02%                | No            |                  2 | On Loan: No      |
| LendingClub Structured Loan Certificate Issuer Trust                         | LendingClub Structured Loan Certificate Issuer Trust, Series 2025-P16, Class A                                                | CUSIP: 525950AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20600000 | PA      | $20658182.64    | 0.05%             | 2032-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2025-3A, Class A                                                                               | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20496000 | PA      | $20489857.35    | 0.05%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2025-3A, Class B                                                                               | CUSIP: 525951AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3385000 | PA      | $3378244.56     | 0.01%             | 2035-05-21      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2025-3A, Class C                                                                               | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        985000 | PA      | $980644.92      | 0.00%             | 2035-05-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-1A, Class B                                                                               | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3993000 | PA      | $4050426.13     | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-1A, Class C                                                                               | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2283000 | PA      | $2320574.98     | 0.01%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2024-1A, Class D                                                                               | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1790000 | PA      | $1823762.26     | 0.00%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2021-2A, Class C                                                                               | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5450000 | PA      | $5164919.22     | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2021-2A, Class D                                                                               | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1420000 | PA      | $1316664.61     | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2025-1A, Class A                                                                               | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15342000 | PA      | $15514068.20    | 0.03%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                       | Lendmark Funding Trust, Series 2025-1A, Class C                                                                               | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        996000 | PA      | $1013230.20     | 0.00%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA, Series TMO                                                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1983265 | PA      | $2196715.87     | 0.00%             | 2174-10-07      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Lessen LLC                                                                   | Lessen LLC                                                                                                                    | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      43180082 | PA      | $33598421.80    | 0.07%             | 2028-01-05      | Variable      | 12.76%                | No            |                  3 | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       9884053 | PA      | $10114133.99    | 0.02%             | 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        |        139000 | PA      | $143249.50      | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd.                                                          | Lewey Park CLO Ltd., Series 2024-1A, Class B2                                                                                 | CUSIP: 527911AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2679458.65     | 0.01%             | 2037-10-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LEX Mortgage Trust                                                           | LEX Mortgage Trust, Series 2024-BBG, Class HRR                                                                                | CUSIP: 52885AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20050000 | PA      | $20104082.87    | 0.04%             | 2033-10-13      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                           | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       2036000 | PA      | $2124219.88     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                           | Light & Wonder International, Inc.                                                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        798000 | PA      | $807893.48      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                       | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       2315000 | PA      | $2492544.30     | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                       | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       2379000 | PA      | $2608894.47     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                       | LifePoint Health, Inc.                                                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       3179000 | PA      | $3450690.06     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                              | Eli Lilly & Co.                                                                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         18375 | NS      | $19747245.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                               | Starz Capital Holdings 1, Inc.                                                                                                | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      34686000 | PA      | $33125130.00    | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                                      | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1324564 | NS      | $12093269.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Capital Holdings LLC                                                   | Starz Capital Holdings LLC                                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |       3267000 | PA      | $2640144.38     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                          | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       1367000 | PA      | $1364927.31     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                          | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        330000 | PA      | $319085.86      | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                          | Lithia Motors, Inc.                                                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       3904000 | PA      | $3919503.76     | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        242000 | PA      | $242492.95      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        383000 | PA      | $386514.03      | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       1209000 | PA      | $1188566.81     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                                                               | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       2445000 | PA      | $2402212.50     | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer LLC                                                          | LoanCore Issuer LLC, Series 2025-CRE9, Class A                                                                                | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4955000 | PA      | $4948921.70     | 0.01%             | 2042-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Banca Transilvania SA                                                        | Banca Transilvania SA                                                                                                         | CUSIP: N/A<br>LEI: 549300RG3H390KEL8896       | Long             | EC               | CORP              | RO        |        163782 | NS      | $1138325.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                                                      | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       5490000 | PA      | $5480908.01     | 0.01%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       7301000 | PA      | $7361758.92     | 0.02%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                                                      | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       1151000 | PA      | $1245180.58     | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                         | LoanCore Issuer Ltd., Series 2022-CRE7, Class A                                                                               | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        533370 | PA      | $532737.15      | 0.00%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                     | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3560000 | PA      | $3560472.34     | 0.01%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                             | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       2925311 | PA      | $2492043.96     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2020-3GS, Class A                                                                             | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14700176 | PA      | $12430058.37    | 0.03%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                      | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                             | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       6052222 | PA      | $5104826.67     | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                               | Long Beach Mortgage Loan Trust, Series 2006-2, Class 1A                                                                       | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |             2 | PA      | $2.07           | 0.00%             | 2046-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                               | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                                                      | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7730801 | PA      | $3634233.52     | 0.01%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                               | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                                                      | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17259895 | PA      | $6824572.84     | 0.02%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                  | Long Island Power Authority, Series 2024A                                                                                     | CUSIP: 542691JX9<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |       3715000 | PA      | $3861443.07     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority                                        | Louisiana Public Facilities Authority, Series 2020A                                                                           | CUSIP: 546399KR6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |       8000000 | PA      | $6031665.60     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                                | Salzgitter AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | EC               | CORP              | DE        |         16683 | NS      | $780331.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Short            | DBT              | CORP              | US        |       -600000 | PA      | $-532920.85     | -0.00%            | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                              | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                                                       | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6389674 | PA      | $36180.89       | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        866076 | NS      | $6729410.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUX                                                                          | LUX Trust, Series 2023-LION, Class A                                                                                          | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4399541 | PA      | $4443171.69     | 0.01%             | 2040-08-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP, Series 2024-2A, Class A2                                                                       | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      16446396 | PA      | $16641456.36    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                                       | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |       5762000 | PA      | $5810018.78     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2021-INV1, Class M1                                                                                         | CUSIP: 552747AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4189000 | PA      | $3974178.45     | 0.01%             | 2056-01-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2020-NQM1, Class A3                                                                                         | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        109662 | PA      | $106251.58      | 0.00%             | 2049-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                            | Manufacturers & Traders Trust Co.                                                                                             | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |        800000 | PA      | $810543.94      | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2021-NQM1, Class B1                                                                                         | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6050000 | PA      | $5112462.96     | 0.01%             | 2065-04-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2022-NQM1, Class M1                                                                                         | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4096403 | PA      | $3750995.53     | 0.01%             | 2066-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                  | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL10, Class A                                                        | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       1260298 | PA      | $1258328.87     | 0.00%             | 2037-09-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                           | MDGH GMTN RSC Ltd.                                                                                                            | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |        723000 | PA      | $711251.25      | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2022-NQM3, Class A1                                                                                         | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6972144 | PA      | $6949406.84     | 0.02%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-HTL, Class A                                                                                  | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        572847 | PA      | $573024.32      | 0.00%             | 2037-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-HTL, Class E                                                                                  | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4594057 | PA      | $4570179.14     | 0.01%             | 2037-02-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                                  | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8112606 | PA      | $8127741.66     | 0.02%             | 2041-12-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                      | MF1 LLC, Series 2025-FL19, Class A                                                                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3986210.69     | 0.01%             | 2042-05-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                            | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       6814200 | PA      | $5970942.79     | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MHP                                                                          | MHP Commercial Mortgage Trust, Series 2021-STOR, Class G                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7927000 | PA      | $7902709.29     | 0.02%             | 2038-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MHP                                                                          | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                                                                      | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3438000 | PA      | $3417280.55     | 0.01%             | 2038-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                     | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       1249000 | PA      | $1249323.49     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                     | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        688000 | PA      | $694124.68      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DBT              | CORP              | US        |      -1908000 | PA      | $-1965822.28    | -0.00%            | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       3262000 | PA      | $3360855.50     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        356000 | PA      | $365850.57      | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                      | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |        327000 | PA      | $327810.96      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                      | MGM China Holdings Ltd.                                                                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       2225000 | PA      | $2352937.50     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                              | M/I Homes, Inc.                                                                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         35764 | NS      | $4576003.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                       | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        116108 | PA      | $116108.47      | 0.00%             | 2038-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                       | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        866521 | PA      | $867599.53      | 0.00%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                   | MIRA Trust, Series 2023-MILE, Class A                                                                                         | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6775000 | PA      | $7036297.52     | 0.02%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACAS CLO Ltd.                                                                | ACAS CLO Ltd., Series 2015-1A, Class CRR                                                                                      | CUSIP: 55320RAL1<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |       2531627 | PA      | $2536906.39     | 0.01%             | 2028-10-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp.                                                           | MP Materials Corp., Class A                                                                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |        226490 | NS      | $11442274.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                                                       | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1203169.19     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                               | MSWF Commercial Mortgage Trust, Series 2023-2, Class XA                                                                       | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107189973 | PA      | $6003367.36     | 0.01%             | 2056-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| MAC Trust                                                                    | MAC Trust, Series 2025-801B, Class A                                                                                          | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19635714 | PA      | $19660160.46    | 0.04%             | 2040-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                  | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL14, Class A                                                        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      15291000 | PA      | $15329160.68    | 0.03%             | 2039-03-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                | MAD Commercial Mortgage Trust, Series 2025-11MD, Class A                                                                      | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9522000 | PA      | $9558096.00     | 0.02%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MAD Commercial Mortgage Trust                                                | MAD Commercial Mortgage Trust, Series 2025-11MD, Class E                                                                      | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4668000 | PA      | $4638079.05     | 0.01%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                              | Madison IAQ LLC                                                                                                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |        432000 | PA      | $424485.40      | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd.                                             | Madison Park Funding XXXVII Ltd., Series 2019-37A, Class AR2                                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1505286.00     | 0.00%             | 2037-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                              | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                                                   | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7779707.30     | 0.02%             | 2038-07-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIV Ltd.                                              | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class D1RR                                                                  | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1502941.05     | 0.00%             | 2037-10-16      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                               | Madison Park Funding XXXV Ltd., Series 2019-35A, Class CR                                                                     | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3759394.13     | 0.01%             | 2032-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                               | Madison Park Funding XXXV Ltd., Series 2019-35A, Class DR                                                                     | CUSIP: 55819MAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1502871.30     | 0.00%             | 2032-04-20      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Atrium XV                                                                    | Atrium XV, Series 15A, Class D1R                                                                                              | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1450000 | PA      | $1445482.09     | 0.00%             | 2037-07-16      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                               | Madison Park Funding XXIV Ltd., Series 2016-24A, Class BR2                                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6789749 | PA      | $6790251.66     | 0.02%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                               | Madison Park Funding XXIV Ltd., Series 2016-24A, Class CR2                                                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1503854.10     | 0.00%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                              | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1R                                                                   | CUSIP: 55820YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1900000 | PA      | $1899672.44     | 0.00%             | 2038-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                               | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8230000 | PA      | $8230024.69     | 0.02%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Atrium XV                                                                    | Atrium XV, Series 15A, Class ER                                                                                               | CUSIP: 55822TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3218750 | PA      | $3073346.19     | 0.01%             | 2037-07-16      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                               | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                                                                     | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      25816571 | PA      | $25883694.08    | 0.06%             | 2038-10-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                               | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class D1                                                                    | CUSIP: 55823RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3741297.38     | 0.01%             | 2038-10-16      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       3200000 | PA      | $1942400.00     | 0.00%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Short            | DBT              | CORP              | US        |      -3200000 | PA      | $-1942400.00    | -0.00%            | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      24528000 | PA      | $24362975.62    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       1754000 | PA      | $1539696.28     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       5092000 | PA      | $3583495.00     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       1407000 | PA      | $1361694.50     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | Magnera Corp.                                                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       2679000 | PA      | $2629867.14     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West Mortgage Trust                                                | Manhattan West Mortgage Trust, Series 2020-1MW, Class D                                                                       | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        118000 | PA      | $112115.12      | 0.00%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                              | thyssenkrupp AG                                                                                                               | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |         83393 | NS      | $896524.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mansfield Independent School District                                        | Mansfield Independent School District, Series 2025                                                                            | CUSIP: 564386VN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7630000 | PA      | $8125328.92     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Maranon Loan Funding Ltd.                                                    | Maranon Loan Funding Ltd., Series 2020-1A, Class A                                                                            | CUSIP: 56577GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1318262 | PA      | $1319798.08     | 0.00%             | 2034-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                             | Maricopa County Industrial Development Authority, Series 2024                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       8225000 | PA      | $8628238.85     | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2025-AA, Class A                                                                       | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23374000 | PA      | $23670891.87    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2025-AA, Class B                                                                       | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3167000 | PA      | $3208892.76     | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                                                       | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3257000 | PA      | $3308328.04     | 0.01%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-AA, Class A                                                                       | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11386000 | PA      | $11537615.98    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-AA, Class D                                                                       | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        603000 | PA      | $617718.27      | 0.00%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-AA, Class E                                                                       | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2472000 | PA      | $2553204.46     | 0.01%             | 2036-09-22      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-BA, Class A                                                                       | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19703000 | PA      | $19978000.68    | 0.04%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-BA, Class D                                                                       | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2969000 | PA      | $3040177.32     | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2024-BA, Class E                                                                       | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19480000 | PA      | $20502674.68    | 0.05%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2021-BA, Class D                                                                       | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1130000 | PA      | $1078290.86     | 0.00%             | 2036-11-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                                                       | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2520000 | PA      | $2372030.14     | 0.01%             | 2036-11-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2025-BA, Class A                                                                       | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17475000 | PA      | $17530967.18    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2021-AA, Class C                                                                       | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1190000 | PA      | $1152946.49     | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2021-AA, Class D                                                                       | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1180000 | PA      | $1148126.08     | 0.00%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                               | Mariner Finance Issuance Trust, Series 2021-AA, Class E                                                                       | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5040000 | PA      | $4903724.95     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                             | Marriott Ownership Resorts, Inc.                                                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       3371000 | PA      | $3233819.18     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                   | Mars, Inc.                                                                                                                    | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1518632.58     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                   | Mars, Inc.                                                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |        100000 | PA      | $102086.84      | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                   | Mars, Inc.                                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      34012000 | PA      | $33880313.36    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                  | Marsh & McLennan Cos., Inc.                                                                                                   | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-770172.11     | -0.00%            | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Bay Transportation Authority Sales Tax                         | Massachusetts Bay Transportation Authority Sales Tax, Series 2025B                                                            | CUSIP: 5755792E6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $17283052.04    | 0.04%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institute of Technology                                                                                         | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       8375000 | PA      | $7773713.11     | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts, Series 2009E                                                                                   | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |        805000 | PA      | $822602.29      | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts, Series 2019H                                                                                   | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       1055000 | PA      | $725289.61      | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts, Series 2025A                                                                                   | CUSIP: 57582TCR1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      10170000 | PA      | $10647456.08    | 0.02%             | 2050-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                | Commonwealth of Massachusetts, Series 2025C                                                                                   | CUSIP: 57582TDV1<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      11335000 | PA      | $11839100.32    | 0.03%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                         | Massachusetts Housing Finance Agency, Series 2015A                                                                            | CUSIP: 57586NXY2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |        335000 | PA      | $335006.60      | 0.00%             | 2040-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                                         | Massachusetts Housing Finance Agency, Series 2014B                                                                            | CUSIP: 57587ADP0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |        385000 | PA      | $385008.35      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                      | Massachusetts School Building Authority, Series 2025A                                                                         | CUSIP: 576000E33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9925000 | PA      | $10584630.39    | 0.02%             | 2050-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                      | Massachusetts School Building Authority, Series 2025A                                                                         | CUSIP: 576000E41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9925000 | PA      | $10376760.20    | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Specialized Loan Trust                                                 | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                                          | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        529565 | PA      | $517516.21      | 0.00%             | 2046-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                                                 | MASTR Resecuritization Trust, Series 2008-3, Class A1                                                                         | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1268789 | PA      | $381444.59      | 0.00%             | 2037-08-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                          | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                                                                | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5000059 | PA      | $4327414.06     | 0.01%             | 2037-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                          | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                                                                | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2713486 | PA      | $2565980.73     | 0.01%             | 2036-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                        | Matador Resources Co.                                                                                                         | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |        195000 | PA      | $199267.77      | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                        | Matador Resources Co.                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       1680000 | PA      | $1703797.03     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                        | Matador Resources Co.                                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       2115000 | PA      | $2117812.95     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        145000 | PA      | $144686.79      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       1905000 | PA      | $1803103.84     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                                                   | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       1593000 | PA      | $1578747.75     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                                                   | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        305000 | PA      | $279865.35      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                          | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       7345000 | PA      | $7130523.06     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                          | Mattamy Group Corp.                                                                                                           | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |        548000 | PA      | $543131.17      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       4912000 | PA      | $4873246.04     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                                                        | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      20092000 | PA      | $19288320.00    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |        835000 | PA      | $839311.11      | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      10431000 | PA      | $9096641.13     | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Short            | DBT              | CORP              | US        |      -3310000 | PA      | $-2886576.76    | -0.01%            | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2025-NQM3, Class A1                                                                                         | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12791229 | PA      | $12823122.62    | 0.03%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2025-NQM3, Class B1                                                                                         | CUSIP: 58004LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1850000 | PA      | $1862878.41     | 0.00%             | 2070-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2024-NPL1, Class A1                                                                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22877036 | PA      | $22909050.30    | 0.05%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc.                                                                                                   | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       2980000 | PA      | $3144069.86     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC, 1st Lien Term Loan B5                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       4201609 | PA      | $3664391.06     | 0.01%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-TWA, Class A                                                                                  | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7000000 | PA      | $7093293.90     | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-TWA, Class E                                                                                  | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3924000 | PA      | $3977907.13     | 0.01%             | 2039-06-12      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                           | MCR Mortgage Trust, Series 2024-TWA, Class XA                                                                                 | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32439000 | PA      | $265055.83      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                                 | Medco Cypress Tree Pte. Ltd.                                                                                                  | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |        212000 | PA      | $223660.00      | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                   | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       5467000 | PA      | $5702791.71     | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                                                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       3451000 | PA      | $3567510.21     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       5300000 | PA      | $5565000.00     | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |        768000 | PA      | $768998.40      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                     | Ziggo BV, Facility 1st Lien Term Loan H                                                                                       | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |       6779000 | PA      | $7916889.04     | 0.02%             | 2029-01-31      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                           | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |           428 | NS      | $862103.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                       | Grifols Worldwide Operations USA, Inc., 1st Lien Term Loan B                                                                  | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |        682611 | PA      | $682323.85      | 0.00%             | 2027-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                     | Met Tower Global Funding                                                                                                      | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Short            | DBT              | CORP              | US        |       -150000 | PA      | $-154964.25     | -0.00%            | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                                         | Meritage Homes Corp.                                                                                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        113302 | NS      | $7455271.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                       | Merrill Lynch Mortgage Investors Trust, Series 2006-RM3, Class A2B                                                            | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2650180 | PA      | $546576.55      | 0.00%             | 2037-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                       | Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1                                                            | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1127604 | PA      | $1115036.30     | 0.00%             | 2037-08-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                       | Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AV1                                                            | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1193790 | PA      | $589496.39      | 0.00%             | 2037-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                   | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                                        | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2258960 | PA      | $1822371.98     | 0.00%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                             | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                                                    | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1959261 | PA      | $1437686.98     | 0.00%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                             | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 1A2                                                   | CUSIP: 59025TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3157044 | PA      | $3098892.32     | 0.01%             | 2037-10-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Mesa County Valley School District No. 51 Grand Junction                     | Mesa County Valley School District No. 51 Grand Junction, Series 2025                                                         | CUSIP: 590621LZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6070000 | PA      | $6513331.56     | 0.01%             | 2049-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mesquite Independent School District                                         | Mesquite Independent School District, Series 2025                                                                             | CUSIP: 590760VJ0<br>LEI: 549300M7COV11VUIZE16 | Long             | DBT              | MUN               | US        |      17710000 | PA      | $18867922.30    | 0.04%             | 2052-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                               | Methanex Corp.                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       2226000 | PA      | $2238594.71     | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                           | Metropolitan Life Global Funding I                                                                                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Short            | DBT              | CORP              | US        |      -3800000 | PA      | $-3876076.53    | -0.01%            | 2034-01-08      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                                           | Mettler-Toledo International, Inc.                                                                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |           313 | NS      | $436381.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MHP Commercial Mortgage Trust                                                | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class A                                                                     | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16011000 | PA      | $16010918.34    | 0.04%             | 2040-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MHP Commercial Mortgage Trust                                                | MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class E                                                                     | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4665000 | PA      | $4664986.01     | 0.01%             | 2040-09-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                      | MF1 LLC, Series 2025-FL20, Class A                                                                                            | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      13754000 | PA      | $13765115.98    | 0.03%             | 2043-02-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                    | MFA Trust, Series 2024-RTL1, Class A1                                                                                         | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10556000 | PA      | $10596161.36    | 0.02%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                         | County of Miami-Dade, Series 2019E                                                                                            | CUSIP: 59333P5G9<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |       7590000 | PA      | $7068102.49     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade                                                         | County of Miami-Dade Water & Sewer System, Series 2024A                                                                       | CUSIP: 59334DNX8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |      15010000 | PA      | $15757314.88    | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                            | Michigan State Building Authority, Series 2025I                                                                               | CUSIP: 594615PD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3790000 | PA      | $3967365.56     | 0.01%             | 2050-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Michigan State Housing Development Authority                                 | Michigan State Housing Development Authority, Series 2025A-1                                                                  | CUSIP: 59465PGQ5<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |       7025000 | PA      | $7164038.10     | 0.02%             | 2050-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                    | Michigan State University, Series 2025A                                                                                       | CUSIP: 594712C74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5805000 | PA      | $6109555.84     | 0.01%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                      | Micron Technology, Inc.                                                                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         48477 | NS      | $13835820.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Global LLC                                                          | Stagwell Global LLC                                                                                                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |       1626000 | PA      | $1585590.49     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XXI                                                      | MidOcean Credit CLO XXI, Series 2025-21A, Class A1                                                                            | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |       7360000 | PA      | $7372760.77     | 0.02%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XVII Ltd.                                                | MidOcean Credit CLO XVII Ltd., Series 2024-17A, Class A1                                                                      | CUSIP: 598014AA6<br>LEI: 254900JGDVZUT1NBFA07 | Long             | ABS-CBDO         | CORP              | KY        |       1820000 | PA      | $1826400.94     | 0.00%             | 2038-01-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XV Ltd.                                                  | MidOcean Credit CLO XV Ltd., Series 2024-15A, Class D                                                                         | CUSIP: 59801FAJ2<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |        750000 | PA      | $753050.18      | 0.00%             | 2037-07-21      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIX                                                      | MidOcean Credit CLO XIX, Series 2025-19A, Class A1                                                                            | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5012423.50     | 0.01%             | 2036-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance SARL                                           | Telenet International Finance SARL, 1st Lien Term Loan AQ                                                                     | CUSIP: B9000TBH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       2000000 | PA      | $2357333.68     | 0.01%             | 2029-04-30      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                  | Midwest Gaming Borrower LLC                                                                                                   | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5183000 | PA      | $5098168.80     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                    | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                           | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      12862419 | PA      | $11723769.23    | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                                    | Mill City Solar Loan Ltd., Series 2019-1A, Class A                                                                            | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       7411681 | PA      | $6984359.61     | 0.02%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2021-SP, Class C                                                                                      | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        400071 | PA      | $469792.50      | 0.00%             | 2039-01-31      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Henley CLO I DAC                                                             | Henley CLO I DAC, Series 1X, Class AR                                                                                         | CUSIP: N/A<br>LEI: 6354005DLDMILXS72B21       | Long             | ABS-CBDO         | CORP              | IE        |       3800000 | PA      | $4467404.29     | 0.01%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO II DAC                                                         | Voya Euro CLO II DAC, Series 2A, Class CR                                                                                     | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $294038.86      | 0.00%             | 2035-07-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class B                                                                  | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1125207 | PA      | $1321560.72     | 0.00%             | 2033-08-17      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Penta CLO 6 DAC                                                              | Penta CLO 6 DAC, Series 2019-6A, Class CR                                                                                     | CUSIP: N/A<br>LEI: 635400PEJQMP8HHYYF04       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $588407.71      | 0.00%             | 2034-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond                                                                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      38930000 | PA      | $22833279.59    | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO VI DAC                                                           | Tikehau CLO VI DAC, Series 6X, Class D                                                                                        | CUSIP: N/A<br>LEI: 54930074V8PMLHROE464       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1176946.58     | 0.00%             | 2035-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2350000 | PA      | $2404576.40     | 0.01%             | 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              | CORP              | US        |        996000 | PA      | $1004947.46     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd.                                                               | Milos CLO Ltd., Series 2017-1A, Class AR                                                                                      | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |        198534 | PA      | $198534.36      | 0.00%             | 2030-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                          | Minejesa Capital BV                                                                                                           | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |        742000 | PA      | $735507.50      | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       8926000 | PA      | $9282488.11     | 0.02%             | 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        |       4247000 | PA      | $4457227.90     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                       | Mineral Resources Ltd.                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        624000 | PA      | $650709.81      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Minnesota                                                           | State of Minnesota, Series 2021A                                                                                              | CUSIP: 60412AWT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7785000 | PA      | $8048855.45     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ayala Land, Inc.                                                             | Ayala Land, Inc.                                                                                                              | CUSIP: N/A<br>LEI: 254900EWT10TQ6DKTV34       | Long             | EC               | CORP              | PH        |       1908300 | NS      | $727561.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                        | Miter Brands Acquisition Holdco, Inc.                                                                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2684000 | PA      | $2751611.36     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       3300000 | PA      | $3293428.25     | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                                                          | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      17000000 | PA      | $17328848.17    | 0.04%             | 2036-01-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                 | Mizuho Financial Group, Inc.                                                                                                  | CUSIP: 60687YAD1<br>LEI: 353800CI5L6DDAN5XZ33 | Short            | DBT              | CORP              | JP        |       -200000 | PA      | $-199718.52     | -0.00%            | 2026-04-12      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Mobius Merger Sub, Inc.                                                      | Mobius Merger Sub, Inc.                                                                                                       | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1630000 | PA      | $1130425.54     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CIMB Group Holdings Bhd.                                                     | CIMB Group Holdings Bhd.                                                                                                      | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |        314600 | NS      | $638863.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                              | Mohegan Tribal Gaming Authority                                                                                               | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7379000 | PA      | $7797337.65     | 0.02%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       2856000 | PA      | $2808720.43     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       2407000 | PA      | $2233433.78     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       1897000 | PA      | $1722812.34     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       1875000 | PA      | $1925681.18     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                 | Mondelez International, Inc.                                                                                                  | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-99521.45      | -0.00%            | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                                                | MongoDB, Inc., Class A                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |          1389 | NS      | $582949.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IndusInd Bank Ltd.                                                           | IndusInd Bank Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 335800JDVJ8HSXG9G512       | Long             | EC               | CORP              | IN        |         78060 | NS      | $750978.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2024-NSTB, Class A                                                                     | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5919477 | PA      | $5842199.88     | 0.01%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                        | Morgan Stanley Resecuritization Trust, Series 2013-R7, Class 1B                                                               | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        989039 | PA      | $904147.29      | 0.00%             | 2046-12-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                       | Morgan Stanley Bank NA                                                                                                        | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |        250000 | PA      | $250972.98      | 0.00%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                                 | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18660000 | PA      | $83273.61       | 0.00%             | 2048-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                                                       | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7057000 | PA      | $5359231.88     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                                      | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8870000 | PA      | $240446.19      | 0.00%             | 2050-06-15      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2017-ASHF, Class F                                                                     | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2673000 | PA      | $2545230.33     | 0.01%             | 2034-11-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2017-ASHF, Class G                                                                     | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2925000 | PA      | $2660296.86     | 0.01%             | 2034-11-15      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                     | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4                                                           | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7766947 | PA      | $6535418.89     | 0.01%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-211981.72     | -0.00%            | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                           | Morgan Stanley Mortgage Loan Trust, Series 2006-16AX, Class 2A3                                                               | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1874966 | PA      | $513503.72      | 0.00%             | 2036-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                           | Morgan Stanley Mortgage Loan Trust, Series 2006-12XS, Class A4                                                                | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3475286 | PA      | $733047.19      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                           | Morgan Stanley Mortgage Loan Trust, Series 2006-12XS, Class A6A                                                               | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1331775 | PA      | $347995.40      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                                        | Morgan Stanley Home Equity Loan Trust, Series 2006-3, Class A3                                                                | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2063389 | PA      | $1425913.49     | 0.00%             | 2036-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                     | Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2FP                                                         | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3670121 | PA      | $1605582.23     | 0.00%             | 2036-10-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                     | Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-SEA1, Class 2A1                                                         | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |        321636 | PA      | $311029.29      | 0.00%             | 2047-02-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class B3                                                      | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        777115 | PA      | $784006.30      | 0.00%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XD                                                 | CUSIP: 61764PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38411204 | PA      | $384.11         | 0.00%             | 2047-12-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XF                                                 | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13486000 | PA      | $151866.79      | 0.00%             | 2047-12-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class XB                                                 | CUSIP: 61764XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11863081 | PA      | $118.63         | 0.00%             | 2048-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                                      | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20559105 | PA      | $532815.94      | 0.00%             | 2052-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2019-H6, Class D                                                                       | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1190000 | PA      | $981457.50      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2019-H6, Class XB                                                                      | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53695000 | PA      | $1200396.83     | 0.00%             | 2052-06-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2019-H7, Class D                                                                       | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        750000 | PA      | $636636.00      | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |        261000 | PA      | $268748.44      | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                                | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-235051.93     | -0.00%            | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2021-230P, Class B                                                                     | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4970000 | PA      | $4634796.36     | 0.01%             | 2038-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class B1                                                    | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2830000 | PA      | $2855225.49     | 0.01%             | 2068-09-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class A1                                                    | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16221480 | PA      | $16378523.23    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class B1                                                    | CUSIP: 61778XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1557000 | PA      | $1575997.74     | 0.00%             | 2070-07-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                                    | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4476666 | PA      | $4512294.81     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM7, Class B1                                                    | CUSIP: 61779KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2712000 | PA      | $2706534.51     | 0.01%             | 2070-09-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                    | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13871292 | PA      | $13979063.76    | 0.03%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                               | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class M1                                                    | CUSIP: 617946AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1608586 | PA      | $1505391.19     | 0.00%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp.                                                   | DigiPlus Interactive Corp.                                                                                                    | CUSIP: N/A<br>LEI: 254900M9EXJ3M6S66M06       | Long             | EC               | CORP              | PH        |        621320 | NS      | $171085.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                         | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                              | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3522796 | PA      | $3463091.22     | 0.01%             | 2036-04-16      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                             | Mosaic Co. (The)                                                                                                              | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | DBT              | CORP              | US        |      -2000000 | PA      | $-1998861.80    | -0.00%            | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2023-1A, Class A                                                                              | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        670695 | PA      | $640241.07      | 0.00%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2019-1A, Class A                                                                              | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9333278 | PA      | $8825898.87     | 0.02%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                                                             | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5690280 | PA      | $5344594.37     | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                                      | Mosaic Solar Loan Trust, Series 2018-2GS, Class C                                                                             | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1496802 | PA      | $1333503.08     | 0.00%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                     | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1818135.99     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                     | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-105162.30     | -0.00%            | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                                                   | Gainwell Acquisition Corp., 1st Lien Term Loan B                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        981912 | PA      | $963010.34      | 0.00%             | 2027-10-01      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       5895000 | PA      | $5755341.85     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       2639000 | PA      | $2653266.43     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                     | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                                                                       | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       1000000 | PA      | $1001250.00     | 0.00%             | 2029-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                                         | Murphy Oil USA, Inc.                                                                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |       1724000 | PA      | $1618085.27     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                         | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       3500000 | PA      | $3548125.00     | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                         | Muthoot Finance Ltd.                                                                                                          | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      12335000 | PA      | $12539298.44    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IsuPetasys Co. Ltd.                                                          | IsuPetasys Co. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |          9615 | NS      | $797326.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                              | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       2074000 | PA      | $2059218.81     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                              | NCR Voyix Corp.                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |        990000 | PA      | $983032.68      | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       2120000 | PA      | $2256744.16     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       5241000 | PA      | $5366377.04     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        100000 | PA      | $99957.89       | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                   | NCMF Trust, Series 2025-MFS, Class A                                                                                          | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12841000 | PA      | $12887236.59    | 0.03%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                   | NCMF Trust, Series 2025-MFS, Class E                                                                                          | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24160000 | PA      | $24502265.06    | 0.05%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                   | NCMF Trust                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      25735000 | PA      | $26199478.15    | 0.06%             | 2033-06-10      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                             | NCL Finance Ltd.                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       1546000 | PA      | $1590123.81     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ciputra Development Tbk. PT                                                  | Ciputra Development Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 2549000JMJUYB9U5Y204       | Long             | EC               | CORP              | ID        |      13795800 | NS      | $685019.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLT Trust                                                                    | NLT Trust, Series 2021-INV2, Class B1                                                                                         | CUSIP: 62917JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1895000 | PA      | $1451093.22     | 0.00%             | 2056-08-25      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                   | NMLT Trust, Series 2021-INV1, Class B1                                                                                        | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2641900 | PA      | $2086684.90     | 0.00%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         40788 | NS      | $6495081.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       1565000 | PA      | $1569214.55     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       2497000 | PA      | $2389105.38     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       2676000 | PA      | $2500675.38     | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        813000 | PA      | $829096.59      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       1126000 | PA      | $1156418.89     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                                                              | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       4328000 | PA      | $4306813.31     | 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        |        258000 | PA      | $260623.86      | 0.00%             | 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        |       1241000 | PA      | $1257435.01     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co. Ltd.                                                   | Doosan Enerbility Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 988400TK5NA3GLSTN506       | Long             | EC               | CORP              | KR        |         18103 | NS      | $946860.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                           | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1                                                                  | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2449648 | PA      | $2244424.13     | 0.00%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                           | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A2                                                                  | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        562410 | PA      | $530720.21      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                    | NYC Trust, Series 2024-3ELV, Class A                                                                                          | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1219544 | PA      | $1223090.92     | 0.00%             | 2029-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                    | NYC Trust, Series 2024-3ELV, Class D                                                                                          | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4401000 | PA      | $4403691.21     | 0.01%             | 2029-08-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| NYMT Trust                                                                   | NYMT Trust, Series 2024-RR1, Class A                                                                                          | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14187551 | PA      | $14106844.81    | 0.03%             | 2064-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                              | NYMT Loan Trust, Series 2024-INV1, Class A1                                                                                   | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |       5483665 | PA      | $5516199.30     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                 | NY Commercial Mortgage Trust, Series 2025-299P, Class B                                                                       | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1856000 | PA      | $1933825.61     | 0.00%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Pai HoldCo, Inc.                                                             | Pai HoldCo, Inc., 1st Lien Term Loan B                                                                                        | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11153538 | PA      | $9698001.41     | 0.02%             | 2027-10-28      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                               | Aruba Investments Holdings LLC, 1st Lien Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        989664 | PA      | $901831.40      | 0.00%             | 2027-11-24      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                        | National Fuel Gas Co.                                                                                                         | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-202170.29     | -0.00%            | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                              | National Health Investors, Inc.                                                                                               | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-90771.59      | -0.00%            | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                               | National Mentor Holdings, Inc.                                                                                                | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |       3723000 | PA      | $3742725.27     | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                            | Nationstar Home Equity Loan Trust, Series 2007-B, Class M1                                                                    | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5455000 | PA      | $5214762.35     | 0.01%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Short            | DBT              | CORP              | GB        |       -300000 | PA      | $-295787.39     | -0.00%            | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                 | Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class D                                                        | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3140000 | PA      | $2888202.46     | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       4059000 | PA      | $4201065.00     | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |       5160000 | PA      | $5498625.00     | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: 63890CAC8<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |        511000 | PA      | $534981.13      | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2023-A, Class A                                                             | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12737069 | PA      | $13091378.52    | 0.03%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                             | NCR Atleos Corp.                                                                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      17326000 | PA      | $18805224.58    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                 | Navient Refinance Loan Trust, Series 2025-C, Class A                                                                          | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11862793 | PA      | $11885904.37    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                         | Navient Private Education Loan Trust, Series 2014-AA, Class B                                                                 | CUSIP: 63939CAE7<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |      12362964 | PA      | $12270909.24    | 0.03%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust                                         | Navient Private Education Loan Trust, Series 2015-AA, Class B                                                                 | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |      10722000 | PA      | $10555075.62    | 0.02%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2019-CA, Class A2                                                           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         55951 | PA      | $55391.24       | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2020-FA, Class B                                                            | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4310000 | PA      | $3733943.50     | 0.01%             | 2069-07-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                            | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4395620 | PA      | $4350834.16     | 0.01%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                            | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1458313 | PA      | $1313528.77     | 0.00%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                            | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3923856 | PA      | $3683831.74     | 0.01%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                    | Navient Private Education Refi Loan Trust, Series 2024-A, Class A                                                             | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22156212 | PA      | $22703687.27    | 0.05%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                                                 | Navient Education Loan Trust, Series 2025-A, Class D                                                                          | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        911000 | PA      | $918019.35      | 0.00%             | 2055-07-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                 | Navient Refinance Loan Trust, Series 2025-B, Class A                                                                          | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16834242 | PA      | $16847007.60    | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                                          | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36394464 | PA      | $36638113.93    | 0.08%             | 2055-05-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-BA, Class B                                                                            | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18084000 | PA      | $18118066.64    | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-BA, Class C                                                                            | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10116000 | PA      | $10147242.25    | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-BA, Class D                                                                            | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7330000 | PA      | $7317000.25     | 0.02%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27196227 | PA      | $27094855.82    | 0.06%             | 2057-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-BA, Class B                                                                            | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24341000 | PA      | $21866717.88    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                            | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1556000 | PA      | $1380542.64     | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-BA, Class D                                                                            | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2780000 | PA      | $2524964.19     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2023-PL1A, Class A1A                                                                        | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4342626 | PA      | $4400214.60     | 0.01%             | 2053-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-DA, Class B                                                                            | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16396000 | PA      | $14802800.68    | 0.03%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-DA, Class C                                                                            | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2110000 | PA      | $1841552.93     | 0.00%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-DA, Class D                                                                            | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        650500 | PA      | $570969.48      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class B1                                                                            | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4023000 | PA      | $3612992.74     | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class C                                                                             | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3133000 | PA      | $2792028.72     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                             | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4268000 | PA      | $3922743.55     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-A, Class B2                                                                            | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      41500000 | PA      | $37270494.30    | 0.08%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-CA, Class B                                                                            | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23450144 | PA      | $20607953.72    | 0.05%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-CA, Class C                                                                            | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1230000 | PA      | $1071496.42     | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2021-CA, Class D                                                                            | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1880000 | PA      | $1670453.13     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                                          | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18217613 | PA      | $18344834.26    | 0.04%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-CA, Class B                                                                            | CUSIP: 64035UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20026000 | PA      | $20009438.50    | 0.04%             | 2065-06-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                    | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                            | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10835000 | PA      | $10687487.98    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                                  | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class A                                                        | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      22750000 | PA      | $22811418.18    | 0.05%             | 2039-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                                  | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class C                                                        | CUSIP: 64090EAE6<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |       6700000 | PA      | $6722246.01     | 0.01%             | 2039-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                                  | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class D                                                        | CUSIP: 64090EAG1<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |       1560000 | PA      | $1560760.34     | 0.00%             | 2039-07-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                 | NetApp, Inc.                                                                                                                  | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-465712.59     | -0.00%            | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         61679 | NS      | $5783023.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                                | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                                                                    | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9787927.50     | 0.02%             | 2039-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd.                                   | Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class AR2                                                        | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5009780.00     | 0.01%             | 2039-01-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.                                   | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class A1R2                                                       | CUSIP: 64132MBA5<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |       5720000 | PA      | $5731959.95     | 0.01%             | 2037-01-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.                                   | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2                                                       | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $753230.40      | 0.00%             | 2039-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.                                   | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2                                                        | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |       8300000 | PA      | $8315140.86     | 0.02%             | 2039-04-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                   | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class BR                                                         | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1252050.25     | 0.00%             | 2037-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                           | New Century Home Equity Loan Trust, Series 2005-C, Class M2                                                                   | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3948519 | PA      | $3541370.68     | 0.01%             | 2035-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL, Facility 1st Lien Term Loan B                                                                           | CUSIP: 49865NAU4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       6372500 | PA      | $3229614.85     | 0.01%             | 2026-02-09      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| New Hampshire Municipal Bond Bank                                            | New Hampshire Municipal Bond Bank, Series 2022A                                                                               | CUSIP: 64465QJF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1530000 | PA      | $1445581.64     | 0.00%             | 2038-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                                   | ADMI Corp., 1st Lien Term Loan                                                                                                | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |        489717 | PA      | $462170.62      | 0.00%             | 2027-12-23      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                               | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |          2762 | NS      | $1250849.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services, Inc.                              | International Container Terminal Services, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900FU1MWK0I0Q4J61       | Long             | EC               | CORP              | PH        |         98450 | NS      | $944752.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp., 1st Lien Term Loan B                                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |        459801 | PA      | $426056.11      | 0.00%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                        | New Jersey Health Care Facilities Financing Authority, Series 2021                                                            | CUSIP: 645790PE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4965000 | PA      | $3675644.12     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                               | RealPage, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |        987147 | PA      | $985843.50      | 0.00%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                               | New Jersey Transportation Trust Fund Authority, Series 2024CC                                                                 | CUSIP: 64613CGH5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      11220000 | PA      | $11770227.68    | 0.03%             | 2050-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                               | New Jersey Transportation Trust Fund Authority, Series 2024CC                                                                 | CUSIP: 64613CGK8<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |       7125000 | PA      | $7426151.66     | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                | New Jersey Turnpike Authority, Series 2025A                                                                                   | CUSIP: 646140JF1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       4345000 | PA      | $4653567.56     | 0.01%             | 2055-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                                                      | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                                                             | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11000000 | PA      | $11040282.00    | 0.02%             | 2038-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                                      | New Mountain CLO 5 Ltd., Series CLO-5A, Class AR                                                                              | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4759309.05     | 0.01%             | 2036-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                                      | New Mountain CLO 5 Ltd., Series CLO-5A, Class D1R                                                                             | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |       1010000 | PA      | $1008278.96     | 0.00%             | 2036-07-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                      | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                                                             | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3008335.20     | 0.01%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 8 Ltd.                                                      | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                                                              | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |      14730000 | PA      | $14765848.40    | 0.03%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                               | CUSIP: 647910AG3<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |       1596000 | PA      | $1627999.48     | 0.00%             | 2064-11-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2020-RPL1, Class B3                                                               | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10257650 | PA      | $8102030.50     | 0.02%             | 2059-11-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                                 | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1303210 | PA      | $1283444.15     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                                                                | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6607470 | PA      | $6413078.23     | 0.01%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F                                                                | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1341000 | PA      | $1312555.65     | 0.00%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM7, Class A1LC                                                             | CUSIP: 64831YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1750000 | PA      | $1754569.08     | 0.00%             | 2065-10-26      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                               | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       6407804 | PA      | $6457664.18     | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class B1                                                               | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       1880000 | PA      | $1877664.80     | 0.00%             | 2065-07-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                                               | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |       7985799 | PA      | $8008866.50     | 0.02%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class B1                                                               | CUSIP: 64832GAG9<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |       1300000 | PA      | $1306929.13     | 0.00%             | 2065-08-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                          | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class B2                                                               | CUSIP: 64832GAH7<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |        833334 | PA      | $822683.32      | 0.00%             | 2065-08-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| NRZT                                                                         | NRZT, Series 2025-NQM6, Class A1                                                                                              | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15423000 | PA      | $15471173.74    | 0.03%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                       | Playtika Holding Corp., Facility 1st Lien Term Loan B1                                                                        | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |        984496 | PA      | $949379.16      | 0.00%             | 2028-03-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                    | Kia Corp.                                                                                                                     | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |         11495 | NS      | $974471.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                             | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       2109303 | NS      | $26556124.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Insurance Co.                                                  | New York Life Insurance Co.                                                                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Short            | DBT              | CORP              | US        |       -800000 | PA      | $-592951.05     | -0.00%            | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York                                                             | City of New York, Series 2025G, Sub-Series G-1                                                                                | CUSIP: 64966SME3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       7725000 | PA      | $8129003.60     | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York                                                             | City of New York, Series 2025H                                                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       3730000 | PA      | $3919303.10     | 0.01%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                                 | New York City Transitional Finance Authority Future Tax Secured, Series 2019B, Sub-Series B-3                                 | CUSIP: 64971XGG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11870000 | PA      | $11685064.21    | 0.03%             | 2031-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                              | New York City Municipal Water Finance Authority, Series 2010AA-1                                                              | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       1610000 | PA      | $1625228.67     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                              | New York City Municipal Water Finance Authority, Series 2011AA                                                                | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       4775000 | PA      | $4646400.66     | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                              | New York City Municipal Water Finance Authority, Series 2024BB, Sub-Series BB-2                                               | CUSIP: 64972GH72<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       8270000 | PA      | $8762839.90     | 0.02%             | 2047-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                              | New York City Municipal Water Finance Authority, Series 2025, Sub-Series AA2                                                  | CUSIP: 64972GK78<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       6720000 | PA      | $7010984.74     | 0.02%             | 2048-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured              | New York City Transitional Finance Authority Future Tax Secured, Series 2025D                                                 | CUSIP: 64972JNN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      13815000 | PA      | $14581242.07    | 0.03%             | 2048-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of New York                                                            | State of New York, Series 2019B                                                                                               | CUSIP: 649791PX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11215000 | PA      | $10411786.19    | 0.02%             | 2032-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                               | Empire State Development Corp., Series 2021B                                                                                  | CUSIP: 64985TDG3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       7085000 | PA      | $6525967.29     | 0.01%             | 2030-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                               | Empire State Development Corp., Series 2021B                                                                                  | CUSIP: 64985TDK4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       9725000 | PA      | $8567701.66     | 0.02%             | 2033-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                           | New York State Dormitory Authority, Series 2024A                                                                              | CUSIP: 64990AUH6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      11150000 | PA      | $11547707.12    | 0.03%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                             | New York State Thruway Authority, Series 2025A                                                                                | CUSIP: 650028A86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      16135000 | PA      | $16916232.50    | 0.04%             | 2046-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                             | New York State Thruway Authority, Series 2025A                                                                                | CUSIP: 650028B36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9130000 | PA      | $9489265.50     | 0.02%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        521000 | PA      | $523837.56      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       1900000 | PA      | $1893081.72     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4225000 | PA      | $4098931.66     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        484000 | PA      | $472655.82      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        256000 | PA      | $268429.57      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co.                                                | Metropolitan Bank & Trust Co.                                                                                                 | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |        579030 | NS      | $674177.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources SA                                                            | Nexa Resources SA                                                                                                             | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |        319000 | PA      | $340133.75      | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                          | Nexstar Media, Inc.                                                                                                           | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1985489.60     | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       9854000 | PA      | $9634020.29     | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                    | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        784000 | PA      | $773680.52      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                    | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        158000 | PA      | $161888.54      | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                          | Nexstar Media, Inc.                                                                                                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       1095000 | PA      | $1097946.70     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                                                 | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |        367500 | NS      | $4491128.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                   | NIKE, Inc., Class B                                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |          7142 | NS      | $455016.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |        754000 | PA      | $893447.25      | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       4442000 | PA      | $4778759.13     | 0.01%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       5694000 | PA      | $6113932.50     | 0.01%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                         | Redstone Holdco 2 LP, 1st Lien Term Loan                                                                                      | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21759470 | PA      | $8801705.47     | 0.02%             | 2028-04-27      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                               | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                                                            | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |        996995 | PA      | $904065.50      | 0.00%             | 2028-05-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       5579000 | PA      | $5258211.52     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       2289000 | PA      | $2233516.24     | 0.00%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        474000 | PA      | $490227.06      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       4125000 | PA      | $4136624.25     | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       1121000 | PA      | $1121156.50     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NJ Trust                                                                     | NJ Trust, Series 2023-GSP, Class A                                                                                            | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4750000 | PA      | $4979950.83     | 0.01%             | 2029-01-06      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       1702000 | PA      | $1785969.11     | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       2996000 | PA      | $3182382.24     | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       2874000 | PA      | $3053976.63     | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Redstone HoldCo 2 LP                                                         | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                      | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10460000 | PA      | $1906858.00     | 0.00%             | 2029-04-27      | Variable      | 11.85%                | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                         | Noble Finance II LLC                                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5277000 | PA      | $5482347.54     | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       1000000 | PA      | $1026553.00     | 0.00%             | 2030-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                                                         | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       8000000 | PA      | $7905808.24     | 0.02%             | 2036-06-10      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                         | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2001-R1A, Class A                                                | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        547080 | PA      | $545684.02      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                         | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-AP1, Class 2A4                                              | CUSIP: 65535VHG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        489744 | PA      | $472260.31      | 0.00%             | 2035-02-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                         | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-AF1, Class 1A4                                              | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1494337 | PA      | $261861.65      | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                         | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                                                 | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        574933 | PA      | $485413.80      | 0.00%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                         | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-S5, Class A1                                                | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         60195 | PA      | $122621.28      | 0.00%             | 2036-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                                                               | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       1000000 | PA      | $1026759.00     | 0.00%             | 2033-11-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                              | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |        170000 | PA      | $162501.44      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                              | Nordstrom, Inc.                                                                                                               | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |        749000 | PA      | $694576.18      | 0.00%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bock Capital Bidco BV                                                        | Bock Capital Bidco BV, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       1000000 | PA      | $1181076.00     | 0.00%             | 2028-06-29      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                            | Polaris Newco LLC, 1st Lien Term Loan                                                                                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |        984576 | PA      | $948028.37      | 0.00%             | 2028-06-02      | Variable      | 7.85%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                            | Polaris Newco LLC, 1st Lien Term Loan                                                                                         | CUSIP: 73108RAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2945877 | PA      | $3279616.44     | 0.01%             | 2028-06-02      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| EAB Global, Inc.                                                             | EAB Global, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |        497468 | PA      | $439513.29      | 0.00%             | 2030-08-16      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| North Texas Municipal Water District                                         | North Texas Municipal Water District, Series 2025                                                                             | CUSIP: 66283ALJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $3913737.69     | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                                          | Platform Bidco Ltd., Facility 1st Lien Term Loan B                                                                            | CUSIP: G7124FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3523625.66     | 0.01%             | 2028-09-29      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp.                                                       | VC GB Holdings I Corp., 1st Lien Term Loan                                                                                    | CUSIP: 91823JAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        977099 | PA      | $980577.71      | 0.00%             | 2028-07-23      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                       | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       1770229 | PA      | $1723017.30     | 0.00%             | 2027-12-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                       | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       1606352 | PA      | $1563510.65     | 0.00%             | 2027-12-17      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                 | Bank Mandiri Persero Tbk. PT                                                                                                  | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      12782000 | NS      | $3897656.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                     | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       1177000 | PA      | $1188293.32     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                     | Northern Oil & Gas, Inc.                                                                                                      | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       6536000 | PA      | $6363805.81     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                        | DIRECTV Financing LLC, 1st Lien Term Loan                                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        391622 | PA      | $391732.12      | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                        | Northwest Independent School District, Series 2025                                                                            | CUSIP: 667826HG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7580000 | PA      | $8031135.83     | 0.02%             | 2055-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                           | Northwestern Mutual Global Funding                                                                                            | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-101765.73     | -0.00%            | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                               | Cloudera, Inc., 1st Lien Term Loan                                                                                            | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        498705 | PA      | $475016.19      | 0.00%             | 2028-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       3497000 | PA      | $3549091.31     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        838000 | PA      | $865348.13      | 0.00%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        458000 | PA      | $472303.80      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                         | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       2593000 | PA      | $2608861.38     | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                         | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       3989000 | PA      | $4259314.59     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                         | NOVA Chemicals Corp.                                                                                                          | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |         58000 | PA      | $61776.32       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bally's Corp.                                                                | Bally's Corp., Facility 1st Lien Term Loan B                                                                                  | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      23905019 | PA      | $23543814.45    | 0.05%             | 2028-10-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                                               | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                                                     | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16865000 | PA      | $16880807.56    | 0.04%             | 2040-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       4073000 | PA      | $3929060.18     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       1264000 | PA      | $1152089.23     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       1761000 | PA      | $1828536.11     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                  | Nucor Corp.                                                                                                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |          2894 | NS      | $472040.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |        366000 | PA      | $369961.22      | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |        248000 | PA      | $261019.49      | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                 | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         64223 | NS      | $11977589.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen LLC                                                                   | Nuveen LLC                                                                                                                    | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1400000 | PA      | $1400228.48     | 0.00%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                                          | NYACK Park CLO Ltd., Series 2021-1A, Class D1R                                                                                | CUSIP: 67080PAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3499229.30     | 0.01%             | 2038-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                             | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A2                                                                     | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1347460 | PA      | $426538.89      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                             | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                                     | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1102008 | PA      | $426720.89      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                                                     | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |       3330000 | PA      | $3327505.83     | 0.01%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-8RA, Class AR2                                                                                      | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1001598.80     | 0.00%             | 2038-10-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA                                                                                                                        | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      10000000 | PA      | $10784500.00    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP SA                                                                                                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |       1188000 | PA      | $1312716.24     | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2016-12A, Class XR3                                                                                      | CUSIP: 67092RAW8<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |        800000 | PA      | $800007.92      | 0.00%             | 2037-10-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2016-12A, Class E2R3                                                                                     | CUSIP: 67092TAN4<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |       2250000 | PA      | $2152692.45     | 0.00%             | 2037-10-18      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2017-13A, Class AR2                                                                                      | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7779643.75     | 0.02%             | 2037-11-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2017-14A, Class D2R                                                                                      | CUSIP: 67097QBA2<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |       6250000 | PA      | $6246743.75     | 0.01%             | 2037-07-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                    | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                                                                          | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $502025.00      | 0.00%             | 2037-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                                    | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7750000 | PA      | $7771219.50     | 0.02%             | 2038-07-19      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2021-21A, Class AR                                                                                       | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2998800.00     | 0.01%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2025-46A, Class C                                                                                        | CUSIP: 671023AE9<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |       1460000 | PA      | $1461234.43     | 0.00%             | 2038-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2025-46A, Class D1                                                                                       | CUSIP: 671023AG4<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |        490000 | PA      | $499037.12      | 0.00%             | 2038-10-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2014-5A, Class CR                                                                                        | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |       1430000 | PA      | $1432863.72     | 0.00%             | 2031-04-26      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                    | O'Reilly Automotive, Inc.                                                                                                     | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Short            | DBT              | CORP              | US        |       -162000 | PA      | $-141984.53     | -0.00%            | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                        | OHA Loan Funding Ltd., Series 2013-2A, Class AR2                                                                              | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20315000 | PA      | $20328153.96    | 0.05%             | 2038-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2024-35A, Class E                                                                                        | CUSIP: 671064AA1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |       1350000 | PA      | $1364275.17     | 0.00%             | 2037-10-25      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                                                     | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       2020000 | PA      | $2027478.04     | 0.00%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-18A, Class D1R2                                                                                     | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2742328.33     | 0.01%             | 2037-07-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd.                                                         | OZLM Funding II Ltd., Series 2012-2A, Class AR4                                                                               | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6754725.00     | 0.01%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM VI Ltd.                                                                 | OZLM VI Ltd., Series 2014-6A, Class SUB                                                                                       | CUSIP: 67108PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3200000 | PA      | $320.00         | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM XIX Ltd.                                                                | OZLM XIX Ltd., Series 2017-19A, Class A1RR                                                                                    | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9754468.43     | 0.02%             | 2035-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII Ltd.                                                              | OZLM XVIII Ltd., Series 2018-18A, Class A                                                                                     | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |        925432 | PA      | $925439.10      | 0.00%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV Ltd.                                                               | OZLM XXIV Ltd., Series 2019-24A, Class A1AR                                                                                   | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1470717 | PA      | $1470726.66     | 0.00%             | 2032-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                    | OHA Credit Funding 5 Ltd., Series 2020-5A, Class ER                                                                           | CUSIP: 67113NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000428.40     | 0.00%             | 2037-10-18      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 11 Ltd.                                                   | OHA Credit Funding 11 Ltd., Series 2022-11A, Class ER                                                                         | CUSIP: 67116BAG0<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |        250000 | PA      | $250929.78      | 0.00%             | 2037-07-19      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd.                                                   | OHA Credit Funding 13 Ltd., Series 2022-13A, Class ER                                                                         | CUSIP: 67116DAE1<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |       7675000 | PA      | $7705347.72     | 0.02%             | 2037-07-20      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2022-25A, Class PREF                                                                                     | CUSIP: 67116F106<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |      12500000 | PA      | $7217375.00     | 0.02%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2022-NQM7, Class A1                                                                                         | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6735308 | PA      | $6730044.52     | 0.01%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2021-22A, Class AR                                                                                       | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3766001.63     | 0.01%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2024-37A, Class A1                                                                                       | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       4820000 | PA      | $4837453.22     | 0.01%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2024-37A, Class B2                                                                                       | CUSIP: 67120AAG6<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |       3220000 | PA      | $3120475.92     | 0.01%             | 2037-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                                                    | ORL Trust, Series 2024-GLKS, Class A                                                                                          | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8070000 | PA      | $8082493.17     | 0.02%             | 2039-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                           | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                                                                 | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4410000 | PA      | $4407346.50     | 0.01%             | 2037-01-16      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2024-38A, Class A                                                                                        | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       7400000 | PA      | $7428046.00     | 0.02%             | 2038-01-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                                | OHA Credit Partners XVII Ltd., Series 2024-17A, Class B2                                                                      | CUSIP: 67120MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5904741.00     | 0.01%             | 2038-01-18      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 22 Ltd.                                                   | OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1                                                                         | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3011295.00     | 0.01%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 10-R Ltd.                                                 | OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1                                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6750000 | PA      | $6756870.15     | 0.01%             | 2037-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                                                                      | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4172000 | PA      | $4226180.10     | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                                                                       | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5660000 | PA      | $5677604.86     | 0.01%             | 2040-10-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                | NYC Commercial Mortgage Trust, Series 2025-28L, Class A                                                                       | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6224000 | PA      | $6237167.49     | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                    | NYC Trust, Series 2025-77C, Class A                                                                                           | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13370000 | PA      | $13426442.79    | 0.03%             | 2038-01-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| SBI Shinsei Bank Ltd.                                                        | SBI Shinsei Bank Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300PZYOQ2NW83V760       | Long             | EC               | CORP              | JP        |        780000 | NS      | $8664453.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                                             | Oaktree CLO Ltd., Series 2025-31A, Class A                                                                                    | CUSIP: 67400BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3560000 | PA      | $3571383.46     | 0.01%             | 2038-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                             | Oaktree CLO Ltd., Series 2024-27A, Class A2                                                                                   | CUSIP: 67402UAC0<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |        960000 | PA      | $963816.10      | 0.00%             | 2037-10-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                             | Oaktree CLO Ltd., Series 2024-27A, Class D1                                                                                   | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $897729.21      | 0.00%             | 2037-10-22      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                             | Oaktree CLO Ltd., Series 2024-26A, Class D1                                                                                   | CUSIP: 67403CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3012200.10     | 0.01%             | 2037-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                           | Chord Energy Corp.                                                                                                            | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       1628000 | PA      | $1683542.48     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                           | Chord Energy Corp.                                                                                                            | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |        924000 | PA      | $935331.01      | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                     | Coral-US Co-Borrower LLC, 1st Lien Term Loan B6                                                                               | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1000000 | PA      | $989750.00      | 0.00%             | 2029-10-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                              | ConnectWise LLC, 1st Lien Term Loan                                                                                           | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10679131 | PA      | $10472276.72    | 0.02%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2025-NQM11, Class A1A                                                                                       | CUSIP: 67449BAL7<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |      12777496 | PA      | $12883918.19    | 0.03%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       4550000 | PA      | $4663707.18     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                             | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                                                          | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3210000 | PA      | $651630.00      | 0.00%             | 2029-11-01      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| Ocean Trails CLO X                                                           | Ocean Trails CLO X, Series 2020-10A, Class BR2                                                                                | CUSIP: 67516CAY5<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |       3140000 | PA      | $3134566.86     | 0.01%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2024-34A, Class D2                                                                                       | CUSIP: 67570MAL4<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |       3410000 | PA      | $3395293.35     | 0.01%             | 2037-10-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2019-16A, Class AR                                                                                       | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |        378220 | PA      | $378300.58      | 0.00%             | 2033-04-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2019-16A, Class DR                                                                                       | CUSIP: 67570QAR2<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |       2200000 | PA      | $2200010.34     | 0.00%             | 2033-04-10      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-18A, Class ER2                                                                                      | CUSIP: 67570TAN5<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       3650000 | PA      | $3690437.62     | 0.01%             | 2037-07-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Octagon 63 Ltd.                                                              | Octagon 63 Ltd., Series 2024-2A, Class F                                                                                      | CUSIP: 67578WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5670000 | PA      | $5103809.11     | 0.01%             | 2037-07-20      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                         | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class BR                                                                | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9485000 | PA      | $9499199.05     | 0.02%             | 2030-07-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Offerpad Solutions, Inc.                                                                                                      | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |        369311 | NS      | $5170.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OHA Credit Funding 9 Ltd.                                                    | OHA Credit Funding 9 Ltd., Series 2021-9A, Class A1R                                                                          | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759548.00     | 0.01%             | 2037-10-19      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                                            | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D2R2                                                               | CUSIP: 67707CBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1498744.65     | 0.00%             | 2038-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |         16379 | NS      | $1372804.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Median BV                                                                    | Median BV, Facility 1st Lien Term Loan B1                                                                                     | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       3618182 | PA      | $4206930.32     | 0.01%             | 2027-10-14      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                | State of Ohio, Series 2020C                                                                                                   | CUSIP: 6775225L4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |       4095000 | PA      | $4449511.11     | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                                        | Examworks Bidco, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982424 | PA      | $986943.01      | 0.00%             | 2028-11-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Oklahoma Capitol Improvement Authority                                       | Oklahoma Capitol Improvement Authority, Series 2025A                                                                          | CUSIP: 678514EM8<br>LEI: 549300LYHYBINTZ5AY71 | Long             | DBT              | MUN               | US        |      11225000 | PA      | $12025497.41    | 0.03%             | 2050-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                             | EP Purchaser LLC, 1st Lien Term Loan                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |        974684 | PA      | $689588.60      | 0.00%             | 2028-11-06      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                   | Olin Corp.                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |         40000 | PA      | $39330.78       | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                                   | Olin Corp.                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       4194000 | PA      | $4162414.11     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                 | Olympic Tower Mortgage Trust, Series 2017-OT, Class XA                                                                        | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99000000 | PA      | $357954.30      | 0.00%             | 2039-05-10      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                 | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                                                         | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7856000 | PA      | $6898524.08     | 0.02%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       5229000 | PA      | $5088248.71     | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       1476000 | PA      | $1509959.56     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp.                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |        862000 | PA      | $866259.62      | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Omaha Public Power District                                                  | Omaha Public Power District, Series 2024A                                                                                     | CUSIP: 682001LP5<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |       5080000 | PA      | $5489976.83     | 0.01%             | 2049-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: 68233JCV4<br>LEI: 549300SP2X2BS1KERD24 | Short            | DBT              | CORP              | US        |       -400000 | PA      | $-406526.96     | -0.00%            | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                        | One Bryant Park Trust, Series 2019-OBP, Class A                                                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4638000 | PA      | $4305107.55     | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                       | One Market Plaza Trust, Series 2017-1MKT, Class D                                                                             | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3310000 | PA      | $3050315.94     | 0.01%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                       | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                                           | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126326078 | PA      | $393328.88      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                       | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                                          | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25265216 | PA      | $66083.70       | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |         87000 | PA      | $85760.41       | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       2548000 | PA      | $2531934.61     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        314000 | PA      | $299054.90      | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAP4<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |        616000 | PA      | $595181.17      | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAR0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       4646000 | PA      | $4769497.88     | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                                                                | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       1059000 | PA      | $1078258.97     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                   | 1301 Trust, Series 2025-1301, Class A                                                                                         | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4580000 | PA      | $4636465.45     | 0.01%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                   | 1301 Trust, Series 2025-1301, Class E                                                                                         | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3150000 | PA      | $3174646.86     | 0.01%             | 2042-08-11      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| 1301 Trust                                                                   | 1301 Trust, Series 2025-1301, Class F                                                                                         | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35003000 | PA      | $35821968.69    | 0.08%             | 2042-08-11      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                     | One New York Plaza Trust, Series 2020-1NYP, Class A                                                                           | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3402000 | PA      | $3336924.50     | 0.01%             | 2036-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                     | One New York Plaza Trust, Series 2020-1NYP, Class AJ                                                                          | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1893000 | PA      | $1814197.06     | 0.00%             | 2036-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                     | One New York Plaza Trust, Series 2020-1NYP, Class B                                                                           | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3892000 | PA      | $3671601.49     | 0.01%             | 2036-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust                                                     | One New York Plaza Trust, Series 2020-1NYP, Class D                                                                           | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1660000 | PA      | $1549562.52     | 0.00%             | 2036-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                  | ONEOK, Inc.                                                                                                                   | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99885.03       | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2022-2A, Class B                                                                     | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8724000 | PA      | $8752669.68     | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Short            | DBT              | CORP              | US        |      -4300000 | PA      | $-4337199.30    | -0.01%            | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2020-2A, Class D                                                                     | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10930000 | PA      | $10581371.26    | 0.02%             | 2035-09-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2019-2A, Class D                                                                     | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10070000 | PA      | $9704378.44     | 0.02%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2023-2A, Class D                                                                     | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25921000 | PA      | $26854583.70    | 0.06%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2023-1A, Class D                                                                     | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12005000 | PA      | $12687649.92    | 0.03%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2021-1A, Class C                                                                     | CUSIP: 68269MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        800000 | PA      | $752670.56      | 0.00%             | 2036-06-16      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2024-1A, Class A                                                                     | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33293000 | PA      | $34977565.87    | 0.08%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                   | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                                                                     | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1375199 | PA      | $1378637.06     | 0.00%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                             | OneMain Financial Issuance Trust, Series 2025-1A, Class D                                                                     | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4806000 | PA      | $4862951.10     | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                        | 1345T, Series 2025-AOA, Class A                                                                                               | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6027000 | PA      | $6045750.60     | 0.01%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| 1345T                                                                        | 1345T, Series 2025-AOA, Class E                                                                                               | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11864000 | PA      | $11954635.98    | 0.03%             | 2042-06-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                            | Altar Bidco, Inc., 2nd Lien Term Loan                                                                                         | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      35590919 | PA      | $33440515.86    | 0.07%             | 2030-02-01      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust                                               | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1909000 | PA      | $1945434.41     | 0.00%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                               | Opal Bidco SAS                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       2145000 | PA      | $2196949.24     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hrni Holdings LLC                                                            | Hrni Holdings LLC, 1st Lien Term Loan B                                                                                       | CUSIP: 40443NAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      28378700 | PA      | $27385445.50    | 0.06%             | 2028-12-11      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                              | Open Text Corp.                                                                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       3323000 | PA      | $3153627.35     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                     | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1146985.61     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings, Inc.                                                     | Open Text Holdings, Inc.                                                                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1940000 | PA      | $1809832.60     | 0.00%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA, Series 2034                                                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       5309000 | PA      | $5029451.42     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       5716000 | PA      | $5688849.00     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |        468000 | PA      | $468654.26      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                               | Option One Mortgage Loan Trust, Series 2005-4, Class M3                                                                       | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6618000 | PA      | $5840320.81     | 0.01%             | 2035-11-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |          1599 | NS      | $311661.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                  | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        200000 | PA      | $180854.16      | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -5000000 | PA      | $-4811966.70    | -0.01%            | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -7325000 | PA      | $-7071716.37    | -0.02%            | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DBT              | CORP              | US        |      -5455000 | PA      | $-5226330.44    | -0.01%            | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                               | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1                                                                   | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12897348 | PA      | $11118399.79    | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                               | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                                                   | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10499111 | PA      | $9134018.28     | 0.02%             | 2037-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                               | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4                                                                   | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        461990 | PA      | $454609.40      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                               | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                                                    | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6755000 | PA      | $5820371.45     | 0.01%             | 2037-03-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings, Inc.                                                  | Digital Room Holdings, Inc., 1st Lien Term Loan                                                                               | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6077225 | PA      | $5955680.50     | 0.01%             | 2028-12-21      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                | Orbia Advance Corp. SAB de CV                                                                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |        235000 | PA      | $231710.00      | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                                                        | Orchard Park CLO Ltd., Series 2024-1A, Class E                                                                                | CUSIP: 68563KAA9<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1009110.90     | 0.00%             | 2037-10-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                             | Oregon School Boards Association, Series 2002B                                                                                | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       4075188 | PA      | $4160748.31     | 0.01%             | 2028-06-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                             | Oregon School Boards Association, Series 2005A                                                                                | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       1569198 | PA      | $1582550.59     | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                              | State of Oregon, Series 2003                                                                                                  | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |       2141353 | PA      | $2176061.47     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                   | Origen Manufactured Housing Contract Trust, Series 2001-A, Class M1                                                           | CUSIP: 68619AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1834113 | PA      | $1845976.17     | 0.00%             | 2032-03-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                   | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                                                           | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |        185979 | PA      | $185494.21      | 0.00%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                               | Orion CLO Ltd., Series 2023-1A, Class A1R                                                                                     | CUSIP: 68626CAJ3<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |      24750000 | PA      | $24789320.33    | 0.05%             | 2038-10-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                               | Orion CLO Ltd., Series 2024-4A, Class A                                                                                       | CUSIP: 68626JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1010000 | PA      | $1013764.27     | 0.00%             | 2037-10-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cast & Crew LLC                                                              | Cast & Crew LLC, Facility 1st Lien Term Loan                                                                                  | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |        953191 | PA      | $557140.35      | 0.00%             | 2028-12-29      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co. LLC                                                | ASP Dream Acquisition Co. LLC, 1st Lien Term Loan                                                                             | CUSIP: 00217BAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        496144 | PA      | $470716.58      | 0.00%             | 2028-12-15      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| OT Midco, Inc.                                                               | OT Midco, Inc.                                                                                                                | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10257000 | PA      | $4081108.80     | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                  | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |         10275 | NS      | $505091.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       1043000 | PA      | $1044507.60     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |        210000 | PA      | $204991.02      | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                                                    | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |       1122000 | PA      | $1092702.00     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                         | Owens-Brockway Glass Container, Inc.                                                                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       1723000 | PA      | $1758798.77     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CTEC III GmbH                                                                | CTEC III GmbH, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1500000 | PA      | $1773024.24     | 0.00%             | 2029-03-16      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO IX LLC                                                          | Owl Rock CLO IX LLC, Series 2022-9A, Class AR                                                                                 | CUSIP: 69120BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000000 | PA      | $10000388.00    | 0.02%             | 2037-11-22      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XI LLC                                                          | Owl Rock CLO XI LLC, Series 2023-11A, Class A1F                                                                               | CUSIP: 69120HAG7<br>LEI: 254900HN08SUS6KFFM09 | Long             | ABS-CBDO         | CORP              | US        |       5000000 | PA      | $5038681.50     | 0.01%             | 2035-05-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC, 1st Lien Term Loan B                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      16351044 | PA      | $16342705.07    | 0.04%             | 2029-01-29      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO VII LLC                                                         | Owl Rock CLO VII LLC, Series 2022-7A, Class AR                                                                                | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8000000 | PA      | $7986098.40     | 0.02%             | 2038-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                                                    | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                                                           | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3855028 | PA      | $3533931.87     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XVIII LLC                                                       | Owl Rock CLO XVIII LLC, Series 2024-18A, Class A                                                                              | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |       3975000 | PA      | $3965630.13     | 0.01%             | 2036-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                            | Vaco Holdings LLC, 1st Lien Term Loan                                                                                         | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7489920 | PA      | $6084062.02     | 0.01%             | 2029-01-22      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| AG Group Holdings, Inc.                                                      | AG Group Holdings, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 00117EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        919831 | PA      | $827847.62      | 0.00%             | 2028-12-29      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                     | AthenaHealth Group, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |        993744 | PA      | $994777.23      | 0.00%             | 2029-02-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Maravai Intermediate Holdings LLC                                            | Maravai Intermediate Holdings LLC, 1st Lien Term Loan B                                                                       | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        549119 | PA      | $539509.56      | 0.00%             | 2027-10-19      | Variable      | 6.87%                 | No            |                  3 | On Loan: No      |
| PBF Holding Co. LLC                                                          | PBF Holding Co. LLC                                                                                                           | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |      -7980000 | PA      | $-7904077.32    | -0.02%            | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                   | PG&E Corp., Series A                                                                                                          | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        372000 | NS      | $15252000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                   | PG&E Corp.                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99291.73       | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                   | PG&E Corp.                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-99291.73      | -0.00%            | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                   | PG&E Corp.                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      73264000 | PA      | $76303796.62    | 0.17%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                          | PFS Financing Corp.                                                                                                           | CUSIP: 69335PFR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000000 | PA      | $25140000.00    | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| Performance Food Group, Inc.                                                 | Performance Food Group, Inc.                                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       1167000 | PA      | $1168723.66     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                               | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                       | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1617000 | PA      | $439378.19      | 0.00%             | 2038-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                               | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                                                       | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3533000 | PA      | $655827.61      | 0.00%             | 2038-07-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                  | PRKCM Trust, Series 2021-AFC2, Class A1                                                                                       | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2718350 | PA      | $2435373.85     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Rainbow Finco SARL                                                           | Rainbow Finco SARL, Facility 1st Lien Term Loan B2                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4600000 | PA      | $5459384.55     | 0.01%             | 2029-02-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                                                    | PTC, Inc.                                                                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |          2631 | NS      | $458346.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                                                  | PRKCM Trust, Series 2022-AFC1, Class A1A                                                                                      | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1347778 | PA      | $1345531.00     | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                  | PRKCM Trust, Series 2022-AFC2, Class A1                                                                                       | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9316738 | PA      | $9308412.29     | 0.02%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2022-NQM1, Class B1                                                                                        | CUSIP: 69378KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        963500 | PA      | $940134.26      | 0.00%             | 2067-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PGA Trust                                                                    | PGA Trust, Series 2024-RSR2, Class A                                                                                          | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6634000 | PA      | $6636053.22     | 0.01%             | 2039-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM3, Class A1                                                                                        | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13262691 | PA      | $13356273.74    | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM3, Class B1                                                                                        | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4228881 | PA      | $4245672.62     | 0.01%             | 2070-05-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                               | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                                      | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8922000 | PA      | $9139232.86     | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                               | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                                                                      | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7374000 | PA      | $7637036.48     | 0.02%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM5, Class A1A                                                                                       | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11494897 | PA      | $11521180.08    | 0.03%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM6, Class A1LC                                                                                      | CUSIP: 69383RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        634027 | PA      | $632521.76      | 0.00%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM6, Class A1                                                                                        | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12867555 | PA      | $12854628.13    | 0.03%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2025-NQM6, Class B1                                                                                        | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        547146 | PA      | $543882.09      | 0.00%             | 2070-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                     | PRPM LLC, Series 2025-RCF3, Class A2                                                                                          | CUSIP: 69392PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2750000 | PA      | $2757089.50     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PPM CLO Ltd.                                                                 | PPM CLO 6-R Ltd., Series 2022-6RA, Class C1R                                                                                  | CUSIP: 693975AG9<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       2110000 | PA      | $2113448.37     | 0.00%             | 2037-01-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| PPM CLO 6-R Ltd.                                                             | PPM CLO 6-R Ltd., Series 2022-6RA, Class DR                                                                                   | CUSIP: 693975AJ3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | JE        |       1690000 | PA      | $1697705.89     | 0.00%             | 2037-01-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                   | PRPM Trust, Series 2024-NQM1, Class B1                                                                                        | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2066000 | PA      | $2084720.23     | 0.00%             | 2068-12-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                   | PRM5 Trust, Series 2025-PRM5, Class D                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3600000 | PA      | $3601970.64     | 0.01%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                  | PRKCM Trust, Series 2023-AFC1, Class B1                                                                                       | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4567000 | PA      | $4552074.13     | 0.01%             | 2058-02-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       6467000 | PA      | $5466116.31     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       2772000 | PA      | $2416902.78     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      15926000 | PA      | $15263563.13    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                   | Pacific Life Insurance Co.                                                                                                    | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |      15150000 | PA      | $15182457.06    | 0.03%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                   | PacifiCorp                                                                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       2034000 | PA      | $2073148.40     | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                                                   | Packaging Corp. of America                                                                                                    | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |        100000 | PA      | $98997.56       | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                                        | Pagaya AI Technology in Housing Trust, Series 2023-1, Class F                                                                 | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6577000 | PA      | $5612646.06     | 0.01%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-3A, Class A1R                                                                             | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4500000 | PA      | $4513189.50     | 0.01%             | 2038-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2022-1A, Class A1R                                                                             | CUSIP: 69689QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      21210000 | PA      | $21262507.48    | 0.05%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2022-3A, Class D1R                                                                             | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | KY        |        880000 | PA      | $879321.78      | 0.00%             | 2037-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                                                   | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $5999822.40     | 0.01%             | 2031-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2022-3A, Class DR                                                                     | CUSIP: 69690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5006146.50     | 0.01%             | 2031-04-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2                                                                     | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2004910.40     | 0.00%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-3A, Class B                                                                      | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002291.10     | 0.00%             | 2032-08-08      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-3A, Class C                                                                      | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2002249.20     | 0.00%             | 2032-08-08      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2025-4A, Class A                                                                               | CUSIP: 696916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3759806.25     | 0.01%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-3A, Class D                                                                      | CUSIP: 696917AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $2999522.10     | 0.01%             | 2034-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-3A, Class A1                                                                     | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14700000 | PA      | $14697326.07    | 0.03%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-3A, Class C                                                                      | CUSIP: 696918AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1002669.00     | 0.00%             | 2034-01-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                                                            | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7267474.68     | 0.02%             | 2038-08-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2020-3A, Class ER2                                                                             | CUSIP: 69701TAN3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |       3150000 | PA      | $2912356.44     | 0.01%             | 2036-11-15      | Floating      | 12.45%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                                                             | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4767513.25     | 0.01%             | 2038-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2023-2A, Class DR                                                                              | CUSIP: 69703AAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1700000 | PA      | $1721258.50     | 0.00%             | 2038-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-2A, Class D                                                                      | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3500181.30     | 0.01%             | 2033-01-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-1A, Class D                                                                      | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $1750093.98     | 0.00%             | 2032-10-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-2A, Class A2                                                                     | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9736007.78     | 0.02%             | 2033-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2024-2A, Class B                                                                      | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3001172.70     | 0.01%             | 2033-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2025-1A, Class E                                                                               | CUSIP: 69703UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $997806.90      | 0.00%             | 2038-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-1A, Class D                                                                      | CUSIP: 69703VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $3985576.80     | 0.01%             | 2033-02-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-2A, Class C                                                                      | CUSIP: 69704AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5125000 | PA      | $5154483.61     | 0.01%             | 2033-07-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-1A, Class C                                                                      | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000000.00     | 0.00%             | 2033-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                              | Palmer Square Loan Funding Ltd., Series 2025-2A, Class D                                                                      | CUSIP: 69704EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3750000 | PA      | $3742614.38     | 0.01%             | 2033-07-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2025-3A, Class A                                                                               | CUSIP: 69704GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12750000 | PA      | $12789680.55    | 0.03%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                     | Palomino Funding Trust I                                                                                                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4440000 | PA      | $4695858.82     | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                            | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |        624000 | PA      | $624624.00      | 0.00%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       1012000 | PA      | $1065801.26     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       1159000 | PA      | $1284751.50     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                    | Panther Escrow Issuer LLC                                                                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4498000 | PA      | $4661043.59     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                                     | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |         75211 | NS      | $1007827.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Harvest CLO XXIII DAC                                                        | Harvest CLO XXIII DAC, Series 23X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400H4BIBT9YC1IC52       | Long             | ABS-CBDO         | CORP              | IE        |       1360000 | PA      | $1599413.96     | 0.00%             | 2032-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO I DAC                                              | CIFC European Funding CLO I DAC, Series 1X, Class DR                                                                          | CUSIP: N/A<br>LEI: 635400RKFO6YLRKH3C54       | Long             | ABS-CBDO         | CORP              | IE        |        450000 | PA      | $530054.53      | 0.00%             | 2032-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2021-1, Class B                                                                    | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        266000 | PA      | $358003.24      | 0.00%             | 2058-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2021-1, Class D                                                                    | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        103000 | PA      | $138639.47      | 0.00%             | 2058-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2023-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |       1494000 | PA      | $2027090.36     | 0.00%             | 2061-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                                  | Cedacri SpA                                                                                                                   | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       4182000 | PA      | $4969631.60     | 0.01%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                           | Park Blue CLO Ltd., Series 2022-2A, Class A1R                                                                                 | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9785948.25     | 0.02%             | 2037-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                           | Park Blue CLO Ltd., Series 2023-3A, Class A1R                                                                                 | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3011112.00     | 0.01%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                           | Park Blue CLO Ltd., Series 2023-3A, Class ER                                                                                  | CUSIP: 70019BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5750000 | PA      | $5616141.15     | 0.01%             | 2038-04-20      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                                                  | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                                                                         | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8763488.13     | 0.02%             | 2038-04-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                           | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                                                  | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4763820.13     | 0.01%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                           | Park Blue CLO Ltd., Series 2025-10A, Class A1                                                                                 | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9750000.00     | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                               | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4264000 | PA      | $4267406.94     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                               | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       7704000 | PA      | $7522824.26     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                               | Park Intermediate Holdings LLC                                                                                                | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        741000 | PA      | $760554.99      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                                    | Park River Holdings, Inc.                                                                                                     | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |       5297000 | PA      | $5210923.75     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      17651124 | PA      | $17654124.20    | 0.04%             | 2029-04-13      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                         | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B                                                    | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        977330 | PA      | $983438.26      | 0.00%             | 2029-06-22      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Oldcastle BuildingEnvelope, Inc.                                             | Oldcastle BuildingEnvelope, Inc., 1st Lien Term Loan B                                                                        | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        974811 | PA      | $694377.41      | 0.00%             | 2029-04-30      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| PennantPark CLO VII LLC                                                      | PennantPark CLO VII LLC, Series 2023-7A, Class A1B                                                                            | CUSIP: 70806FAN5<br>LEI: 984500V00749E1AB4W70 | Long             | ABS-CBDO         | CORP              | US        |       7000000 | PA      | $7047061.70     | 0.02%             | 2035-07-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO VIII LLC                                                     | Pennantpark CLO VIII LLC, Series 2024-8A, Class A1                                                                            | CUSIP: 70806GAA1<br>LEI: 98450005CO91F8584746 | Long             | ABS-CBDO         | CORP              | US        |      13000000 | PA      | $13006095.70    | 0.03%             | 2036-04-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                             | Pennsylvania Turnpike Commission, Series 2025B                                                                                | CUSIP: 709225QQ2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |       8070000 | PA      | $8670864.76     | 0.02%             | 2050-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                            | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        971000 | PA      | $975687.02      | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                            | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       3786000 | PA      | $4028484.71     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                            | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       2692000 | PA      | $2829908.47     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                            | PennyMac Financial Services, Inc.                                                                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        336000 | PA      | $350768.10      | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                                     | Barracuda Networks, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |        979798 | PA      | $790883.14      | 0.00%             | 2029-08-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-297963.15     | -0.00%            | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2157651.97     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPAP SA                                                                      | OPAP SA, Class R                                                                                                              | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |         46653 | NS      | $1047188.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPP SA                                                                       | LPP SA                                                                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           613 | NS      | $3542059.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |          3104 | NS      | $445486.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                                                 | Performance Food Group, Inc.                                                                                                  | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       1520000 | PA      | $1486077.55     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                                       | Perimeter Holdings LLC                                                                                                        | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        457000 | PA      | $453996.98      | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       1527000 | PA      | $1591647.70     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |        531000 | PA      | $544681.75      | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       1245000 | PA      | $1204394.82     | 0.00%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                | Perrigo Finance Unlimited Co.                                                                                                 | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       1774000 | PA      | $1727994.68     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vita Global Finco Ltd.                                                       | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      13811566 | PA      | $12600398.92    | 0.03%             | 2027-04-23      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Vita Global Finco Ltd.                                                       | Vita Global Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |       8123001 | PA      | $8417898.41     | 0.02%             | 2027-07-06      | Variable      | 11.97%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        522000 | PA      | $483111.00      | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        902000 | PA      | $745277.50      | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      16500000 | PA      | $14086875.00    | 0.03%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      15000000 | PA      | $11120250.00    | 0.02%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       2870000 | PA      | $2861763.10     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                  | Petrobras Global Finance BV                                                                                                   | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       1376000 | PA      | $1389471.04     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      21615000 | PA      | $17355115.80    | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      28490000 | PA      | $28942991.00    | 0.06%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      34205000 | PA      | $33107019.50    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        396000 | PA      | $321393.60      | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       1746605 | PA      | $1872552.69     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                        | Petroleos del Peru SA                                                                                                         | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |        849000 | PA      | $631706.94      | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC                                                                                                                  | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |       8556000 | PA      | $8809916.41     | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                                                       | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |        200000 | PA      | $202438.00      | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                       | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class AR                                                                             | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2003043.00     | 0.00%             | 2038-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                       | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class CR                                                                             | CUSIP: 720922AQ6<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2008154.00     | 0.00%             | 2038-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 15 Ltd.                                                       | Pikes Peak CLO 15 Ltd., Series 2023-15A, Class D1R                                                                            | CUSIP: 720922AS2<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |       4500000 | PA      | $4525329.15     | 0.01%             | 2038-10-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 10                                                            | Pikes Peak CLO 10, Series 2022-10A, Class A1R                                                                                 | CUSIP: 72132HAL6<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3010809.00     | 0.01%             | 2038-01-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                             | Pikes Peak CLO 6, Series 2020-6A, Class ERR                                                                                   | CUSIP: 72133BAC8<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $245268.03      | 0.00%             | 2034-05-18      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 12 Ltd.                                                       | Pikes Peak CLO 12 Ltd., Series 2023-12A, Class AR                                                                             | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |       3695000 | PA      | $3701016.57     | 0.01%             | 2038-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 14 Ltd.                                                       | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class A1R                                                                            | CUSIP: 72134CAL5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |       4750000 | PA      | $4767340.35     | 0.01%             | 2038-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                        | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        240000 | PA      | $221710.86      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                        | Pilgrim's Pride Corp.                                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       2390000 | PA      | $2333279.97     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                                    | Discovery Purchaser Corp., 1st Lien Term Loan                                                                                 | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |        521923 | PA      | $500675.41      | 0.00%             | 2029-10-04      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                           | Pitney Bowes, Inc.                                                                                                            | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      13830000 | PA      | $13839003.33    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                                                       | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       4116993 | PA      | $4034653.24     | 0.01%             | 2028-06-30      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                             | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      15309000 | PA      | $15303246.88    | 0.03%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                        | Pluspetrol Camisea SA                                                                                                         | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |        651000 | PA      | $689962.35      | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                  | Point Broadband Funding LLC, Series 2025-1A, Class C                                                                          | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7635000 | PA      | $7793590.40     | 0.02%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.                                                 | Point Au Roche Park CLO Ltd., Series 2021-1A, Class A                                                                         | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000927.60     | 0.00%             | 2034-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        240000 | PA      | $243345.60      | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       1155000 | PA      | $1102166.49     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                               | OTP Bank Nyrt.                                                                                                                | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |         31306 | NS      | $3356760.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                         | Port of Beaumont Navigation District, Series 2024B                                                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      10535000 | PA      | $10576041.20    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post CLO VI Ltd.                                                             | Post CLO VI Ltd., Series 2024-2A, Class A1                                                                                    | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      13800000 | PA      | $13856259.84    | 0.03%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2023-1A, Class A1R                                                                                      | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3090000 | PA      | $3098483.60     | 0.01%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2024-1A, Class A1                                                                                       | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      13620000 | PA      | $13667983.26    | 0.03%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       3243000 | PA      | $3157917.79     | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       4681000 | PA      | $4809609.82     | 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        |       1581000 | PA      | $1596809.87     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        442000 | PA      | $444453.41      | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                        | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        803000 | PA      | $802042.98      | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                        | Prestige Brands, Inc.                                                                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        292000 | PA      | $272652.14      | 0.00%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                                                          | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       2032000 | PA      | $1992285.58     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prime Investments LLC                                                        | Prime Investments LLC                                                                                                         | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46686241 | PA      | $48497667.15    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Primo Water Holdings, Inc.                                                   | Primo Water Holdings, Inc.                                                                                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       1916000 | PA      | $1864045.95     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                                                 | PRIO Luxembourg Holding SARL                                                                                                  | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |        705000 | PA      | $687290.40      | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                   | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |          3116 | NS      | $446553.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prodigy Finance DAC                                                          | Prodigy Finance DAC, Series 2021-1A, Class A                                                                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       1862709 | PA      | $1858079.43     | 0.00%             | 2051-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                          | Prodigy Finance DAC, Series 2021-1A, Class B                                                                                  | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        189757 | PA      | $188775.74      | 0.00%             | 2051-07-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                          | Prodigy Finance DAC, Series 2021-1A, Class C                                                                                  | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |        108907 | PA      | $108301.66      | 0.00%             | 2051-07-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance DAC                                                          | Prodigy Finance DAC, Series 2021-1A, Class D                                                                                  | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |         71540 | PA      | $71565.92       | 0.00%             | 2051-07-25      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2024-SFR2, Class E1                                                                        | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3875000 | PA      | $3639749.14     | 0.01%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2024-SFR2, Class E2                                                                        | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1988000 | PA      | $1871853.09     | 0.00%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2022-SFR3, Class E1                                                                        | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4500000 | PA      | $4482255.60     | 0.01%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR5, Class F                                                                         | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3192000 | PA      | $3153518.21     | 0.01%             | 2038-07-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR6, Class F                                                                         | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6423000 | PA      | $6360301.89     | 0.01%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR9, Class F                                                                         | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2637000 | PA      | $2552732.82     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR3, Class F                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12190000 | PA      | $12108622.00    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR10, Class E2                                                                       | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1443435 | PA      | $1388488.87     | 0.00%             | 2040-12-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR10, Class F                                                                        | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5827016 | PA      | $5737972.74     | 0.01%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2022-SFR1, Class F                                                                         | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5383000 | PA      | $5253828.99     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2022-SFR1, Class G                                                                         | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5383000 | PA      | $5311405.56     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                                                   | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Short            | DBT              | CORP              | US        |       -200000 | PA      | $-195736.99     | -0.00%            | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA, 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       6697503 | PA      | $5703966.95     | 0.01%             | 2027-10-29      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                             | Unique Pub Finance Co. plc (The), Series N                                                                                    | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      11880261 | PA      | $16765662.19    | 0.04%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                                                     | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        974619 | PA      | $977357.97      | 0.00%             | 2029-12-13      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                  | Commonwealth of Puerto Rico, Series 2022                                                                                      | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      92983310 | PA      | $54395236.29    | 0.12%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2007TT                                                                           | CUSIP: 74526YBT1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1915000 | PA      | $1278262.50     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                           | CUSIP: 74526YBW4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1225000 | PA      | $817687.50      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2013A                                                                            | CUSIP: 74526YCZ6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1030000 | PA      | $687525.00      | 0.00%             | 2042-07-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                           | CUSIP: 74526YDC6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6255000 | PA      | $4175212.50     | 0.01%             | 2049-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010AAA                                                                          | CUSIP: 74526YDF9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1710000 | PA      | $1141425.00     | 0.00%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2013A                                                                            | CUSIP: 74526YDG7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6800000 | PA      | $4539000.00     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                           | CUSIP: 74526YDL6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |        500000 | PA      | $333750.00      | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010AAA                                                                          | CUSIP: 74526YDR3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |        940000 | PA      | $627450.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                           | CUSIP: 74526YDU6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1150000 | PA      | $767625.00      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2010CCC                                                                          | CUSIP: 74526YDY8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1635000 | PA      | $1091362.50     | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2008WW                                                                           | CUSIP: 74526YED3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       2930000 | PA      | $1955775.00     | 0.00%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2008WW                                                                           | CUSIP: 74526YEJ0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       1530000 | PA      | $1021275.00     | 0.00%             | 2024-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2008WW                                                                           | CUSIP: 74526YEU5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       6160000 | PA      | $4111800.00     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2003NN                                                                           | CUSIP: 74526YEY7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       2060000 | PA      | $1375050.00     | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority                                         | Puerto Rico Electric Power Authority, Series 2013A                                                                            | CUSIP: 74526YFG5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       7405000 | PA      | $4942837.50     | 0.01%             | 2043-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp.                                        | Puerto Rico Sales Tax Financing Corp., Series 2018A-1                                                                         | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |       2048000 | PA      | $1930370.25     | 0.00%             | 2053-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                        | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19332000 | PA      | $19161429.90    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |        856000 | PA      | $875213.78      | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                               | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-91505.87      | -0.00%            | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                        | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |           993 | NS      | $419105.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Building Products, Inc.                                                  | QXO Building Products, Inc.                                                                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       2596000 | PA      | $2711310.89     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                          | Rocket Mortgage LLC                                                                                                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        726000 | PA      | $689405.82      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       8182000 | PA      | $8516480.16     | 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        |        117000 | PA      | $122182.07      | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                   | RALI Trust, Series 2006-QA10, Class A2                                                                                        | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2878437 | PA      | $2592911.21     | 0.01%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                   | RALI Trust, Series 2007-QH9, Class A1                                                                                         | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        516885 | PA      | $430714.65      | 0.00%             | 2037-11-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| RASC Trust                                                                   | RASC Trust, Series 2006-EMX9, Class 1A4                                                                                       | CUSIP: 74924VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2419496 | PA      | $2039316.54     | 0.00%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                          | RCKT Mortgage Trust, Series 2020-1, Class B4                                                                                  | CUSIP: 749389BK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1517007 | PA      | $1370972.14     | 0.00%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                          | RCKT Mortgage Trust, Series 2024-CES2, Class B2                                                                               | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1949000 | PA      | $2003769.28     | 0.00%             | 2044-04-25      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                          | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                              | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3158688 | PA      | $3181500.93     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       2233000 | PA      | $2223745.55     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       1320000 | PA      | $1306853.87     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |        352000 | PA      | $362988.03      | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        923000 | PA      | $957229.82      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                  | RFMSI Trust, Series 2006-SA2, Class 2A1                                                                                       | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6716007 | PA      | $4439275.83     | 0.01%             | 2036-08-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                  | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                                       | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        370026 | PA      | $311687.79      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                         | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       3484000 | PA      | $3464611.54     | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                         | RLJ Lodging Trust LP                                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       1797000 | PA      | $1704425.39     | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                                    | RMF Buyout Issuance Trust, Series 2021-HB1, Class M6                                                                          | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4776971 | PA      | $4287715.94     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                   | ROCK Trust, Series 2024-CNTR, Class A                                                                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1570414 | PA      | $1613408.64     | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                   | ROCK Trust, Series 2024-CNTR, Class E                                                                                         | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4117000 | PA      | $4380812.83     | 0.01%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RR 16 Ltd.                                                                   | RR 16 Ltd., Series 2021-16A, Class SUB                                                                                        | CUSIP: 74971JAC2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $1726800.00     | 0.00%             | 2121-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR 41 Ltd.                                                                   | RR 41 Ltd., Series 2025-41A, Class A1A                                                                                        | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2500000 | PA      | $2506007.50     | 0.01%             | 2040-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| RR 8 Ltd.                                                                    | RR 8 Ltd., Series 2020-8A, Class A1A2                                                                                         | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3250000 | PA      | $3256214.00     | 0.01%             | 2039-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                                   | RR 14 Ltd., Series 2021-14A, Class SUB                                                                                        | CUSIP: 74980NAC2<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $1571000.00     | 0.00%             | 2121-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                   | RR 17 Ltd., Series 2021-17A, Class SUB                                                                                        | CUSIP: 74980YAC8<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |        475000 | PA      | $171665.00      | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR 19 Ltd.                                                                   | RR 19 Ltd., Series 2021-19A, Class DR                                                                                         | CUSIP: 74983BAJ0<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3004438.20     | 0.01%             | 2040-04-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Race Point X CLO Ltd.                                                        | Race Point X CLO Ltd., Series 2016-10A, Class A1R                                                                             | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         51769 | PA      | $51772.81       | 0.00%             | 2031-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RR 32 Ltd.                                                                   | RR 32 Ltd., Series 2024-32RA, Class A1R                                                                                       | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5325000 | PA      | $5343859.55     | 0.01%             | 2039-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| RR 29 Ltd.                                                                   | RR 29 Ltd., Series 2024-29RA, Class A1R                                                                                       | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1003980.10     | 0.00%             | 2039-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Rad CLO 27 Ltd.                                                              | Rad CLO 27 Ltd., Series 2024-27A, Class A1                                                                                    | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20750000 | PA      | $20826131.75    | 0.05%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                                                   | RR 24 Ltd., Series 2022-24A, Class SUB                                                                                        | CUSIP: 75000CAA3<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |       9750000 | PA      | $5393017.50     | 0.01%             | 2123-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                                                   | RR 24 Ltd., Series 2022-24A, Class A1A2                                                                                       | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2007522.00     | 0.00%             | 2037-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                              | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4762905.75     | 0.01%             | 2037-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                                              | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                                                    | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       3000000 | PA      | $3009939.00     | 0.01%             | 2037-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Rad CLO 9 Ltd.                                                               | Rad CLO 9 Ltd., Series 2020-9A, Class A1R                                                                                     | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |       7250000 | PA      | $7278267.75     | 0.02%             | 2038-01-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                                              | RAD CLO 26 Ltd., Series 2024-26A, Class D2                                                                                    | CUSIP: 75009VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $998737.00      | 0.00%             | 2037-10-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Rad CLO 6 Ltd.                                                               | Rad CLO 6 Ltd., Series 2019-6A, Class A1R                                                                                     | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9000000 | PA      | $9033739.20     | 0.02%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                       | Guardian US Holdco LLC, 1st Lien Term Loan                                                                                    | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |        989899 | PA      | $990720.62      | 0.00%             | 2030-01-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                                     | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                                                          | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6457377 | PA      | $6533691.57     | 0.01%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       2500000 | PA      | $2487092.18     | 0.01%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |        589000 | PA      | $658773.18      | 0.00%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc.                                                                                                           | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       7951000 | PA      | $8189301.17     | 0.02%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                      | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |        820000 | PA      | $675475.00      | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                      | Raizen Fuels Finance SA                                                                                                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |        425000 | PA      | $324062.50      | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                   | RALI Trust, Series 2007-QO2, Class A1                                                                                         | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        442027 | PA      | $132532.49      | 0.00%             | 2047-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                           | Ralph Lauren Corp., Class A                                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |          1257 | NS      | $444487.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B                                                                             | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |        819095 | PA      | $811723.62      | 0.00%             | 2030-02-06      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                        | Range Resources Corp.                                                                                                         | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |        218000 | PA      | $222320.01      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                              | Rand Parent LLC                                                                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1430000 | PA      | $1489849.82     | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                         | INEOS US Finance LLC, 1st Lien Term Loan                                                                                      | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |        952938 | PA      | $768305.86      | 0.00%             | 2030-02-18      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                | Raymond James Financial, Inc.                                                                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |          2949 | NS      | $473579.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reese Park CLO Ltd.                                                          | Reese Park CLO Ltd., Series 2020-1A, Class ARR                                                                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1505851.50     | 0.00%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Ltd.                                               | Ineos Quattro Holdings UK Ltd., Facility 1st Lien Term Loan B                                                                 | CUSIP: G4770MAM6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       6695158 | PA      | $5480166.25     | 0.01%             | 2029-04-03      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                      | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                                                                             | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $7026645.50     | 0.02%             | 2038-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                   | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        309243 | PA      | $309105.79      | 0.00%             | 2038-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                      | Regatta VI Funding Ltd., Series 2016-1A, Class A1R3                                                                           | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      13077493 | PA      | $13109781.33    | 0.03%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                      | Regatta VI Funding Ltd., Series 2016-1A, Class D1R3                                                                           | CUSIP: 75887NBU2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009327.30     | 0.01%             | 2038-10-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                      | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                                                             | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      39040000 | PA      | $39167114.24    | 0.09%             | 2037-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                     | Regatta XIX Funding Ltd., Series 2022-1A, Class A1R                                                                           | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3563000 | PA      | $3570428.14     | 0.01%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                                     | Regatta XVI Funding Ltd., Series 2019-2A, Class CR                                                                            | CUSIP: 75888TAS4<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |       3300000 | PA      | $3307562.28     | 0.01%             | 2033-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                    | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                                                           | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      17000000 | PA      | $17054318.40    | 0.04%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                   | Regatta XXVII Funding Ltd., Series 2024-1A, Class E                                                                           | CUSIP: 758973AA9<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |       1250000 | PA      | $1256694.50     | 0.00%             | 2037-04-26      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                     | Regatta XXV Funding Ltd., Series 2023-1A, Class A1R                                                                           | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5019343.50     | 0.01%             | 2038-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                                     | Regatta XXV Funding Ltd., Series 2023-1A, Class D2R                                                                           | CUSIP: 758978AW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1488952.65     | 0.00%             | 2038-07-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2024-1, Class D                                                                    | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2239000 | PA      | $2306289.11     | 0.01%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                      | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                             | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9600000 | PA      | $9630425.28     | 0.02%             | 2038-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                                      | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                                                                             | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12500000 | PA      | $12536011.25    | 0.03%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2024-2, Class A                                                                    | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3687000 | PA      | $3715610.01     | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2024-2, Class D                                                                    | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        538000 | PA      | $543287.36      | 0.00%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2022-1, Class A                                                                    | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1066242 | PA      | $1064765.86     | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2022-1, Class B                                                                    | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1698000 | PA      | $1690946.17     | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2022-1, Class C                                                                    | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1117000 | PA      | $1112028.79     | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2022-1, Class D                                                                    | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3555000 | PA      | $3568329.47     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2021-2, Class A                                                                    | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2361000 | PA      | $2289250.63     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2021-2, Class B                                                                    | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        560000 | PA      | $527548.00      | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2021-2, Class C                                                                    | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1339000 | PA      | $1265062.16     | 0.00%             | 2033-08-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                           | Regional Management Issuance Trust, Series 2025-2, Class A                                                                    | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24715000 | PA      | $24674020.06    | 0.05%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                                | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                                             | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |        934837 | PA      | $936781.80      | 0.00%             | 2030-03-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Albea Beauty Holdings SA                                                     | Albea Beauty Holdings SARL, 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2000000 | PA      | $2305342.83     | 0.01%             | 2027-12-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                            | Repsol E&P Capital Markets US LLC                                                                                             | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |       4429000 | PA      | $4491666.23     | 0.01%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2024-A, Class B                                                                       | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1393000 | PA      | $1423526.90     | 0.00%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2024-A, Class C                                                                       | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        685000 | PA      | $705273.95      | 0.00%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2024-A, Class D                                                                       | CUSIP: 76041RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2799000 | PA      | $2876397.95     | 0.01%             | 2032-08-20      | Fixed         | 9.49%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2025-A, Class A                                                                       | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21972000 | PA      | $22042837.73    | 0.05%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2024-B, Class A                                                                       | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20532000 | PA      | $20921140.94    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2024-B, Class B                                                                       | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7249000 | PA      | $7423589.99     | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2021-A, Class B                                                                       | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3960900 | PA      | $3946548.55     | 0.01%             | 2031-12-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2021-A, Class C                                                                       | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4340000 | PA      | $4306000.87     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                              | Republic Finance Issuance Trust, Series 2021-A, Class D                                                                       | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2860000 | PA      | $2853469.76     | 0.01%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       1090143 | PA      | $1019283.71     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAMP Series Trust                                                            | RAMP Series Trust, Series 2004-RS7, Class A2A                                                                                 | CUSIP: 7609857G0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1851836 | PA      | $1478284.03     | 0.00%             | 2034-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                              | Residential Mortgage Loan Trust, Series 2020-1, Class B2                                                                      | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2129000 | PA      | $1991429.56     | 0.00%             | 2060-01-26      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                              | Residential Mortgage Loan Trust, Series 2019-2, Class B2                                                                      | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4847000 | PA      | $4814592.47     | 0.01%             | 2059-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                              | Residential Mortgage Loan Trust, Series 2019-3, Class B2                                                                      | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5659000 | PA      | $5671183.83     | 0.01%             | 2059-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                  | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2400000 | PA      | $2127072.00     | 0.00%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                  | Resorts World Las Vegas LLC                                                                                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2470075.00     | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Resort Communities LoanCo. LP                                                | Resort Communities LoanCo. LP                                                                                                 | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     110861204 | PA      | $112867791.79   | 0.25%             | 2028-11-21      | Variable      | 12.50%                | No            |                  3 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                     | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                                           | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      15985000 | PA      | $15837659.86    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | MH Sub I LLC, 1st Lien Term Loan                                                                                              | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |        878293 | PA      | $814617.16      | 0.00%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                            | RingCentral, Inc.                                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      19845000 | PA      | $21037362.61    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                                             | Riserva CLO Ltd., Series 2016-3A, Class AR3                                                                                   | CUSIP: 76761RBG3<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |       4970000 | PA      | $4970492.03     | 0.01%             | 2034-01-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Riverbank Park CLO Ltd.                                                      | Riverbank Park CLO Ltd., Series 2024-1A, Class E                                                                              | CUSIP: 76857KAA7<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3493890.05     | 0.01%             | 2038-01-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| City of Riverside                                                            | City of Riverside, Series 2010A                                                                                               | CUSIP: 768874SG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3805000 | PA      | $4536613.60     | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                          | Rivian Holdings LLC                                                                                                           | CUSIP: 76954LAD1<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -17148000 | PA      | $-16857497.45   | -0.04%            | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                            | EMRLD Borrower LP, 1st Lien Term Loan B                                                                                       | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |       1477500 | PA      | $1480381.13     | 0.00%             | 2030-05-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp.                                                                 | ROBLOX Corp.                                                                                                                  | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |        120000 | PA      | $114729.19      | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                                                  | Avaya, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         80160 | PA      | $71686.44       | 0.00%             | 2028-08-01      | Variable      | 11.22%                | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2380000 | PA      | $2460156.35     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1893000 | PA      | $1952417.07     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                                                                             | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6689000 | PA      | $7036819.97     | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                          | Rocket Mortgage LLC                                                                                                           | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       1976000 | PA      | $1947177.08     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc.                                                                                                         | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |       1495000 | PA      | $1541579.51     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                 | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       2226000 | PA      | $2221134.19     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                 | Rockies Express Pipeline LLC                                                                                                  | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |        100000 | PA      | $105532.02      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2025-3A, Class A1                                                                             | CUSIP: 77340WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1997404.36     | 0.00%             | 2038-03-31      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2025-3A, Class D1                                                                             | CUSIP: 77340WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1492422.87     | 0.00%             | 2038-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                              | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       1464859 | PA      | $1465142.52     | 0.00%             | 2030-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2019-2A, Class BR2                                                                            | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |       1150000 | PA      | $1149410.74     | 0.00%             | 2032-08-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2021-1A, Class C                                                                              | CUSIP: 77341KAG6<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250397.93      | 0.00%             | 2034-07-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Credit Funding I Ltd.                                         | Rockford Tower Credit Funding I Ltd., Series 2022-1A, Class A                                                                 | CUSIP: 77341QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8000000 | PA      | $7835193.60     | 0.02%             | 2040-04-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2017-3A, Class SUB                                                                            | CUSIP: 77341TAC6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $110061.35      | 0.00%             | 2030-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Credit Funding I Ltd.                                         | Rockford Tower Credit Funding I Ltd., Series 2022-1A, Class SUB                                                               | CUSIP: 77341VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $2800000.00     | 0.01%             | 2040-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2018-1A, Class SUB                                                                            | CUSIP: 77342HAC1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $84978.95       | 0.00%             | 2031-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                                                              | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250331.95      | 0.00%             | 2031-05-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2018-2A, Class D                                                                              | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1000212.10     | 0.00%             | 2031-10-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2018-2A, Class SUB                                                                            | CUSIP: 77342LAC2<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       1750000 | PA      | $107055.03      | 0.00%             | 2031-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2019-1A, Class B1R2                                                                           | CUSIP: 77342MBA3<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4002028.80     | 0.01%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       3020000 | PA      | $3018681.47     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc., Series NC5                                                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      13489000 | PA      | $14112205.29    | 0.03%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       6395000 | PA      | $6733883.33     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        250000 | PA      | $253984.38      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        590000 | PA      | $607747.20      | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd.                                                              | Romark CLO Ltd., Series 2017-1A, Class B                                                                                      | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2150000 | PA      | $2155982.16     | 0.00%             | 2030-10-23      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd.                                                              | Romark CLO Ltd., Series 2017-1A, Class A1R                                                                                    | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         84451 | PA      | $84488.91       | 0.00%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                       | Fortrea Holdings, Inc., 1st Lien Term Loan B                                                                                  | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |        307407 | PA      | $296072.80      | 0.00%             | 2030-07-01      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| RR 33 Ltd.                                                                   | RR 33 Ltd., Series 2024-33A, Class A1B                                                                                        | CUSIP: 78110QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2004476.40     | 0.00%             | 2039-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| RR 27 Ltd.                                                                   | RR 27 Ltd., Series 2023-27A, Class A1AR                                                                                       | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       7750000 | PA      | $7765006.33     | 0.02%             | 2040-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                       | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |       1187094 | PA      | $1192530.66     | 0.00%             | 2030-10-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                        | Ontario Gaming GTA LP, 1st Lien Term Loan B                                                                                   | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |        405720 | PA      | $374637.79      | 0.00%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                   | Rutgers The State University of New Jersey, Series 2019R                                                                      | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |       3750000 | PA      | $3071856.00     | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                           | Ryan Specialty LLC                                                                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       1354000 | PA      | $1328864.61     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                            | Sesac Finance LLC, Series 2024-1, Class A2                                                                                    | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2391405 | PA      | $2425566.94     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                            | Sesac Finance LLC, Series 2025-1, Class A2                                                                                    | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      16211000 | PA      | $16110396.16    | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                | SCC Power plc                                                                                                                 | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       5525801 | PA      | $3409419.22     | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                                                | SCC Power plc                                                                                                                 | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       1658231 | PA      | $174114.26      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class D                                                                      | CUSIP: 78398EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1150000 | PA      | $1145702.22     | 0.00%             | 2035-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E                                                                      | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8474000 | PA      | $8421081.56     | 0.02%             | 2035-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                | SCG Commercial Mortgage Trust, Series 2025-DLFN, Class HRR                                                                    | CUSIP: 78398EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22850000 | PA      | $22364049.05    | 0.05%             | 2035-03-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       6802000 | PA      | $6750753.73     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                                 | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                                                     | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2287029 | PA      | $471334.53      | 0.00%             | 2036-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                                 | SG Mortgage Securities Trust, Series 2006-OPT2, Class A3D                                                                     | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4623000 | PA      | $3694335.00     | 0.01%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                    | SHR Trust, Series 2024-LXRY, Class A                                                                                          | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38145000 | PA      | $38224417.89    | 0.08%             | 2041-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                    | SHR Trust, Series 2024-LXRY, Class D                                                                                          | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7065000 | PA      | $7107927.65     | 0.02%             | 2041-10-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                    | SHR Trust, Series 2024-LXRY, Class E                                                                                          | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3486000 | PA      | $3511058.76     | 0.01%             | 2041-10-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                      | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class D                                                            | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4690000 | PA      | $4184878.56     | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                      | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class E                                                            | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3356000 | PA      | $2865839.42     | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2019-3, Class B1                                                                        | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1592600 | PA      | $1520160.59     | 0.00%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                     | SCIH Salt Holdings, Inc.                                                                                                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1377000 | PA      | $1377334.61     | 0.00%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                        | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2209886 | PA      | $2209972.13     | 0.00%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2022-2, Class B1                                                                        | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4811000 | PA      | $4756089.65     | 0.01%             | 2062-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                   | SDAL Trust, Series 2025-DAL, Class A                                                                                          | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4137000 | PA      | $4162695.73     | 0.01%             | 2042-04-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                                                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3997000 | PA      | $3999496.93     | 0.01%             | 2042-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                                                                      | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        650000 | PA      | $651612.78      | 0.00%             | 2042-08-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp.                                                                                                                     | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2445000 | PA      | $2403343.07     | 0.01%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp.                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1481000 | PA      | $1532920.90     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Private Education Loan Trust                                             | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                     | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      14790912 | PA      | $15548830.78    | 0.03%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2015-B, Class B                                                                      | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |        930131 | PA      | $928489.40      | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2015-C, Class B                                                                      | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |        372607 | PA      | $372239.58      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Short            | DBT              | CORP              | IE        |      -1900000 | PA      | $-1815511.56    | -0.00%            | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                            | SMBC Aviation Capital Finance DAC                                                                                             | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Short            | DBT              | CORP              | IE        |      -2400000 | PA      | $-2463711.84    | -0.01%            | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13431150 | PA      | $11880426.65    | 0.03%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                             | SLG Office Trust, Series 2021-OVA, Class A                                                                                    | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1171000 | PA      | $1046877.75     | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2020-A, Class B                                                                      | CUSIP: 78449UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5930000 | PA      | $5583571.77     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2020-PTA, Class C                                                                    | CUSIP: 78449VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4455000 | PA      | $3942662.97     | 0.01%             | 2054-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        684000 | PA      | $686002.05      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                 | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       4247000 | PA      | $4278182.41     | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       4270000 | PA      | $4197703.01     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                                   | State Street SPDR S&P Regional Banking ETF                                                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             |  | RF                | US        |        152001 | NS      | $9851184.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SS&C Technologies, Inc.                                                      | SS&C Technologies, Inc.                                                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |        209000 | PA      | $217446.50      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARM Mortgage Loan Trust                                                    | STARM Mortgage Loan Trust, Series 2007-2, Class 3A3                                                                           | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        267422 | PA      | $122767.96      | 0.00%             | 2037-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                     | SoFi Personal Loan Trust, Series 2023-1A, Class A                                                                             | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6410264 | PA      | $6482181.73     | 0.01%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                     | SURA Asset Management SA                                                                                                      | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |        900000 | PA      | $959697.00      | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       7247000 | PA      | $6162325.35     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       4801000 | PA      | $3980365.07     | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                                                              | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       9925000 | PA      | $8161628.33     | 0.02%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                                                 | Sabre Financial Borrower LLC                                                                                                  | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8765000 | PA      | $8881904.41     | 0.02%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                            | Rain Carbon, Inc., 1st Lien Term Loan                                                                                         | CUSIP: D6423VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2712665 | PA      | $3176957.92     | 0.01%             | 2028-10-31      | Variable      | 7.04%                 | No            |                  3 | On Loan: No      |
| Sagard-Halseypoint CLO 9 Ltd.                                                | Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class A                                                                        | CUSIP: 78662EAA2<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4010008.00     | 0.01%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Sagard-HalseyPoint CLO 10 Ltd.                                               | Sagard-HalseyPoint CLO 10 Ltd., Series 2025-10A, Class A1                                                                     | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |      19600000 | PA      | $19658492.28    | 0.04%             | 2038-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. II LLC                                     | CoreWeave Compute Acquisition Co. II LLC, Delayed Draw 1st Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43053525 | PA      | $42515355.92    | 0.09%             | 2028-07-31      | Variable      | 13.57%                | No            |                  3 | On Loan: No      |
| Star Parent, Inc.                                                            | Star Parent, Inc., 1st Lien Term Loan                                                                                         | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |        982500 | PA      | $983266.35      | 0.00%             | 2030-09-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                | Clue Opco LLC, 1st Lien Term Loan B                                                                                           | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        928889 | PA      | $920528.89      | 0.00%             | 2030-12-19      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc., 1st Lien Term Loan                                                                                              | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |        457470 | PA      | $455397.66      | 0.00%             | 2030-05-30      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                                           | CPM Holdings, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        306740 | PA      | $304865.82      | 0.00%             | 2028-09-28      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                             | Fugue Finance BV, 1st Lien Term Loan                                                                                          | CUSIP: N3430BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       2000000 | PA      | $2369015.17     | 0.01%             | 2032-01-09      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 77313DAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2000000 | PA      | $2368521.58     | 0.01%             | 2028-11-28      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK HoldCo 4 Ltd.                                                     | VMED O2 UK HoldCo 4 Ltd., Facility 1st Lien Term Loan Z                                                                       | CUSIP: G9368PBJ2<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2365325.04     | 0.01%             | 2031-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                                              | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                                                                           | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |        654403 | PA      | $654946.18      | 0.00%             | 2030-10-17      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| City of Salt Lake City                                                       | City of Salt Lake City, Series 2021A                                                                                          | CUSIP: 795576KB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      12445000 | PA      | $12635316.41    | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                 | Salt River Project Agricultural Improvement & Power District, Series 2023A                                                    | CUSIP: 79574CFL2<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |       4575000 | PA      | $4796785.94     | 0.01%             | 2047-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                      | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1                                                           | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18613000 | PA      | $18638972.58    | 0.04%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                | Sammons Financial Group, Inc.                                                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Short            | DBT              | CORP              | US        |       -500000 | PA      | $-547483.18     | -0.00%            | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                         | Samarco Mineracao SA                                                                                                          | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       7074540 | PA      | $7196133.66     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                      | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1                                                           | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10861000 | PA      | $10938751.73    | 0.02%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA, 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2903853 | PA      | $2473082.70     | 0.01%             | 2027-10-29      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                   | City of San Antonio Electric & Gas Systems, Series 2024B                                                                      | CUSIP: 79625GKP7<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      16145000 | PA      | $16668470.95    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Airport Comm-San Francisco International Airport | San Francisco City & County Airport Comm-San Francisco International Airport, Series 2022-2B                                  | CUSIP: 79766DUN7<br>LEI: 54930055TIDYHNDP4F84 | Long             | DBT              | MUN               | US        |      12910000 | PA      | $13400312.76    | 0.03%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco                                                        | City of San Francisco, Series 2025, Sub-Series D                                                                              | CUSIP: 79771FLK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3785000 | PA      | $4005265.43     | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                                       | Action Environmental Group, Inc. (The), 1st Lien Term Loan                                                                    | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |        564495 | PA      | $564850.51      | 0.00%             | 2030-10-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                                                      | Sandstone Peak III Ltd., Series 2024-1A, Class A1                                                                             | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |      26260000 | PA      | $26346534.58    | 0.06%             | 2037-04-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                         | American Airlines Pass-Through Trust, Series 2017-2, Class A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      22615600 | PA      | $22475383.28    | 0.05%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Holland Park CLO DAC                                                         | Holland Park CLO DAC, Series 1X, Class A1RR                                                                                   | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |        235794 | PA      | $277115.67      | 0.00%             | 2032-11-14      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO XII DAC                                                       | St. Paul's CLO XII DAC, Series 12X, Class B1                                                                                  | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1581397.76     | 0.00%             | 2033-04-15      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-2, Class A                                                                             | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |       1432765 | PA      | $1684388.38     | 0.00%             | 2059-04-28      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                           | AutoFlorence 2 SRL, Series 2, Class D                                                                                         | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         35808 | PA      | $42290.96       | 0.00%             | 2044-12-24      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                            | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        296782 | PA      | $342089.87      | 0.00%             | 2038-09-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XII DAC                                                    | Ares European CLO XII DAC, Series 12A, Class B1R                                                                              | CUSIP: N/A<br>LEI: 635400XCOLUI5RNVIZ11       | Long             | ABS-CBDO         | CORP              | IE        |        862000 | PA      | $1015132.62     | 0.00%             | 2032-04-20      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                                                                | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10700000 | PA      | $15482764.22    | 0.03%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                          | BlackRock Cash Funds: Institutional, SL Agency Shares                                                                         | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |     500390128 | NS      | $500640322.98   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                         | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      27503000 | PA      | $18904750.87    | 0.04%             | 2027-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                         | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      16502000 | PA      | $11150267.32    | 0.02%             | 2026-08-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Boels Topholding BV                                                          | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       3652000 | PA      | $4426830.60     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                           | Autonoria Spain FT, Series 2023-SP, Class A                                                                                   | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |       3175292 | PA      | $3739059.37     | 0.01%             | 2041-09-30      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                                       | Sandstone Peak IV Ltd., Series 2025-1A, Class A1                                                                              | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3008059.50     | 0.01%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                          | Sandstone Peak Ltd., Series 2021-1A, Class A1R                                                                                | CUSIP: 800130AN6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $6000217.80     | 0.01%             | 2034-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                          | Sandstone Peak Ltd., Series 2021-1A, Class B1R                                                                                | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4750075.05     | 0.01%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                                                       | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                                                             | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      18240000 | PA      | $18312286.94    | 0.04%             | 2038-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                    | Santander Mortgage Asset Receivable Trust, Series 2025-NQM5, Class B1                                                         | CUSIP: 80262CAG3<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |       3164750 | PA      | $3169632.89     | 0.01%             | 2065-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                    | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class A1                                                         | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12892447 | PA      | $13010593.59    | 0.03%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                    | Santander Mortgage Asset Receivable Trust, Series 2025-NQM6, Class A1                                                         | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |       9348031 | PA      | $9373811.91     | 0.02%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc., 1st Lien Term Loan B4                                                                    | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |        276000 | PA      | $277556.64      | 0.00%             | 2030-11-08      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                  | Xerox Corp., 1st Lien Term Loan                                                                                               | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11259688 | PA      | $9598884.16     | 0.02%             | 2029-11-19      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                          | Santos Finance Ltd.                                                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      13225000 | PA      | $13151528.38    | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |        505097 | NS      | $30962.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp.                                                           | Palladyne AI Corp.                                                                                                            | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         73917 | NS      | $314886.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Verde Purchaser LLC                                                          | Verde Purchaser LLC, 1st Lien Term Loan                                                                                       | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |        987519 | PA      | $986392.93      | 0.00%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |        681000 | PA      | $668401.50      | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                       | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |        270000 | PA      | $268312.50      | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                       | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |        536000 | PA      | $477798.44      | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                       | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |        583000 | PA      | $595388.75      | 0.00%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                        | Saudi Arabian Oil Co.                                                                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |        749000 | PA      | $758362.50      | 0.00%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seine Holdco SAS                                                             | Seine Holdco SAS, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2365630.59     | 0.01%             | 2031-01-11      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc., 1st Lien Term Loan J                                                                                         | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |        982538 | PA      | $985878.13      | 0.00%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |        980000 | PA      | $980617.40      | 0.00%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                 | Saxon Asset Securities Trust, Series 2004-2, Class MF5                                                                        | CUSIP: 805564QE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        828859 | PA      | $646065.75      | 0.00%             | 2035-08-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                 | Saxon Asset Securities Trust, Series 2007-1, Class M1                                                                         | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6015748 | PA      | $5782557.91     | 0.01%             | 2047-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The), Series K                                                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       1196000 | PA      | $1203709.42     | 0.00%             | 2027-06-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                           | Light & Wonder International, Inc.                                                                                            | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        334000 | PA      | $343040.12      | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                 | Scotts Miracle-Gro Co. (The)                                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        586000 | PA      | $551345.70      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXIX Ltd.                                                       | Sculptor CLO XXIX Ltd., Series 29A, Class AR                                                                                  | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |      17500000 | PA      | $17561666.50    | 0.04%             | 2038-07-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXX Ltd.                                                        | Sculptor CLO XXX Ltd., Series 30A, Class AR                                                                                   | CUSIP: 81124NAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4765713.00     | 0.01%             | 2038-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sea Ltd.                                                                     | Sea Ltd., Class A                                                                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |          3002 | NS      | $382965.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       3690000 | PA      | $3803895.54     | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      11572000 | PA      | $12271376.96    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       6328000 | PA      | $6727688.69     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                                                                     | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      14010000 | PA      | $15905290.59    | 0.04%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                              | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        818000 | PA      | $813759.57      | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                              | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       1559000 | PA      | $1569251.98     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                              | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        727000 | PA      | $739076.92      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                              | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2061000 | PA      | $2146205.86     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                                                              | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        165000 | PA      | $171167.37      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                               | Securitized Asset-Backed Receivables LLC Trust, Series 2006-OP1, Class M6                                                     | CUSIP: 81375WJL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        569680 | PA      | $451393.75      | 0.00%             | 2035-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                               | Securitized Asset-Backed Receivables LLC Trust, Series 2007-NC2, Class A2C                                                    | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1092000 | PA      | $835425.32      | 0.00%             | 2037-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                               | Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2A                                                    | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        627085 | PA      | $253504.06      | 0.00%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                               | Securitized Asset-Backed Receivables LLC Trust, Series 2007-BR1, Class A2B                                                    | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6684395 | PA      | $2702176.64     | 0.01%             | 2037-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                          | Hilton Grand Vacations Borrower LLC, 1st Lien Term Loan                                                                       | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |        649152 | PA      | $645543.19      | 0.00%             | 2031-01-17      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                        | WEC US Holdings, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |       1334112 | PA      | $1335873.53     | 0.00%             | 2031-01-27      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                           | OMNIA Partners LLC, 1st Lien Term Loan C                                                                                      | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |       1926381 | PA      | $1932237.65     | 0.00%             | 2032-12-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                        | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        797500 | PA      | $799262.48      | 0.00%             | 2029-08-02      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                        | Dave & Buster's, Inc., 1st Lien Term Loan B                                                                                   | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |        773589 | PA      | $710007.51      | 0.00%             | 2029-06-29      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                             | Ensemble RCM LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |       1353875 | PA      | $1359737.35     | 0.00%             | 2029-08-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                                                | Autokiniton US Holdings, Inc., 1st Lien Term Loan B                                                                           | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |       1484848 | PA      | $1470059.39     | 0.00%             | 2028-04-06      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                                  | Crocs, Inc., 1st Lien Term Loan                                                                                               | CUSIP: 22704NAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        423729 | PA      | $425902.81      | 0.00%             | 2029-02-19      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                   | Camelot US Acquisition LLC, 1st Lien Term Loan B                                                                              | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |       1370457 | PA      | $1350640.66     | 0.00%             | 2031-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                          | Planet US Buyer LLC, 1st Lien Term Loan                                                                                       | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        946585 | PA      | $951990.37      | 0.00%             | 2031-02-07      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |       8562048 | PA      | $8476427.33     | 0.02%             | 2031-02-06      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc., 1st Lien Term Loan                                                                                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |        982487 | PA      | $982880.31      | 0.00%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SAM Bidco                                                                    | SAM Bidco, Facility 1st Lien Term Loan B6                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       4000000 | PA      | $4743389.24     | 0.01%             | 2027-12-13      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                      | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                                                        | CUSIP: L8869UAB9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       2411738 | PA      | $2651662.20     | 0.01%             | 2029-01-31      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                         | Select Medical Corp.                                                                                                          | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       3385000 | PA      | $3309689.30     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                     | NGL Energy Operating LLC, 1st Lien Term Loan                                                                                  | CUSIP: 62922KAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        409702 | PA      | $413094.84      | 0.00%             | 2031-02-03      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                            | Motion Finco SARL, Facility 1st Lien Term Loan B3                                                                             | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       1477640 | PA      | $1308642.45     | 0.00%             | 2029-11-13      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                               | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                                     | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6510000 | PA      | $6514064.19     | 0.01%             | 2034-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                               | SELF Commercial Mortgage Trust, Series 2024-STRG, Class E                                                                     | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6569000 | PA      | $6585406.08     | 0.01%             | 2034-11-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                               | SELF Commercial Mortgage Trust, Series 2024-STRG, Class F                                                                     | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6545000 | PA      | $6538655.93     | 0.01%             | 2034-11-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                           | WestJet Loyalty LP, 1st Lien Term Loan                                                                                        | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        935340 | PA      | $938482.74      | 0.00%             | 2031-02-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                       | Sempra                                                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      20645000 | PA      | $21239204.39    | 0.05%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                            | Sempra Infrastructure Partners LP                                                                                             | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |        200000 | PA      | $176851.99      | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |        330000 | PA      | $321978.69      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                                                       | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |        200000 | PA      | $203061.57      | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                   | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        100000 | PA      | $93847.60       | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                   | Sensata Technologies, Inc.                                                                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       1538000 | PA      | $1610396.95     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                       | Sequoia Mortgage Trust, Series 2007-3, Class 2AA1                                                                             | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1280860 | PA      | $1002752.48     | 0.00%             | 2037-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                           | Republic of Serbia                                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |        713000 | PA      | $736172.50      | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                                                   | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        714000 | PA      | $718713.12      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       2016000 | PA      | $1885158.98     | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                                                   | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |        625000 | PA      | $597379.81      | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                                   | Service Experts Issuer LLC, Series 2024-1A, Class A                                                                           | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5973761 | PA      | $6121574.81     | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer LLC                                                   | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                           | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3319335 | PA      | $3271619.65     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       1318000 | PA      | $1297448.00     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       2290000 | PA      | $2405338.14     | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      23522000 | PA      | $23648901.19    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      22279000 | PA      | $21977183.05    | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust                                                                                                      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      10795000 | PA      | $9754968.68     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Discovery Energy Holding Corp.                                               | Discovery Energy Holding Corp., 1st Lien Term Loan                                                                            | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |        500000 | PA      | $502250.00      | 0.00%             | 2031-05-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                                                        | 720 East CLO VII Ltd., Series 2025-7A, Class A1                                                                               | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9736010.70     | 0.02%             | 2037-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2025-1, Class A1                                                                        | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12402487 | PA      | $12402467.16    | 0.03%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2025-1, Class ALCF                                                                      | CUSIP: 81880NAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1911294 | PA      | $1911236.28     | 0.00%             | 2065-12-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                                 | Vestis Corp., 1st Lien Term Loan B1                                                                                           | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |       1051121 | PA      | $959147.77      | 0.00%             | 2031-02-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Eleda Management AB                                                          | Eleda Management AB, Facility 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       2333333 | PA      | $2766620.18     | 0.01%             | 2031-04-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                                    | Champions Financing, Inc., 1st Lien Term Loan                                                                                 | CUSIP: 15870MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        378212 | PA      | $357804.12      | 0.00%             | 2029-02-06      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                             | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4155510 | PA      | $1602821.75     | 0.00%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                                             | GoTo Group, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 38349FAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6016936 | PA      | $5324988.58     | 0.01%             | 2028-04-30      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| AI Sirona Luxembourg Acquisition SARL                                        | AI Sirona Luxembourg Acquisition SARL, Facility 1st Lien Term Loan B3                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4711000.73     | 0.01%             | 2028-09-29      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                               | Cotiviti, Inc., 1st Lien Term Loan B                                                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       1279794 | PA      | $1227539.83     | 0.00%             | 2031-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC                                                                                                           | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |       1805000 | PA      | $1863648.06     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Index HoldCo SARL                                                            | Index HoldCo SARL, Facility 1st Lien Term Loan A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4042887 | PA      | $2755696.29     | 0.01%             | 2028-12-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                   | Air Canada, 1st Lien Term Loan                                                                                                | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |       1078410 | PA      | $1083802.25     | 0.00%             | 2031-03-21      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                           | Connect Finco SARL, 1st Lien Term Loan                                                                                        | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      15253492 | PA      | $15208952.17    | 0.03%             | 2029-09-13      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV                                                                                          | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |        250000 | PA      | $226979.97      | 0.00%             | 2031-03-11      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Chromalloy Corp.                                                             | Chromalloy Corp., 1st Lien Term Loan                                                                                          | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1355838 | PA      | $1362616.90     | 0.00%             | 2031-03-27      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                             | Boluda Towage SL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       2513000 | PA      | $2978055.60     | 0.01%             | 2030-01-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                                                      | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A1                                                                            | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2006988.00     | 0.00%             | 2037-07-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                      | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                                                             | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9782067.75     | 0.02%             | 2038-01-22      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                      | Signal Peak CLO 14 Ltd., Series 2024-14A, Class SUB                                                                           | CUSIP: 82667HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6000000 | PA      | $4196400.00     | 0.01%             | 2038-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                       | Signal Peak CLO 7 Ltd., Series 2019-1A, Class A1R                                                                             | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6500000 | PA      | $6523744.50     | 0.01%             | 2037-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                      | Signal Peak CLO 12 Ltd., Series 2022-12A, Class X                                                                             | CUSIP: 82671XAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       3300000 | PA      | $3300024.42     | 0.01%             | 2037-07-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                                      | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                                                           | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2006864.00     | 0.00%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                                       | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                                                             | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007254.00     | 0.00%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                             | Tele Columbus AG, Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       2536617 | PA      | $1916565.58     | 0.00%             | 2029-01-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                                      | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                                                             | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |       7440000 | PA      | $7450827.43     | 0.02%             | 2038-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                                      | Silver Point CLO 3 Ltd., Series 2023-3A, Class A1R                                                                            | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | JE        |       1840000 | PA      | $1844255.37     | 0.00%             | 2039-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Silver Point SCF CLO VII Ltd.                                                | Silver Point SCF CLO VII Ltd., Series 2025-2A, Class A1                                                                       | CUSIP: 827929AA8<br>LEI: 2549000BAUZ3T1QZ0N83 | Long             | ABS-CBDO         | CORP              | KY        |       9750000 | PA      | $9764446.58     | 0.02%             | 2037-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                      | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                                                            | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |       3000000 | PA      | $3010812.00     | 0.01%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                                      | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                                                             | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |       8750000 | PA      | $8783909.75     | 0.02%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                                      | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                                                             | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      31300000 | PA      | $31411584.50    | 0.07%             | 2038-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                     | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                                                           | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      56040000 | PA      | $56180100.00    | 0.12%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 13 Ltd.                                                     | Silver Point CLO 13 Ltd., Series 2025-13A, Class A1                                                                           | CUSIP: 82809RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4758791.30     | 0.01%             | 2038-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 11 Ltd.                                                     | Silver Point CLO 11 Ltd., Series 2025-11A, Class A1                                                                           | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11500000 | PA      | $11539974.00    | 0.03%             | 2038-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |        100000 | PA      | $104443.00      | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       5153000 | PA      | $5165548.22     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       1237000 | PA      | $1176470.37     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       4706000 | PA      | $4600426.07     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC                                                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        139000 | PA      | $128009.77      | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                                    | Sixth Street CLO XII Ltd., Series 2018-12A, Class BR2                                                                         | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        925000 | PA      | $927240.35      | 0.00%             | 2039-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       1308000 | PA      | $1299841.13     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       5188000 | PA      | $4977976.22     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                | Six Flags Entertainment Corp.                                                                                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        396551 | NS      | $6083092.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XXV Ltd.                                                    | Sixth Street CLO XXV Ltd., Series 2024-25A, Class A                                                                           | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3009945.00     | 0.01%             | 2037-07-24      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                    | Sixth Street CLO XVI Ltd., Series 2020-16A, Class ER                                                                          | CUSIP: 83012EAE1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |       6500000 | PA      | $6518139.55     | 0.01%             | 2037-01-20      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                                   | Sixth Street CLO XVII Ltd., Series 2021-17A, Class D2R                                                                        | CUSIP: 83012FAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1491619.05     | 0.00%             | 2038-04-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                                  | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                                                       | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      14600000 | PA      | $14627818.84    | 0.03%             | 2038-10-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                     | Sixth Street CLO XX Ltd., Series 2021-20A, Class A2R                                                                          | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5011046.00     | 0.01%             | 2038-07-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                                     | Sixth Street CLO XX Ltd., Series 2021-20A, Class D2R                                                                          | CUSIP: 83012QAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1488763.95     | 0.00%             | 2038-07-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                    | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                                                        | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $999421.40      | 0.00%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                              | Brand Industrial Services, Inc., 1st Lien Term Loan C                                                                         | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |       1073391 | PA      | $975809.10      | 0.00%             | 2030-08-01      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2024-A, Class A1B                                                                    | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19833687 | PA      | $20016357.52    | 0.04%             | 2056-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2024-A, Class B                                                                      | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7329000 | PA      | $7530104.10     | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2024-C, Class A1B                                                                    | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6597177 | PA      | $6585893.64     | 0.01%             | 2052-06-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                             | SMB Private Education Loan Trust, Series 2021-C, Class C                                                                      | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        757137 | PA      | $673929.22      | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                             | Modena Buyer LLC, 1st Lien Term Loan                                                                                          | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |        498741 | PA      | $495623.43      | 0.00%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       4286000 | PA      | $4584446.27     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                   | Snap, Inc.                                                                                                                    | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        103000 | PA      | $106733.26      | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                   | Snap, Inc.                                                                                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       2585000 | PA      | $2661572.87     | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                                          | Maverick Gaming LLC, 1st Lien Term Loan                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5367621 | PA      | $2952191.45     | 0.01%             | 2028-06-05      | Variable      | 15.25%                | No            |                  3 | On Loan: No      |
| Robertshaw US Holding Corp.                                                  | Robertshaw US Holding Corp., 1st Lien Term Loan                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4760000 | PA      | $47600.00       | 0.00%             | 2027-02-26      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                             | Entain Holdings (Gibraltar) Ltd., Facility 1st Lien Term Loan B4                                                              | CUSIP: X3000CAC5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       1209486 | PA      | $1430570.31     | 0.00%             | 2028-06-30      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                         | SoFi Professional Loan Program Trust, Series 2018-D, Class BFX                                                                | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        273000 | PA      | $265098.81      | 0.00%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                         | SoFi Professional Loan Program Trust, Series 2018-B, Class BFX                                                                | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        526709 | PA      | $513371.92      | 0.00%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program Trust                                         | SoFi Professional Loan Program Trust, Series 2020-A, Class BFX                                                                | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        789000 | PA      | $708591.75      | 0.00%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                             | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                                      | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25070105 | PA      | $25161651.18    | 0.06%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                             | SoFi Consumer Loan Program Trust, Series 2025-1, Class B                                                                      | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3660000 | PA      | $3700442.27     | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                                     | SoFi Personal Loan Trust, Series 2024-1A, Class A                                                                             | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5472548 | PA      | $5434095.41     | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc, Facility 1st Lien Term Loan B                                                                     | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2123750.93     | 0.00%             | 2031-05-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                          | Solaris Energy Infrastructure, Inc., Class A                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        351307 | NS      | $16149582.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                          | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      12834000 | PA      | $25587145.80    | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                          | Solaris Energy Infrastructure, Inc.                                                                                           | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      41735000 | PA      | $45125968.75    | 0.10%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                              | Solventum Corp.                                                                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       4275000 | PA      | $4459341.76     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Janus International Group LLC                                                | Janus International Group LLC, 1st Lien Term Loan B                                                                           | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |        989228 | PA      | $989969.94      | 0.00%             | 2030-08-05      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                       | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |        430000 | PA      | $422063.54      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                       | Sonic Automotive, Inc.                                                                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |        468000 | PA      | $452001.94      | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO II Ltd.                                                      | Sound Point CLO II Ltd., Series 2013-1A, Class A1R                                                                            | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |         37399 | PA      | $37399.30       | 0.00%             | 2031-01-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd.                                                      | Sound Point CLO IX Ltd., Series 2015-2A, Class BRRR                                                                           | CUSIP: 83609GBQ7<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5025097.00     | 0.01%             | 2032-07-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Sounds Point CLO IV-R Ltd.                                                   | Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A                                                                          | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |       1145797 | PA      | $1146431.48     | 0.00%             | 2031-04-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                    | Soundview Home Loan Trust, Series 2004-WMC1, Class M2                                                                         | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         86600 | PA      | $75608.78       | 0.00%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                    | Soundview Home Loan Trust, Series 2005-OPT3, Class M4                                                                         | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         68500 | PA      | $58055.72       | 0.00%             | 2035-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                                    | Soundview Home Loan Trust, Series 2007-NS1, Class M1                                                                          | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1081154 | PA      | $1103996.68     | 0.00%             | 2037-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                    | Sound Point CLO XXIX Ltd., Series 2021-1A, Class D                                                                            | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        345000 | PA      | $344741.08      | 0.00%             | 2034-04-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                                  | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class D                                                                          | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        500000 | PA      | $499916.95      | 0.00%             | 2032-01-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                                  | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R                                                                        | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      12212161 | PA      | $12217340.66    | 0.03%             | 2032-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                                   | Sound Point CLO XXXII Ltd., Series 2021-4A, Class A                                                                           | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19750000 | PA      | $19751702.45    | 0.04%             | 2034-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |        784000 | PA      | $614271.84      | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       1080000 | PA      | $911250.00      | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       1067000 | PA      | $1144826.98     | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |        932000 | PA      | $1001900.00     | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       3500000 | PA      | $3465000.00     | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                              | South Bow Canadian Infrastructure Holdings Ltd.                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       2398000 | PA      | $2563147.77     | 0.01%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                           | Central Parent LLC, 1st Lien Term Loan                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1482513 | PA      | $1252100.46     | 0.00%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                               | Broadstreet Partners Group LLC, 1st Lien Term Loan B                                                                          | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |        985573 | PA      | $988421.18      | 0.00%             | 2031-06-16      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                                                | QSRP Finco BV, Facility 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2608696 | PA      | $3049460.46     | 0.01%             | 2031-06-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No. 2, Inc.                                           | Learning Care Group US No. 2, Inc., 1st Lien Term Loan B                                                                      | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |        995278 | PA      | $823592.34      | 0.00%             | 2028-08-11      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| HomeServe USA Holding Corp.                                                  | HomeServe USA Corp., 1st Lien Term Loan                                                                                       | CUSIP: 43761EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1429487 | PA      | $1430387.38     | 0.00%             | 2030-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp., 1st Lien Term Loan B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2404419 | PA      | $2714426.50     | 0.01%             | 2029-03-01      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                                        | Gulfside Supply, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        946650 | PA      | $931863.62      | 0.00%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series E                                                                                      | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       2604000 | PA      | $2339338.50     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                                                                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      15486000 | PA      | $14950520.76    | 0.03%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                        | Iridium Satellite LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |       1106063 | PA      | $1074883.37     | 0.00%             | 2030-09-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cervantes Bidco SL                                                           | Cervantes Bidco SL, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       2853998 | PA      | $3375920.19     | 0.01%             | 2031-12-03      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                        | Southern Copper Corp.                                                                                                         | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |         11751 | NS      | $1685915.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp., 1st Lien Term Loan B5                                                                         | CUSIP: 68163YAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3361600 | PA      | $3990057.84     | 0.01%             | 2031-06-23      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                                                                  | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |       1980000 | PA      | $1987583.40     | 0.00%             | 2029-10-19      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                 | Scientific Games Holdings LP, 1st Lien Term Loan                                                                              | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1492434 | PA      | $1464271.56     | 0.00%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2000000 | PA      | $2368028.00     | 0.01%             | 2031-07-16      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                 | Mitchell International, Inc., 1st Lien Term Loan                                                                              | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987500 | PA      | $990107.00      | 0.00%             | 2031-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Aernnova Aerospace SAU                                                       | Aernnova Aerospace SAU, Facility 1st Lien Term Loan B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       2042333 | PA      | $2367147.68     | 0.01%             | 2030-02-27      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                                | Virtusa Corp., 1st Lien Term Loan B2                                                                                          | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |        974962 | PA      | $976424.09      | 0.00%             | 2029-02-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                       | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |         13261 | NS      | $548077.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                                           | Light & Wonder International, Inc., 1st Lien Term Loan B2                                                                     | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |        980056 | PA      | $982202.68      | 0.00%             | 2029-04-16      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                      | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                                                                | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |        697772 | PA      | $700388.75      | 0.00%             | 2028-05-05      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                        | Ahlstrom Holding 3 Oy                                                                                                         | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       5469000 | PA      | $5371824.35     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                               | Hydrofarm Holdings Group, Inc., 1st Lien Term Loan                                                                            | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4152949 | PA      | $3405418.14     | 0.01%             | 2028-10-25      | Variable      | 9.60%                 | No            |                  3 | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc., 1st Lien Term Loan B5                                                                                        | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |        989975 | PA      | $951365.91      | 0.00%             | 2029-10-10      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| TripAdvisor, Inc.                                                            | TripAdvisor, Inc., 1st Lien Term Loan B                                                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |        994962 | PA      | $956407.43      | 0.00%             | 2031-07-08      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                                                     | City Football Group Ltd., 1st Lien Term Loan                                                                                  | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        985000 | PA      | $982842.85      | 0.00%             | 2030-07-22      | Variable      | 7.03%                 | No            |                  3 | On Loan: No      |
| Zegona Holdco Ltd.                                                           | Zegona Holdco Ltd., Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       5460851 | PA      | $6448075.65     | 0.01%             | 2029-07-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                        | Spectrum Brands, Inc.                                                                                                         | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |       2966000 | PA      | $2422395.67     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                           | Spirit Airlines Pass-Through Trust, Series 2015-1, Class A                                                                    | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        328997 | PA      | $315569.96      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass-Through Trust                                           | Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA                                                                   | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3906788 | PA      | $3675378.76     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust                                           | Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A                                                                   | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10252592 | PA      | $9422328.78     | 0.02%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Matador Bidco SARL                                                           | Matador Bidco SARL, 1st Lien Term Loan                                                                                        | CUSIP: L6257MAC9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       1500000 | PA      | $1499625.00     | 0.00%             | 2029-07-16      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                             | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                                     | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3999727 | PA      | $3778671.31     | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                             | SpringCastle America Funding LLC, Series 2020-AA, Class B                                                                     | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19740000 | PA      | $16015745.00    | 0.04%             | 2037-09-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Alorica, Inc.                                                                | Alorica, Inc., 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20683662 | PA      | $20555423.70    | 0.05%             | 2027-12-21      | Variable      | 10.79%                | No            |                  3 | On Loan: No      |
| EIS Group Ltd.                                                               | EIS Group Ltd., Revolving Loan 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |       2891858 | PA      | $2772713.07     | 0.01%             | 2028-07-10      | Variable      | 10.92%                | No            |                  3 | On Loan: No      |
| New Look Corp. Ltd.                                                          | New Look Corp. Ltd., 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        373811 | PA      | $151163.47      | 0.00%             | 2027-11-10      | Variable      | 16.50%                | No            |                  3 | On Loan: No      |
| Seashell Bidco SL                                                            | Seashell Bidco SL, Delayed Draw Facility 1st Lien Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       6810075 | PA      | $8003200.14     | 0.02%             | 2029-10-10      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| EIS Group Ltd.                                                               | EIS Group Ltd., 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |      28918576 | PA      | $27727130.67    | 0.06%             | 2028-07-10      | Variable      | 10.92%                | No            |                  3 | On Loan: No      |
| New Look Corp. Ltd.                                                          | New Look Corp. Ltd., 1st Lien Term Loan                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |        160998 | PA      | $2170.17        | 0.00%             | 2029-11-09      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                     | Spirit AeroSystems, Inc.                                                                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       2930000 | PA      | $2933398.51     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC                                                      | Sprint Spectrum Co. LLC                                                                                                       | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        922500 | PA      | $930397.55      | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                              | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A3                                                                    | CUSIP: 85213XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1575724 | PA      | $1519482.91     | 0.00%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc.                                                                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       3915000 | PA      | $4071051.90     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc.                                                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       3061000 | PA      | $3123205.64     | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc.                                                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       1417000 | PA      | $1454704.95     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |        800000 | PA      | $803697.60      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                                       | Hobbs & Associates LLC, 1st Lien Term Loan                                                                                    | CUSIP: 43385CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $994064.70      | 0.00%             | 2031-07-23      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       5576000 | PA      | $5740636.98     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                                                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |        450000 | PA      | $459691.61      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                                                        | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $10280650.00    | 0.02%             | 2035-11-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       1427000 | PA      | $1423155.95     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       1393000 | PA      | $1343834.57     | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                                            | IGT Holding IV AB, Facility 1st Lien Term Loan B4                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       2000000 | PA      | $2367299.37     | 0.01%             | 2031-08-29      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                                | Wilsonart LLC, 1st Lien Term Loan                                                                                             | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |        987500 | PA      | $955406.25      | 0.00%             | 2031-08-05      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Obol France 3 SAS                                                            | Obol France 3 SAS, Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2316624.75     | 0.01%             | 2028-12-29      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                            | Star Parent, Inc.                                                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       6825000 | PA      | $7283695.35     | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                   | STAR Trust, Series 2021-SFR1, Class F                                                                                         | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        807108 | PA      | $806543.57      | 0.00%             | 2038-04-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       4740000 | PA      | $4716783.48     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       1524000 | PA      | $1564236.65     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       1072000 | PA      | $1117660.77     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                          | Starwood Mortgage Residential Trust, Series 2020-INV1, Class M1                                                               | CUSIP: 85573EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1545000 | PA      | $1465457.68     | 0.00%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                          | Starwood Mortgage Residential Trust, Series 2021-2, Class M1                                                                  | CUSIP: 85573HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4564000 | PA      | $4223191.97     | 0.01%             | 2065-05-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                          | Starwood Mortgage Residential Trust, Series 2020-3, Class B1                                                                  | CUSIP: 85573MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4942000 | PA      | $4648607.79     | 0.01%             | 2065-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                       | Amentum Holdings, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      14803674 | PA      | $14826767.50    | 0.03%             | 2031-09-29      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp.                                                    | Starz Entertainment Corp.                                                                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |         64848 | NS      | $758721.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                                    | KBR, Inc., 1st Lien Term Loan B                                                                                               | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |        302610 | PA      | $303980.82      | 0.00%             | 2031-01-17      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                                           | Fleet Midco I Ltd., 1st Lien Term Loan B2                                                                                     | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        925283 | PA      | $928752.76      | 0.00%             | 2031-02-21      | Variable      | 6.79%                 | No            |                  3 | On Loan: No      |
| Galaxy Universal LLC                                                         | Galaxy Universal LLC, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27377667 | PA      | $25907486.38    | 0.06%             | 2026-11-12      | Variable      | 10.25%                | No            |                  3 | On Loan: No      |
| State Street Corp.                                                           | State Street Corp.                                                                                                            | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      33538000 | PA      | $29964924.87    | 0.07%             | 2047-06-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        995000 | PA      | $1027835.00     | 0.00%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |         73000 | PA      | $69208.07       | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                                                           | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       1070000 | PA      | $1095319.41     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ammega Group BV                                                              | Ammega Group BV, Facility 1st Lien Term Loan B3                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4000000 | PA      | $4052982.75     | 0.01%             | 2029-01-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                       | Stena International SA                                                                                                        | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       8946000 | PA      | $9119606.08     | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                       | Stena International SA                                                                                                        | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       2940000 | PA      | $3023998.74     | 0.01%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Stem, Inc.                                                                   | Stem, Inc.                                                                                                                    | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       1234000 | PA      | $481260.00      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                        | Stillwater Mining Co.                                                                                                         | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |        776000 | PA      | $731380.00      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                          | STL Holding Co. LLC                                                                                                           | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       4671000 | PA      | $4906278.27     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                           | StoneX Group, Inc.                                                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |        811000 | PA      | $861622.62      | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                     | Stonex Escrow Issuer LLC                                                                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1791000 | PA      | $1857682.51     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stratus CLO Ltd.                                                             | Stratus CLO Ltd., Series 2021-1A, Class SUB                                                                                   | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2820000 | PA      | $0.28           | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Stream Innovations Issuer Trust                                              | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                                      | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7855615 | PA      | $7932199.86     | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                               | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11, Class 1A1                                                     | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        527635 | PA      | $440305.54      | 0.00%             | 2035-05-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                               | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                                                       | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1263282 | PA      | $645413.80      | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                        | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF3, Class 1A2                                             | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1896813 | PA      | $1021250.35     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                               | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                                                     | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        647818 | PA      | $611337.21      | 0.00%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                               | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                                    | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        860688 | PA      | $615053.17      | 0.00%             | 2046-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                               | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                                                    | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3543981 | PA      | $3171408.31     | 0.01%             | 2036-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                        | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-GEL2, Class M1                                             | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4010489 | PA      | $3352033.68     | 0.01%             | 2037-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |          1244 | NS      | $437228.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       3100000 | PA      | $2984432.00     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                        | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF4, Class 2A1                                             | CUSIP: 863911AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2222592 | PA      | $1077046.89     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                           | Subway Funding LLC, Series 2024-1A, Class A2II                                                                                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11062260 | PA      | $11294930.30    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                                 | Suburban Propane Partners LP                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |       1037000 | PA      | $995548.31      | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc., 1st Lien Term Loan L                                                                                         | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |        325875 | PA      | $327084.00      | 0.00%             | 2032-01-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                   | Froneri International Ltd., 1st Lien Term Loan                                                                                | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2352562.37     | 0.01%             | 2031-09-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Rubix Group Finco Ltd.                                                       | Rubix Group Finco Ltd., 1st Lien Term Loan B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4742449.09     | 0.01%             | 2028-09-29      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                        | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      11059000 | PA      | $11258813.46    | 0.02%             | 2035-06-05      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                                           | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                                                      | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |        898717 | PA      | $900963.82      | 0.00%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                                            | Summit Issuer LLC, Series 2025-1A, Class A2                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      14366000 | PA      | $14397046.36    | 0.03%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District, Series 2016                                                                    | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2555000 | PA      | $2309350.80     | 0.01%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                         | Alpha Generation LLC, 1st Lien Term Loan B                                                                                    | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |        497481 | PA      | $498774.56      | 0.00%             | 2031-09-30      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                            | Nobian Finance BV, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       3928231 | PA      | $4454234.54     | 0.01%             | 2029-07-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        800000 | PA      | $798712.58      | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       2267000 | PA      | $2338444.51     | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       2260000 | PA      | $2357080.56     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       6623000 | PA      | $6803642.39     | 0.02%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       6305000 | PA      | $6351196.74     | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       1912000 | PA      | $1857467.08     | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        785000 | PA      | $806835.99      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        622000 | PA      | $622858.36      | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                                                     | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        998000 | PA      | $979803.89      | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                        | Belron Uk Finance Plc, 1st Lien Term Loan                                                                                     | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      12676506 | PA      | $14998583.40    | 0.03%             | 2031-10-16      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                          | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        684000 | PA      | $703237.50      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                          | Suzano Austria GmbH                                                                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |        694000 | PA      | $694006.94      | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                                                           | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       1201000 | PA      | $1290127.78     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      10680000 | PA      | $10962389.35    | 0.02%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                                         | Symphony CLO 30 Ltd., Series 2023-30A, Class B1R                                                                              | CUSIP: 87169BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       1750000 | PA      | $1754992.05     | 0.00%             | 2037-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 39 Ltd.                                                         | Symphony CLO 39 Ltd., Series 2023-39A, Class AR                                                                               | CUSIP: 87169TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       1500000 | PA      | $1506070.50     | 0.00%             | 2038-01-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                                                         | Symphony CLO 36 Ltd., Series 2025-52A, Class BR                                                                               | CUSIP: 87170MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       1500000 | PA      | $1500000.00     | 0.00%             | 2036-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                                         | Symphony CLO 46 Ltd., Series 2024-46A, Class A2                                                                               | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       2850000 | PA      | $2856576.38     | 0.01%             | 2038-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                                         | Symphony CLO 46 Ltd., Series 2024-46A, Class B2                                                                               | CUSIP: 87170WAN0<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |       4670000 | PA      | $4583869.32     | 0.01%             | 2038-01-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd.                                                       | Symphony CLO XXVI Ltd., Series 2021-26A, Class AR                                                                             | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1036635 | PA      | $1037294.20     | 0.00%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                             | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                                                                    | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | KY        |      11500000 | PA      | $11549323.50    | 0.03%             | 2038-01-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 41 Ltd.                                                         | Symphony CLO 41 Ltd., Series 2024-41A, Class C                                                                                | CUSIP: 871971AG2<br>LEI: 254900CYVR9C4WFQB631 | Long             | ABS-CBDO         | CORP              | KY        |        750000 | PA      | $752960.18      | 0.00%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                                         | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                                                               | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |       2100000 | PA      | $2107805.70     | 0.00%             | 2038-01-05      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                                         | Symphony CLO 40 Ltd., Series 2023-40A, Class D1R                                                                              | CUSIP: 871989AV1<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |       1840000 | PA      | $1844439.92     | 0.00%             | 2038-01-05      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                                | TCO Commercial Mortgage Trust, Series 2024-DPM, Class D                                                                       | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1101000 | PA      | $1102374.93     | 0.00%             | 2039-12-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                                 | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                                                      | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5010558.00     | 0.01%             | 2038-01-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| THPT Mortgage Trust                                                          | THPT Mortgage Trust, Series 2023-THL, Class A                                                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4267205 | PA      | $4320476.43     | 0.01%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                              | MIC Trust (The), Series 2023-MIC, Class A                                                                                     | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6126000 | PA      | $6627444.34     | 0.01%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                                           | TKC Holdings, Inc.                                                                                                            | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        734000 | PA      | $741155.77      | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        200000 | PA      | $191990.07      | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                       | TRI Pointe Homes, Inc.                                                                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        247797 | NS      | $7798171.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRK Trust                                                                    | TRK Trust, Series 2021-INV2, Class B1                                                                                         | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6120000 | PA      | $5126707.48     | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TIAA CLO I Ltd.                                                              | TIAA CLO I Ltd., Series 2016-1A, Class DR                                                                                     | CUSIP: 87271LAQ5<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1504614.15     | 0.00%             | 2031-07-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                                                         | Symphony CLO 36 Ltd., Series 2025-52A, Class A                                                                                | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |          6136 | PA      | $6136.03        | 0.00%             | 2031-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                                                         | Symphony CLO 36 Ltd., Series 2025-52A, Class B                                                                                | CUSIP: 87272HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |        750000 | PA      | $750073.28      | 0.00%             | 2031-01-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TYSN Mortgage Trust                                                          | TYSN Mortgage Trust, Series 2023-CRNR, Class A                                                                                | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4360000 | PA      | $4589793.80     | 0.01%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                        | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20173000 | PA      | $20059863.76    | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                     | CACI International, Inc., 1st Lien Term Loan B                                                                                | CUSIP: 12718FAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990000 | PA      | $990207.90      | 0.00%             | 2031-10-30      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                          | Take-Two Interactive Software, Inc.                                                                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |          1876 | NS      | $480312.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Speedster Bidco GmbH                                                         | Speedster Bidco GmbH, Facility 1st Lien Term Loan B                                                                           | CUSIP: D8000HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |        900481 | PA      | $900705.78      | 0.00%             | 2031-11-13      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      14444000 | PA      | $15292646.53    | 0.03%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       1268000 | PA      | $1311225.68     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        745000 | PA      | $745401.56      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       3844000 | PA      | $3875085.97     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        587000 | PA      | $584255.01      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        437000 | PA      | $451667.03      | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                                                  | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |        635000 | PA      | $634984.51      | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Ltd.                                                            | Market Bidco Ltd., Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       6650000 | PA      | $7736929.20     | 0.02%             | 2030-11-04      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Tampa Bay Water                                                              | Tampa Bay Water, Series 2024A                                                                                                 | CUSIP: 875124HX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      11230000 | PA      | $11916882.95    | 0.03%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                               | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                                                               | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         34568 | PA      | $34665.04       | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                               | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                                            | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        436505 | PA      | $437731.71      | 0.00%             | 2031-11-19      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                        | Clover Holdings 2 LLC, 1st Lien Term Loan                                                                                     | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1239398 | PA      | $1238233.40     | 0.00%             | 2031-12-09      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                       | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |        982575 | PA      | $987370.01      | 0.00%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                                                                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       1039181 | PA      | $1042610.53     | 0.00%             | 2031-10-31      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                                                                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |        395362 | PA      | $396667.02      | 0.00%             | 2031-10-31      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                                | Charter Next Generation, Inc., 1st Lien Term Loan                                                                             | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1244459 | PA      | $1246225.69     | 0.00%             | 2030-11-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                   | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                                                                | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |        975150 | PA      | $966617.44      | 0.00%             | 2031-11-26      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                                                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |          2633 | NS      | $485788.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                                                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Short            | DBT              | CORP              | US        |       -300000 | PA      | $-304864.53     | -0.00%            | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                                   | Quimper AB, Facility 1st Lien Term Loan B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       3500000 | PA      | $4157170.11     | 0.01%             | 2030-03-29      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                            | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        469000 | PA      | $477373.50      | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                            | Taylor Morrison Communities, Inc.                                                                                             | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |        212000 | PA      | $218125.10      | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stage Entertainment BV                                                       | Stage Entertainment BV, Facility 1st Lien Term Loan B3                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       2707831 | PA      | $3089417.34     | 0.01%             | 2029-06-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                  | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       1013000 | PA      | $1004079.71     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                                  | TEGNA, Inc.                                                                                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |       2267000 | PA      | $2243695.92     | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                         | Telecom Argentina SA                                                                                                          | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       8300683 | PA      | $8673383.67     | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                    | Telecom Italia Capital SA                                                                                                     | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       2732000 | PA      | $3026282.22     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                               | Teleflex, Inc.                                                                                                                | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       1630000 | PA      | $1627518.36     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                                               | Teleflex, Inc.                                                                                                                | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       2375000 | PA      | $2338488.18     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                      | Telefonica Emisiones SA                                                                                                       | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Short            | DBT              | CORP              | ES        |       -400000 | PA      | $-363410.03     | -0.00%            | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                  | Telefonica Moviles Chile SA                                                                                                   | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |       4443000 | PA      | $2552547.93     | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                  | TELUS Corp.                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |       2027000 | PA      | $2068437.96     | 0.00%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                  | TELUS Corp.                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $936882.00      | 0.00%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                  | TELUS Corp.                                                                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      16777000 | PA      | $16804834.55    | 0.04%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                  | TELUS Corp.                                                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      22340000 | PA      | $22318159.75    | 0.05%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Temple College                                                               | Temple College, Series 2021                                                                                                   | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       6035000 | PA      | $4625068.30     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNZ NZ Finco Ltd.                                                            | FNZ NZ Finco Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 30339HAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |      13000000 | PA      | $14106296.75    | 0.03%             | 2031-11-05      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| Somnigroup International, Inc.                                               | Somnigroup International, Inc.                                                                                                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |        118000 | PA      | $114965.49      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                        | Tencent Holdings Ltd.                                                                                                         | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |          3702 | NS      | $283388.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       1495000 | PA      | $1498343.73     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       5196000 | PA      | $5205650.95     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       5184000 | PA      | $5106577.84     | 0.01%             | 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        |       4904000 | PA      | $5018230.88     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |        364000 | PA      | $378745.28      | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |         24000 | PA      | $24710.26       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                                | Tenneco, Inc.                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       7064000 | PA      | $7086603.81     | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                      | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                                                                | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       1049183 | PA      | $1054429.30     | 0.00%             | 2029-10-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                     | Project Alpha Intermediate Holding, Inc., 1st Lien Term Loan                                                                  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        953528 | PA      | $951421.10      | 0.00%             | 2030-10-28      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                         | Tennessee Housing Development Agency, Series 2018-3                                                                           | CUSIP: 880461VX3<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |        765000 | PA      | $741339.09      | 0.00%             | 2043-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Tennessee Housing Development Agency                                         | Tennessee Housing Development Agency, Series 2018-3                                                                           | CUSIP: 880461VY1<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |        615000 | PA      | $561074.52      | 0.00%             | 2049-01-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                   | Tennessee Valley Authority                                                                                                    | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      33500000 | PA      | $33144259.15    | 0.07%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       1385000 | PA      | $1380288.92     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                                                                   | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |        717000 | PA      | $735606.87      | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                                       | Cengage Learning, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |        746250 | PA      | $748764.88      | 0.00%             | 2031-03-24      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                       | OCS Group Holding Ltd., Facility 1st Lien Term Loan B1                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2285714 | PA      | $3077176.90     | 0.01%             | 2031-11-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group                                                        | Betclic Everest Group, Facility 1st Lien Term Loan B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2950000 | PA      | $3493916.02     | 0.01%             | 2031-12-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Terrell Independent School District                                          | Terrell Independent School District, Series 2025                                                                              | CUSIP: 881405NY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       7935000 | PA      | $8484686.81     | 0.02%             | 2050-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                        | Terwin Mortgage Trust TMTS, Series 2005-10HE, Class M5                                                                        | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        713930 | PA      | $666510.28      | 0.00%             | 2036-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                    | WEX, Inc., 1st Lien Term Loan B2                                                                                              | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |        957875 | PA      | $959819.49      | 0.00%             | 2028-04-03      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       5315000 | PA      | $5245240.63     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       2002000 | PA      | $1996995.00     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                                                                | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       1647000 | PA      | $1808620.11     | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                                                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       1203287 | PA      | $1204490.38     | 0.00%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Grinding Media, Inc.                                                         | Grinding Media, Inc., 1st Lien Term Loan B                                                                                    | CUSIP: 39854KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        977423 | PA      | $977423.47      | 0.00%             | 2028-10-12      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| Texas A&M University                                                         | Texas A&M University, Series 2017B                                                                                            | CUSIP: 88213AKE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5965000 | PA      | $5907106.10     | 0.01%             | 2027-05-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                               | Texas Capital Bancshares, Inc.                                                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      15257000 | PA      | $15075037.39    | 0.03%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc., 1st Lien Term Loan B1                                                                                       | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2541000 | PA      | $2236080.01     | 0.00%             | 2029-11-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Trade Desk, Inc. (The)                                                       | Trade Desk, Inc. (The), Class A                                                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |         11669 | NS      | $442955.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innio North America Holding, Inc.                                            | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                                                              | CUSIP: A2838LAG1<br>LEI: 549300R5GWIY8X0FZE07 | Long             | LON              | CORP              | US        |        654027 | PA      | $656590.97      | 0.00%             | 2028-11-02      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        986303 | PA      | $987466.93      | 0.00%             | 2029-11-09      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                      | Phoenix Guarantor, Inc., 1st Lien Term Loan B5                                                                                | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982562 | PA      | $986640.13      | 0.00%             | 2031-02-21      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                     | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                                                                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |       1323183 | PA      | $1325604.36     | 0.00%             | 2028-07-31      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                              | Goat Holdco LLC, 1st Lien Term Loan B                                                                                         | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5443889 | PA      | $5452980.18     | 0.01%             | 2032-01-27      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH                                                     | Innio Group Holding GmbH, Facility 1st Lien Term Loan B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AT        |       3000000 | PA      | $3559657.29     | 0.01%             | 2028-11-02      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                          | Thornburg Mortgage Securities Trust, Series 2006-3, Class A1                                                                  | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2650948 | PA      | $1523527.66     | 0.00%             | 2046-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                      | CRC Insurance Group LLC, 1st Lien Term Loan B                                                                                 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1022653 | PA      | $1023082.74     | 0.00%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                                  | Indicor LLC, 1st Lien Term Loan D                                                                                             | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1816241 | PA      | $1825939.33     | 0.00%             | 2029-11-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                 | MH Sub I LLC, 1st Lien Term Loan                                                                                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |        592969 | PA      | $505784.97      | 0.00%             | 2031-12-31      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                                          | Allspring Buyer LLC, 1st Lien Term Loan                                                                                       | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        982405 | PA      | $987012.53      | 0.00%             | 2030-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                              | Whatabrands LLC, 1st Lien Term Loan B                                                                                         | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |        370327 | PA      | $371200.53      | 0.00%             | 2028-08-03      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                           | Tronox Finance LLC, 1st Lien Term Loan B2                                                                                     | CUSIP: 89705DAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        992500 | PA      | $807230.03      | 0.00%             | 2029-04-04      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                  | 3R Lux SARL                                                                                                                   | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       3826000 | PA      | $3943190.38     | 0.01%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                              | 3650R Commercial Mortgage Trust, Series 2022-PF2, Class A5                                                                    | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2100000 | PA      | $2148209.70     | 0.00%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                         | Flutter Financing BV, 1st Lien Term Loan B                                                                                    | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |        931000 | PA      | $929445.23      | 0.00%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                                         | Sparta US HoldCo LLC, 1st Lien Term Loan                                                                                      | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1496114 | PA      | $1482394.62     | 0.00%             | 2030-08-02      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                              | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                                                                        | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        975119 | PA      | $975733.17      | 0.00%             | 2028-12-21      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                            | INEOS Finance plc, 1st Lien Term Loan                                                                                         | CUSIP: G4768PAT8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       2000000 | PA      | $1922039.60     | 0.00%             | 2031-02-07      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                    | USI, Inc., 1st Lien Term Loan                                                                                                 | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1280275 | PA      | $1282054.85     | 0.00%             | 2030-09-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                  | Skopima Consilio Parent LLC, 1st Lien Term Loan                                                                               | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        494996 | PA      | $450188.55      | 0.00%             | 2028-05-12      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                                                    | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                                                              | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1476324 | PA      | $1474478.41     | 0.00%             | 2031-07-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc.                                                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      15363000 | PA      | $15564069.71    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                   | CVR CHC LP, 1st Lien Term Loan                                                                                                | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7263554 | PA      | $7269582.60     | 0.02%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp., 1st Lien Term Loan B6                                                                         | CUSIP: 68163YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7336560 | PA      | $7265689.16     | 0.02%             | 2031-06-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                  | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                               | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        990131 | PA      | $990922.71      | 0.00%             | 2031-06-02      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                               | Core & Main LP, 1st Lien Term Loan E                                                                                          | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |        754618 | PA      | $754617.60      | 0.00%             | 2031-02-10      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                | Organon & Co., 1st Lien Term Loan                                                                                             | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |        617000 | PA      | $592937.00      | 0.00%             | 2031-05-19      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp., 1st Lien Term Loan B1                                                                                           | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      11909774 | PA      | $10953300.39    | 0.02%             | 2029-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp.                                           | Tobacco Settlement Financing Corp., Series 2007A-1                                                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       9325000 | PA      | $7439505.52     | 0.02%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Toll Brothers, Inc.                                                          | Toll Brothers, Inc.                                                                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         40191 | NS      | $5434627.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Trust                                                        | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                                | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |       1634000 | PA      | $1641714.77     | 0.00%             | 2031-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                                              | Derby Buyer LLC, 1st Lien Term Loan                                                                                           | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1010652 | PA      | $1013067.93     | 0.00%             | 2030-11-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Short            | DBT              | CORP              | CA        |      -1300000 | PA      | $-1292597.59    | -0.00%            | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                                           | Toucan FinCo. Ltd.                                                                                                            | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      16623000 | PA      | $16599835.85    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                           | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6031525 | PA      | $6034721.24     | 0.01%             | 2031-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                           | Tractor Supply Co.                                                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |          8427 | NS      | $421434.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp.                                                    | Toyota Motor Credit Corp.                                                                                                     | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |        900000 | PA      | $912516.92      | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP, 1st Lien Term Loan                                                                                         | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |       6982500 | PA      | $7008684.38     | 0.02%             | 2032-01-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                         | Hunter Douglas, Inc., 1st Lien Term Loan B1                                                                                   | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1343049 | PA      | $1348085.41     | 0.00%             | 2032-01-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP, 1st Lien Term Loan                                                                                         | CUSIP: C8000CAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4650000 | PA      | $5514353.94     | 0.01%             | 2032-01-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Applegreen Ltd.                                                              | Applegreen Ltd., Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |       1278481 | PA      | $1511110.08     | 0.00%             | 2032-01-26      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sector Alarm Holding A/S                                                     | Sector Alarm Holding A/S, Facility 1st Lien Term Loan B3                                                                      | CUSIP: R7722AAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |       1534578 | PA      | $1817989.79     | 0.00%             | 2029-06-14      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Solina Group Services                                                        | Solina Group Services, Facility 1st Lien Term Loan 8                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3000000 | PA      | $3561208.56     | 0.01%             | 2028-07-31      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                            | Transcanada Trust, Series 16-A                                                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      21822000 | PA      | $21848710.13    | 0.05%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                     | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                                                               | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |        615792 | PA      | $616179.61      | 0.00%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3438000 | PA      | $3415207.09     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3753000 | PA      | $3819112.59     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        193000 | PA      | $202837.21      | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       1908000 | PA      | $1967661.16     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      12042000 | PA      | $12528725.60    | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       1443000 | PA      | $1476867.21     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       5503000 | PA      | $5646776.88     | 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        |        155000 | PA      | $160840.56      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                 | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                                              | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |        996804 | PA      | $993693.65      | 0.00%             | 2032-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                                           | NJJ Continental SA, Facility 1st Lien Term Loan B3                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       5923404 | PA      | $6995572.63     | 0.02%             | 2032-01-26      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                      | J&J Ventures Gaming LLC, 1st Lien Term Loan                                                                                   | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7770514 | PA      | $7706173.95     | 0.02%             | 2030-04-26      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Claudius Finance Parent SARL                                                 | Claudius Finance Parent SARL, 1st Lien Term Loan B4                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2500000 | PA      | $2945668.18     | 0.01%             | 2028-07-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       3356000 | PA      | $3505009.79     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       6349000 | PA      | $6398865.05     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                       | HUB International Ltd., 1st Lien Term Loan                                                                                    | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        844690 | PA      | $848693.44      | 0.00%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                              | Transocean Titan Financing Ltd.                                                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       6043095 | PA      | $6171704.40     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                      | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                                                   | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5079817 | PA      | $5096072.74     | 0.01%             | 2028-05-04      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                          | Boels Topholding BV, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       2000000 | PA      | $2366571.20     | 0.01%             | 2031-05-23      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment                                                        | Banijay Entertainment SAS, 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2372446.75     | 0.01%             | 2028-03-01      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AVIV Group GmbH                                                              | AVIV Group GmbH, 1st Lien Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       2866242 | PA      | $3388517.00     | 0.01%             | 2032-04-23      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Ramsay Generale De Sante SA                                                  | Ramsay Generale De Sante SA, Facility 1st Lien Term Loan B5                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       1500000 | PA      | $1763716.65     | 0.00%             | 2031-08-13      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                    | CUSIP: 05988HAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4535538 | PA      | $5351004.82     | 0.01%             | 2031-07-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                          | Ascend Learning LLC, 1st Lien Term Loan                                                                                       | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        989897 | PA      | $992194.01      | 0.00%             | 2028-12-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                      | OneDigital Borrower LLC, 1st Lien Term Loan                                                                                   | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        985000 | PA      | $986250.95      | 0.00%             | 2031-07-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IX Ltd.                                                         | Trestles CLO IX Ltd., Series 2025-9A, Class A1                                                                                | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |       4170000 | PA      | $4179385.42     | 0.01%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Delta Topco, Inc.                                                            | Delta Topco, Inc., 1st Lien Term Loan                                                                                         | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987513 | PA      | $981715.90      | 0.00%             | 2029-11-30      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc., 1st Lien Term Loan                                                                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |       1419607 | PA      | $1414795.02     | 0.00%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                                                         | Trestles CLO IV Ltd., Series 2021-4A, Class AR1                                                                               | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |       1970000 | PA      | $1975039.46     | 0.00%             | 2038-10-30      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VII Ltd.                                                        | Trestles CLO VII Ltd., Series 2024-7A, Class A1                                                                               | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |      14000000 | PA      | $14049558.60    | 0.03%             | 2037-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                       | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                                                              | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |      11510000 | PA      | $11522603.45    | 0.03%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                       | Trestles CLO VIII Ltd., Series 2025-8A, Class E                                                                               | CUSIP: 89533EAA6<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |       1000000 | PA      | $1006845.40     | 0.00%             | 2035-06-11      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Aenova Holding GmbH                                                          | Aenova Holding GmbH, Facility 1st Lien Term Loan B1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       2000000 | PA      | $2374397.58     | 0.01%             | 2031-08-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                  | Kaman Corp., 1st Lien Term Loan                                                                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       8738790 | PA      | $8768152.23     | 0.02%             | 2032-02-26      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                                           | Pitney Bowes, Inc., 1st Lien Term Loan B                                                                                      | CUSIP: 72448FAW5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       6186350 | PA      | $6139952.38     | 0.01%             | 2032-03-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                                  | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                                                  | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |        828160 | PA      | $830942.29      | 0.00%             | 2032-02-26      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                                               | Genuine Financial Holdings LLC, 1st Lien Term Loan                                                                            | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        962452 | PA      | $807256.67      | 0.00%             | 2030-09-27      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                                                                | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1009881 | PA      | $1012769.48     | 0.00%             | 2032-02-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                                         | CNT Holdings I Corp., 1st Lien Term Loan                                                                                      | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1439957 | PA      | $1442736.52     | 0.00%             | 2032-11-08      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                                        | Jack Ohio Finance LLC, 1st Lien Term Loan                                                                                     | CUSIP: 46647KAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5963932 | PA      | $5929639.89     | 0.01%             | 2032-01-28      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Schoen Klinik SE                                                             | Schoen Klinik SE, Facility 1st Lien Term Loan B2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       2777778 | PA      | $3291637.53     | 0.01%             | 2031-01-13      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                                   | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      34750000 | PA      | $34875273.75    | 0.08%             | 2038-01-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXXIII Ltd.                                                     | Trinitas CLO XXXIII Ltd., Series 2025-33A, Class E                                                                            | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1509659.40     | 0.00%             | 2038-07-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Triaxx Prime CDO Ltd.                                                        | Triaxx Prime CDO Ltd., Series 2006-1A, Class A2                                                                               | CUSIP: 896005AB1<br>LEI: 549300ONT38CX63OJ636 | Long             | ABS-CBDO         | CORP              | KY        |      52840000 | PA      | $5284.00        | 0.00%             | 2039-03-03      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Triaxx Prime CDO Ltd.                                                        | Triaxx Prime CDO Ltd., Series 2006-1A, Class B                                                                                | CUSIP: 896005AC9<br>LEI: 549300ONT38CX63OJ636 | Long             | ABS-CBDO         | CORP              | KY        |      12800000 | PA      | $1216.00        | 0.00%             | 2039-03-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                         | Triborough Bridge & Tunnel Authority, Series 2022D-2                                                                          | CUSIP: 89602HEN3<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |       7175000 | PA      | $7545553.59     | 0.02%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                         | Triborough Bridge & Tunnel Authority, Series 2025A-1                                                                          | CUSIP: 89602RNL5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |       5775000 | PA      | $6280162.35     | 0.01%             | 2053-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                 | Focus Financial Partners LLC, 1st Lien Term Loan B                                                                            | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |       1178579 | PA      | $1180252.48     | 0.00%             | 2031-09-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2022-1A, Class AR                                                                                  | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |      39410223 | PA      | $39548568.65    | 0.09%             | 2037-10-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2022-1A, Class D1R                                                                                 | CUSIP: 89623VAS0<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2015137.00     | 0.00%             | 2037-10-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                           | Trimaran CAVU Ltd., Series 2021-1A, Class D2R                                                                                 | CUSIP: 89624NAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3375000 | PA      | $3374231.85     | 0.01%             | 2037-07-23      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2021-2A, Class D1                                                                                  | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1550000 | PA      | $1551826.68     | 0.00%             | 2034-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                           | Trimaran CAVU Ltd., Series 2021-2A, Class D2                                                                                  | CUSIP: 89624UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3000000 | PA      | $3012157.80     | 0.01%             | 2034-10-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2022-2A, Class AR                                                                                  | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |       5000000 | PA      | $5007599.50     | 0.01%             | 2038-03-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                           | Trimaran CAVU Ltd., Series 2024-1A, Class E                                                                                   | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2035630.60     | 0.00%             | 2038-01-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                | Republic of Trinidad & Tobago                                                                                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       1422000 | PA      | $1431954.00     | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                                                                  | CUSIP: N9000DAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        912596 | PA      | $915233.78      | 0.00%             | 2032-02-16      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXV Ltd.                                                        | Trinitas CLO XXV Ltd., Series 2023-25A, Class CR                                                                              | CUSIP: 89640BAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       2000000 | PA      | $2000000.00     | 0.00%             | 2039-01-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXVIII Ltd.                                                     | Trinitas CLO XXVIII Ltd., Series 2024-28A, Class D                                                                            | CUSIP: 89640FAN5<br>LEI: 254900DPIAGU6GHOTB83 | Long             | ABS-CBDO         | CORP              | KY        |       1250000 | PA      | $1273641.00     | 0.00%             | 2037-04-25      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                      | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |       3260000 | PA      | $3262299.93     | 0.01%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO IV Ltd.                                                         | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                              | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |        430128 | PA      | $430240.96      | 0.00%             | 2031-10-18      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                                                        | Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2                                                                            | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |       1499080 | PA      | $1499099.53     | 0.00%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                        | Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R2                                                                            | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       7000000 | PA      | $6996918.60     | 0.02%             | 2034-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXXII Ltd.                                                      | Trinitas CLO XXXII Ltd., Series 2025-32A, Class A1                                                                            | CUSIP: 89642NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8270000 | PA      | $8295068.02     | 0.02%             | 2038-07-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIII Ltd.                                                      | Trinitas CLO XXIII Ltd., Series 2023-23A, Class A1R                                                                           | CUSIP: 89642TAL7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |       3750000 | PA      | $3758780.25     | 0.01%             | 2038-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIV Ltd.                                                       | Trinitas CLO XXIV Ltd., Series 2024-24A, Class E                                                                              | CUSIP: 89643AAA1<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |       5000000 | PA      | $5075309.00     | 0.01%             | 2037-04-25      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                                        | Trinitas CLO XXX Ltd., Series 2024-30A, Class E                                                                               | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1538041.50     | 0.00%             | 2037-10-23      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                                        | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15605040 | PA      | $15560721.69    | 0.03%             | 2031-02-17      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                                                  | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       7192000 | PA      | $7803581.00     | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRK Trust                                                                    | TRK Trust, Series 2021-INV1, Class B1                                                                                         | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1876000 | PA      | $1534433.30     | 0.00%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                                                 | Inspired Finco Holdings Ltd., 1st Lien Term Loan B6                                                                           | CUSIP: G4800AAF1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       4000000 | PA      | $4725150.14     | 0.01%             | 2031-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                                                    | United Petfood Finance BV, 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |       3415730 | PA      | $4041422.08     | 0.01%             | 2032-02-26      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                 | Tronox, Inc.                                                                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       5375000 | PA      | $3762803.58     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Leased & Tenanted Pubs 1 Ltd.                                                | Leased & Tenanted Pubs 1 Ltd., 2nd Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4798385 | PA      | $6338623.29     | 0.01%             | 2029-10-31      | Variable      | 9.38%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                                       | Arsenal AIC Parent LLC, 1st Lien Term Loan B                                                                                  | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        843241 | PA      | $844295.06      | 0.00%             | 2030-08-19      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                           | Primo Brands Corp., 1st Lien Term Loan                                                                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |        493692 | PA      | $494887.02      | 0.00%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                      | Savor Acquisition, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        868103 | PA      | $870994.23      | 0.00%             | 2032-02-19      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                      | Savor Acquisition, Inc., Delayed Draw 1st Lien Term Loan                                                                      | CUSIP: 80536AAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         82102 | PA      | $82375.20       | 0.00%             | 2032-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP, 1st Lien Term Loan                                                                                       | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |        282862 | PA      | $283040.70      | 0.00%             | 2030-02-06      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                         | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      17153875 | PA      | $17181585.05    | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                                             | GFL Environmental Services, Inc., 1st Lien Term Loan                                                                          | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        403988 | PA      | $405199.46      | 0.00%             | 2032-03-03      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401                                                                                                                    | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |        488000 | PA      | $480680.00      | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401                                                                                                                    | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |        592000 | PA      | $654426.40      | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401                                                                                                                    | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |        681000 | PA      | $710378.34      | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Tackle SARL                                                                  | Tackle SARL, Facility 1st Lien Term Loan B2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       1961749 | PA      | $2307890.77     | 0.01%             | 2028-05-22      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC, 1st Lien Term Loan                                                                              | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         52874 | PA      | $52900.88       | 0.00%             | 2030-12-31      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Barentz International BV                                                     | Barentz International BV, Facility 1st Lien Term Loan B3                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |        496259 | PA      | $486438.39      | 0.00%             | 2031-03-03      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC, 1st Lien Term Loan                                                                              | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        438298 | PA      | $411088.39      | 0.00%             | 2030-12-31      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                      | X Corp., 1st Lien Term Loan B                                                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2929669 | PA      | $2875265.06     | 0.01%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                               | Dayforce, Inc., 1st Lien Term Loan B                                                                                          | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        257098 | PA      | $256776.68      | 0.00%             | 2031-03-01      | Variable      | 5.84%                 | No            |                  3 | On Loan: No      |
| Tecta America Corp.                                                          | Tecta America Corp., 1st Lien Term Loan                                                                                       | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        478800 | PA      | $480178.94      | 0.00%             | 2032-02-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Aurium CLO IV DAC                                                            | Aurium CLO IV DAC, Series 4X, Class AR                                                                                        | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |       1462178 | PA      | $1717676.35     | 0.00%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                             | Pierpont BTL plc, Series 2021-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 635400BETYQC2GECM352       | Long             | ABS-MBS          | CORP              | GB        |       1728000 | PA      | $2331121.01     | 0.01%             | 2053-12-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                             | Turkcell Iletisim Hizmetleri A/S                                                                                              | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |        635000 | PA      | $673430.20      | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                    | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       6067000 | PA      | $6190220.77     | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        733000 | PA      | $865123.25      | 0.00%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        590000 | PA      | $674243.15      | 0.00%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        200000 | PA      | $216822.00      | 0.00%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       1296000 | PA      | $1372464.00     | 0.00%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |        565000 | PA      | $581950.00      | 0.00%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                          | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B3                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       6528192 | PA      | $7687121.67     | 0.02%             | 2029-12-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel SAS                                                        | Financiere Mendel SAS, 1st Lien Term Loan B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       1000000 | PA      | $1184625.10     | 0.00%             | 2030-11-08      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                      | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       7804167 | PA      | $9368642.98     | 0.02%             | 2029-12-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                      | Atos SE, 1st Lien Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      12375183 | PA      | $13103526.86    | 0.03%             | 2030-12-17      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                      | X Corp., 1st Lien Term Loan B3                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4239000 | PA      | $4220814.69     | 0.01%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| MasOrange Holdco Ltd.                                                        | Masorange Holdco Ltd., Facility 1st Lien Term Loan B5                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      27472571 | PA      | $32340005.51    | 0.07%             | 2031-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                            | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                                  | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1031250.00     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                            | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                                  | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1235000 | PA      | $1120762.50     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                            | 1211 Avenue of the Americas Trust, Series 2015-1211, Class E                                                                  | CUSIP: 90117PAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2360000 | PA      | $2124000.00     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                                         | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                                                                   | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1539026 | PA      | $1535178.52     | 0.00%             | 2030-06-28      | Variable      | 5.92%                 | No            |                  3 | On Loan: No      |
| Twilio, Inc.                                                                 | Twilio, Inc.                                                                                                                  | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |        412000 | PA      | $397981.70      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                                      | DK Crown Holdings, Inc., 1st Lien Term Loan B                                                                                 | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        272938 | PA      | $272888.37      | 0.00%             | 2032-03-04      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                        | 245 Park Avenue Trust, Series 2017-245P, Class XA                                                                             | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000000 | PA      | $54050.00       | 0.00%             | 2037-06-05      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                        | 245 Park Avenue Trust, Series 2017-245P, Class D                                                                              | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1062750.70     | 0.00%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 245 Park Avenue Trust                                                        | 245 Park Avenue Trust, Series 2017-245P, Class E                                                                              | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5691000 | PA      | $5446535.13     | 0.01%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                               | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A                                                                     | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2069000 | PA      | $2062214.09     | 0.00%             | 2034-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                               | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class B                                                                     | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1978000 | PA      | $1966207.96     | 0.00%             | 2034-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                               | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                                     | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3660000 | PA      | $3625087.26     | 0.01%             | 2034-09-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                               | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                                                     | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17396902 | PA      | $17189430.03    | 0.04%             | 2034-09-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                               | Edge Finco plc, Facility 1st Lien Term Loan B1                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       5422297 | PA      | $6411090.64     | 0.01%             | 2031-08-22      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                   | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                                                                | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |        495000 | PA      | $489020.40      | 0.00%             | 2030-12-11      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                                            | Nobian Finance BV, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       7263158 | PA      | $8145156.68     | 0.02%             | 2030-07-01      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       6137679 | PA      | $7269117.50     | 0.02%             | 2030-04-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       1833000 | PA      | $1816074.26     | 0.00%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |        200000 | PA      | $201617.51      | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Short            | DBT              | CORP              | CH        |       -900000 | PA      | $-959130.13     | -0.00%            | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      10074000 | PA      | $10230781.66    | 0.02%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       1252000 | PA      | $1277925.16     | 0.00%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                                                        | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |       1618000 | PA      | $1631562.40     | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                                                                 | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |        975279 | PA      | $980809.22      | 0.00%             | 2030-04-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust, Series 2019-C17, Class XA                                                                      | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38869359 | PA      | $1713928.85     | 0.00%             | 2052-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                | UBS Commercial Mortgage Trust, Series 2019-C18, Class XA                                                                      | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65532063 | PA      | $1816902.65     | 0.00%             | 2052-12-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc.                                                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       5085000 | PA      | $5223378.11     | 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        |        220000 | PA      | $218764.52      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |        195000 | PA      | $192389.05      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       4070000 | PA      | $4210325.46     | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                          | Sunrise FinCo. I BV                                                                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       5956000 | PA      | $5673090.00     | 0.01%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                                          | UPG HI Issuer Trust, Series 2025-2, Class A                                                                                   | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7251000 | PA      | $7247894.40     | 0.02%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC                                                                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3669000 | PA      | $3715152.35     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC                                                                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2591000 | PA      | $2586869.38     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       7926170 | PA      | $5924812.08     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2079152 | PA      | $1263084.84     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       6444711 | PA      | $3834603.05     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       7894285 | PA      | $4618156.73     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       1058206 | PA      | $624341.54      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       2782278 | PA      | $1314626.36     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       3341699 | PA      | $1888059.94     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       1959350 | PA      | $1102134.38     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                                                    | ELSAN SAS, Facility 1st Lien Term Loan B6                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2285434.94     | 0.01%             | 2031-06-16      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mosel Bidco SE                                                               | Mosel Bidco SE, 1st Lien Term Loan B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1000000 | PA      | $1184014.00     | 0.00%             | 2030-09-16      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | Peer Holding III BV, Facility 1st Lien Term Loan B4B                                                                          | CUSIP: N6872NAM8<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |        785018 | PA      | $787961.32      | 0.00%             | 2030-10-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                       | CD&R Firefly Bidco plc, Facility 1st Lien Term Loan B10                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      10775000 | PA      | $14614937.26    | 0.03%             | 2029-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Allwyn International AG                                                      | Allwyn International AG, Facility 1st Lien Term Loan B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3500000 | PA      | $4110361.89     | 0.01%             | 2032-03-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Hbx Group International plc                                                  | Hbx Group International plc, Facility 1st Lien Term Loan B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3000000 | PA      | $3507972.00     | 0.01%             | 2032-02-13      | Variable      | 4.39%                 | No            |                  3 | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                                                           | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | DBT              | CORP              | US        |       -700000 | PA      | $-519650.90     | -0.00%            | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                           | United Airlines Pass-Through Trust, Series 2019-2, Class A                                                                    | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1681932 | PA      | $1610851.84     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VeriFone Systems, Inc.                                                       | VeriFone Systems, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 92346NAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      23476016 | PA      | $22184835.29    | 0.05%             | 2028-08-18      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                               | United Airlines Holdings, Inc.                                                                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         66996 | NS      | $7491492.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8900000 | PA      | $8859060.00     | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        703000 | PA      | $719520.50      | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        210000 | PA      | $213150.00      | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        534000 | PA      | $559365.00      | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      17499000 | PA      | $18828924.00    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        586000 | PA      | $612077.00      | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      14396000 | PA      | $14262549.08    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1074000 | PA      | $1060843.50     | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp.                                             | United Nations Development Corp., Series 2025A                                                                                | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       3505000 | PA      | $3740073.34     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                  | United Parcel Service, Inc.                                                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | DBT              | CORP              | US        |      -1000000 | PA      | $-971900.32     | -0.00%            | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       2622000 | PA      | $2500615.43     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       2181000 | PA      | $2181187.57     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        333000 | PA      | $330739.37      | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       2160000 | PA      | $2093857.13     | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                                                            | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       2973000 | PA      | $2789236.49     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     186365000 | PA      | $133476651.83   | 0.30%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -42000000 | PA      | $-34003593.96   | -0.08%            | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000000 | PA      | $36432422.10    | 0.08%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Inflation Linked Bonds                                                                                          | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      35269345 | PA      | $31678296.23    | 0.07%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      11000000 | PA      | $10593945.34    | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     150000000 | PA      | $141480468.00   | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105215400 | PA      | $101347912.32   | 0.22%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Inflation Linked Bonds                                                                                          | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      96627402 | PA      | $91660058.21    | 0.20%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      68347000 | PA      | $67193644.38    | 0.15%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Bonds                                                                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      12274800 | PA      | $11826002.63    | 0.03%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Inflation Linked Notes                                                                                          | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      63150873 | PA      | $64481717.13    | 0.14%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                     | U.S. Treasury Inflation Linked Notes                                                                                          | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      97896484 | PA      | $97634370.34    | 0.22%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       5557000 | PA      | $5517175.20     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                | United Wholesale Mortgage LLC                                                                                                 | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       2325000 | PA      | $2331196.13     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        600000 | PA      | $591576.56      | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       5100000 | PA      | $4398340.93     | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                               | Uniti Group LP                                                                                                                | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6872000 | PA      | $6829750.26     | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                                                    | Unity-Peace Park CLO Ltd., Series 2022-1A, Class D                                                                            | CUSIP: 913318AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       3750000 | PA      | $3750882.38     | 0.01%             | 2035-04-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                   | UNIV Trust, Series 2025-APTS, Class A                                                                                         | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10568000 | PA      | $10581034.57    | 0.02%             | 2042-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                   | UNIV Trust, Series 2025-APTS, Class B                                                                                         | CUSIP: 91336XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2481000 | PA      | $2484087.85     | 0.01%             | 2042-11-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Houston                                                        | University of Houston, Series 2020A                                                                                           | CUSIP: 914302GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       5530000 | PA      | $4426048.31     | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                                                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       2306000 | PA      | $2343924.48     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       1145000 | PA      | $1185847.88     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       6723000 | PA      | $7023040.77     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                                                                | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       2991000 | PA      | $3214765.68     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd.                                                              | Upland CLO Ltd., Series 2016-1A, Class CR                                                                                     | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1999464.20     | 0.00%             | 2031-04-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST4, Class A                                                                      | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6990605 | PA      | $7027524.04     | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                                      | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5640911 | PA      | $5650916.17     | 0.01%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class A                                                                      | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15050475 | PA      | $15043822.96    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B                                                                      | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5725000 | PA      | $5732637.15     | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B                                                                      | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2107000 | PA      | $2115468.45     | 0.00%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                               | Upgrade Master Pass-Thru Trust, Series 2025-ST8, Class D                                                                      | CUSIP: 91535UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7754000 | PA      | $7767236.08     | 0.02%             | 2033-12-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                                                         | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                                  | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19840311 | PA      | $19993551.40    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2018000 | PA      | $2088854.70     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        770000 | PA      | $779232.30      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                     | VF Corp.                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       1209000 | PA      | $1094445.61     | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                               | VF Ukraine PAT                                                                                                                | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      10218065 | PA      | $9860433.14     | 0.02%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |        712000 | PA      | $761825.76      | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VCC Trust                                                                    | VCC Trust, Series 2025-MC1, Class A1                                                                                          | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5953428 | PA      | $5924432.33     | 0.01%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                              | VOC Escrow Ltd.                                                                                                               | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        689000 | PA      | $688973.82      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       5847000 | PA      | $5291261.13     | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                                                                       | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |        457000 | PA      | $462953.70      | 0.00%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                  | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                                               | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |        445000 | PA      | $446272.70      | 0.00%             | 2031-06-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC, 1st Lien Term Loan                                                                                       | CUSIP: 82453JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        369075 | PA      | $370997.88      | 0.00%             | 2032-06-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                           | Vail Resorts, Inc.                                                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       1198000 | PA      | $1217479.48     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                 | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Short            | DBT              | CORP              | BM        |      -9970000 | PA      | $-10373426.08   | -0.02%            | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                 | Valaris Ltd.                                                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       4777000 | PA      | $4970296.53     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                           | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       4284000 | PA      | $4371822.00     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                           | Vale Overseas Ltd.                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |        742000 | PA      | $740367.60      | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                          | Valero Energy Corp.                                                                                                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |          2612 | NS      | $425207.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarkett Participation SASU                                                   | Tarkett Participation SASU, 1st Lien Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2978552 | PA      | $3536028.32     | 0.01%             | 2031-04-21      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                  | Valley Stream Park CLO Ltd., Series 2022-1A, Class ARR                                                                        | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |       9750000 | PA      | $9754288.05     | 0.02%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                  | Valley Stream Park CLO Ltd., Series 2022-1A, Class E1RR                                                                       | CUSIP: 92013BAJ6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      10685000 | PA      | $10576171.14    | 0.02%             | 2037-01-20      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                     | VanEck Semiconductor ETF                                                                                                      | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |         37520 | NS      | $13512077.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ZF Invest                                                                    | ZF Invest, 1st Lien Term Loan B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2362387.04     | 0.01%             | 2031-07-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Vanguard Long-Term Corporate Bond ETF                                        | Vanguard Long-Term Corporate Bond ETF                                                                                         | CUSIP: 92206C813<br>LEI: N/A                  | Long             |  | RF                | US        |        570850 | NS      | $43298972.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Intermediate-Term Corporate Bond ETF                                | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |       1573283 | NS      | $131762451.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      17179000 | PA      | $18107739.69    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       4530000 | PA      | $4865503.13     | 0.01%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       4590000 | PA      | $4721962.50     | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       5141000 | PA      | $5250246.25     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                  | VEGAS Trust, Series 2024-TI, Class A                                                                                          | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1432000 | PA      | $1451374.24     | 0.00%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VEGAS                                                                        | VEGAS, Series 2024-GCS, Class C                                                                                               | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23080000 | PA      | $23226317.97    | 0.05%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                  | VEGAS Trust, Series 2024-GCS, Class D                                                                                         | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32540000 | PA      | $32206595.16    | 0.07%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2018-1, Class M2                                                               | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        290730 | PA      | $279481.91      | 0.00%             | 2048-04-25      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M4                                                               | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1719134 | PA      | $1416559.24     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M6                                                               | CUSIP: 92258DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2183465 | PA      | $1668537.94     | 0.00%             | 2051-12-26      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M3                                                               | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        545820 | PA      | $516544.71      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M4                                                               | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        329313 | PA      | $301906.05      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2022-1, Class M4                                                               | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1136229 | PA      | $968546.25      | 0.00%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M2                                                               | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1686188 | PA      | $1710067.57     | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M3                                                               | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1414944 | PA      | $1440956.69     | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M4                                                               | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1940999 | PA      | $1883962.53     | 0.00%             | 2052-08-25      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M1                                                               | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        705045 | PA      | $573706.02      | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M2                                                               | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        828293 | PA      | $669148.67      | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3                                                               | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        366086 | PA      | $293249.86      | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M4                                                               | CUSIP: 92259LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        565344 | PA      | $444054.12      | 0.00%             | 2050-02-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M5                                                               | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        642550 | PA      | $504555.78      | 0.00%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                                                               | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3472387 | PA      | $3321067.06     | 0.01%             | 2053-01-25      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2023-2, Class A                                                                | CUSIP: 92260AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4068493 | PA      | $4063566.68     | 0.01%             | 2053-05-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M2                                                               | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2956916 | PA      | $2947971.80     | 0.01%             | 2054-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                                                               | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4385909 | PA      | $4398509.11     | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M4                                                               | CUSIP: 92261AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2543614 | PA      | $2567836.55     | 0.01%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-5, Class A                                                                | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7386973 | PA      | $7416677.34     | 0.02%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M2                                                               | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        843043 | PA      | $846609.92      | 0.00%             | 2054-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M3                                                               | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1543394 | PA      | $1550426.09     | 0.00%             | 2054-12-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M4                                                               | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2285076 | PA      | $2309238.94     | 0.01%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-1, Class M2                                                               | CUSIP: 92261CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1057664 | PA      | $1063597.29     | 0.00%             | 2054-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2024-1, Class M3                                                               | CUSIP: 92261CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1039438 | PA      | $1062394.03     | 0.00%             | 2054-01-25      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M3                                                               | CUSIP: 92262JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1811582 | PA      | $1805675.70     | 0.00%             | 2055-09-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-4, Class M5                                                               | CUSIP: 92262JAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1664151 | PA      | $1520773.31     | 0.00%             | 2055-09-25      | Variable      | 10.06%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                                                               | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        821497 | PA      | $823279.24      | 0.00%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M3                                                               | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3538379 | PA      | $3538794.41     | 0.01%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M4                                                               | CUSIP: 92262KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1000000 | PA      | $999493.90      | 0.00%             | 2055-12-25      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-3, Class M3                                                               | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3624192 | PA      | $3691169.58     | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class A                                                               | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19976122 | PA      | $19939623.32    | 0.04%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M1                                                              | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1677298 | PA      | $1672448.62     | 0.00%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M2                                                              | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1873723 | PA      | $1867272.15     | 0.00%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M3                                                              | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3279014 | PA      | $3267611.98     | 0.01%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M4                                                              | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1949302 | PA      | $1941539.93     | 0.00%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-P2, Class M5                                                              | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        710118 | PA      | $647758.88      | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                                                               | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3895013 | PA      | $3949329.31     | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                       | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M4                                                               | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1348475 | PA      | $1365428.49     | 0.00%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       2347000 | PA      | $2535935.85     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       1481000 | PA      | $1621626.10     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        778000 | PA      | $796858.74      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       6375000 | PA      | $6529850.92     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       1306000 | PA      | $1329957.83     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |        582000 | PA      | $545590.78      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       2263000 | PA      | $2059268.65     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       5039000 | PA      | $5101559.89     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture 31 CLO Ltd.                                                          | Venture 31 CLO Ltd., Series 2018-31A, Class A2                                                                                | CUSIP: 92331VAC2<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1499980.50     | 0.00%             | 2031-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       5175000 | PA      | $5241776.08     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6023000 | PA      | $5989427.20     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       1832000 | PA      | $1898825.86     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      10374000 | PA      | $10717093.39    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6753000 | PA      | $6499285.47     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       6997000 | PA      | $5525745.71     | 0.01%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                                    | Verdelite Static CLO Ltd., Series 2024-1A, Class A                                                                            | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       4866418 | PA      | $4867684.41     | 0.01%             | 2032-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                                    | Verdelite Static CLO Ltd., Series 2024-1A, Class B                                                                            | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2000000 | PA      | $2001022.00     | 0.00%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Flexsys Cayman Holdings LP                                                   | Flexsys Cayman Holdings LP, 1st Lien Term Loan                                                                                | CUSIP: G3577PAD6<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       3866056 | PA      | $212633.09      | 0.00%             | 2029-08-01      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, 1st Lien Term Loan B13                                                                                           | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       1418941 | PA      | $1417834.37     | 0.00%             | 2030-09-19      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                        | Viavi Solutions, Inc., 1st Lien Term Loan                                                                                     | CUSIP: 92555BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        565000 | PA      | $567825.00      | 0.00%             | 2032-10-18      | Variable      | 6.39%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-9, Class B1                                                                           | CUSIP: 92490EAL7<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |       1250000 | PA      | $1253488.38     | 0.00%             | 2070-10-27      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-9, Class B2                                                                           | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |        700000 | PA      | $700851.41      | 0.00%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-12, Class A1LC                                                                        | CUSIP: 92490FAE0<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |       7397718 | PA      | $7415386.43     | 0.02%             | 2070-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-12, Class B1                                                                          | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |        734694 | PA      | $736744.84      | 0.00%             | 2070-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2024-7, Class B1                                                                           | CUSIP: 924925AG5<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |       1643000 | PA      | $1655574.04     | 0.00%             | 2069-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-8, Class B1                                                                           | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |       1338462 | PA      | $1340263.03     | 0.00%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-8, Class B2                                                                           | CUSIP: 924930AK6<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |        655555 | PA      | $661034.26      | 0.00%             | 2070-09-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-7, Class B1                                                                           | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |       1850000 | PA      | $1856297.96     | 0.00%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-7, Class B2                                                                           | CUSIP: 924931AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1414000 | PA      | $1419921.97     | 0.00%             | 2070-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                    | Versant Media Group, Inc.                                                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       1912000 | PA      | $1972589.98     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                          | Vertiv Holdings Co., Class A                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |         32786 | NS      | $5311659.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                   | TK Elevator US Newco, Inc.                                                                                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |       4583000 | PA      | $4584077.01     | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2021-8, Class A1                                                                           | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4237877 | PA      | $3931061.30     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2021-6, Class M1                                                                           | CUSIP: 92538MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1567000 | PA      | $1208132.08     | 0.00%             | 2066-10-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2021-6, Class B1                                                                           | CUSIP: 92538MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        540000 | PA      | $435779.62      | 0.00%             | 2066-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2022-3, Class B1                                                                           | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2034000 | PA      | $1608670.87     | 0.00%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2022-1, Class B1                                                                           | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2802000 | PA      | $2233665.30     | 0.00%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2023-2, Class B1                                                                           | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4333000 | PA      | $4335738.02     | 0.01%             | 2068-03-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2021-3, Class B1                                                                           | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3316000 | PA      | $2544104.17     | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-5, Class A1                                                                           | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |       9427446 | PA      | $9502797.47     | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-6, Class A1                                                                           | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21961733 | PA      | $22146152.23    | 0.05%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2025-R1, Class B1                                                                          | CUSIP: 92541AAE0<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |        389000 | PA      | $388170.26      | 0.00%             | 2065-05-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc.                                                                                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       3361000 | PA      | $3356162.51     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global                                                                                                              | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        367000 | PA      | $329165.97      | 0.00%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      11438000 | PA      | $10618862.25    | 0.02%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global                                                                                                              | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | DBT              | CORP              | US        |        -48000 | PA      | $-44562.46      | -0.00%            | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| LSF10 Edilians Investments SARL                                              | LSF10 Edilians Investments SARL, Facility 1st Lien Term Loan B4                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       2000000 | PA      | $2371859.15     | 0.01%             | 2031-03-05      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                          | Bausch + Lomb Corp., 1st Lien Term Loan                                                                                       | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      20322722 | PA      | $20505626.79    | 0.05%             | 2031-01-15      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                         | Mehilainen Yhtiot Oy, Facility 1st Lien Term Loan B7                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |       4505935 | PA      | $5347851.98     | 0.01%             | 2031-08-05      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                      | Albion Financing 3 SARL, 1st Lien Term Loan                                                                                   | CUSIP: 01330EAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       4000000 | PA      | $4752696.83     | 0.01%             | 2031-05-21      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        629000 | PA      | $632645.06      | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       2948000 | PA      | $3156836.32     | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        240000 | PA      | $243711.12      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7445297 | PA      | $7476790.99     | 0.02%             | 2028-08-31      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC, 1st Lien Term Loan B2                                                                            | CUSIP: 07337FAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1428571 | PA      | $1691448.06     | 0.00%             | 2032-09-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Hestiafloor 2                                                                | Hestiafloor 2 SASU, 1st Lien Term Loan B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2352941 | PA      | $2791445.44     | 0.01%             | 2030-02-27      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Talbot Participation SAS                                                     | Talbot Participation SAS, Facility 1st Lien Term Loan B                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2362152.00     | 0.01%             | 2032-07-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Modulaire Group Holdings Ltd.                                                | Modulaire Group Holdings Ltd., Facility 1st Lien Term Loan B3                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2202512.83     | 0.00%             | 2031-07-10      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                    | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      19650000 | PA      | $19875385.50    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                    | Viper Energy Partners LLC                                                                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      18450000 | PA      | $18828778.50    | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       3178000 | PA      | $3130827.71     | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $2962352.64     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                   | Virgin Media Vendor Financing Notes IV DAC                                                                                    | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       2172000 | PA      | $2130983.52     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Small Business Financing Authority                                  | Virginia Small Business Financing Authority, Series 2017                                                                      | CUSIP: 928097AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       2900000 | PA      | $2801577.19     | 0.01%             | 2047-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                  | Visio Trust, Series 2019-2, Class B1                                                                                          | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1825000 | PA      | $1712232.16     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                  | Visio Trust, Series 2020-1, Class M1                                                                                          | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1900000 | PA      | $1859680.67     | 0.00%             | 2055-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                  | Visio Trust, Series 2022-1, Class B1                                                                                          | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4722000 | PA      | $4702090.16     | 0.01%             | 2057-08-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                             | Vista Point Securitization Trust, Series 2020-2, Class B1                                                                     | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1160000 | PA      | $1139067.80     | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                             | Vista Point Securitization Trust, Series 2020-2, Class B2                                                                     | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1100000 | PA      | $1069486.44     | 0.00%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                   | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |       2954000 | PA      | $2811170.20     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                 | Vistra Corp.                                                                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         11197 | NS      | $1806412.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                 | Vistra Corp.                                                                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      20740000 | PA      | $21261449.64    | 0.05%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3380000 | PA      | $3381468.58     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        100000 | PA      | $100230.07      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       1241000 | PA      | $1225418.87     | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3956000 | PA      | $4190104.92     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       7937000 | PA      | $7911528.42     | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                   | VistaJet Malta Finance plc                                                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2150000 | PA      | $2223704.15     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                                   | Vista Energy Argentina SAU                                                                                                    | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       4494000 | PA      | $4595115.00     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                             | Vista Point Securitization Trust, Series 2025-CES3, Class A1                                                                  | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5802063 | PA      | $5809956.56     | 0.01%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                                                            | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       3041000 | PA      | $3221368.95     | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       1786000 | PA      | $1667592.84     | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       1203000 | PA      | $1097147.55     | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       9119000 | PA      | $8418783.91     | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |        225000 | PA      | $234472.50      | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                        | Volcan Cia Minera SAA                                                                                                         | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |        709000 | PA      | $727526.17      | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                      | Volkswagen Group of America Finance LLC                                                                                       | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |        400000 | PA      | $400586.18      | 0.00%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                 | VOLT CVI LLC, Series 2021-NP12, Class A1                                                                                      | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10577023 | PA      | $10590089.63    | 0.02%             | 2051-12-26      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                | VoltaGrid LLC                                                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      14644000 | PA      | $14508480.62    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                                | VTR Commercial Mortgage Trust, Series 2025-STEM, Class A                                                                      | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17487000 | PA      | $17527132.67    | 0.04%             | 2039-10-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                                | VTR Commercial Mortgage Trust, Series 2025-STEM, Class D                                                                      | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3734000 | PA      | $3750522.95     | 0.01%             | 2039-10-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Voyager OPTONE Delaware Trust                                                | Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7                                                                      | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29909337 | PA      | $6491053.02     | 0.01%             | 2038-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2014-4A, Class BR2                                                                                      | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |       1200000 | PA      | $1202959.20     | 0.00%             | 2031-07-14      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2016-1A, Class A1R                                                                                      | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |        539516 | PA      | $539525.30      | 0.00%             | 2031-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2016-1A, Class CR                                                                                       | CUSIP: 92915CAW4<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |       1085000 | PA      | $1087050.87     | 0.00%             | 2031-01-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2013-2A, Class A1R                                                                                      | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        168403 | PA      | $168403.56      | 0.00%             | 2031-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2013-3A, Class A1RR                                                                                     | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |        360601 | PA      | $360760.66      | 0.00%             | 2031-10-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                                                                           | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |        990019 | PA      | $989098.03      | 0.00%             | 2031-06-27      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2018-1A, Class A1                                                                                       | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        153360 | PA      | $153353.12      | 0.00%             | 2031-04-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2019-3A, Class BR                                                                                       | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1300638.30     | 0.00%             | 2032-10-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2024-1A, Class A1                                                                                       | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        250000 | PA      | $250853.35      | 0.00%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                           | Voyager Parent LLC                                                                                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       5010000 | PA      | $5316216.21     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                  | WRKCo, Inc.                                                                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |        100000 | PA      | $99478.19       | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                        | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       1040000 | PA      | $1036790.77     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                        | WR Grace Holdings LLC                                                                                                         | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       2753000 | PA      | $2788154.87     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WBI Operating LLC                                                            | WBI Operating LLC                                                                                                             | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        160000 | PA      | $160964.80      | 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        |       1809000 | PA      | $1802148.41     | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                              | WHARF Commercial Mortgage Trust, Series 2025-DC, Class A                                                                      | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10430000 | PA      | $10717732.41    | 0.02%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                              | WHARF Commercial Mortgage Trust, Series 2025-DC, Class E                                                                      | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6082000 | PA      | $6214935.49     | 0.01%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                | Walmart, Inc.                                                                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         54378 | NS      | $6058252.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITG Communications LLC                                                       | ITG Communications LLC, 1st Lien Term Loan                                                                                    | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22233000 | PA      | $21454845.00    | 0.05%             | 2031-07-09      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Vivalto Sante Investissement                                                 | Vivalto Sante Investissement, 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2370000 | PA      | $2787925.67     | 0.01%             | 2031-07-21      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Trevise Holdings 1                                                           | Trevise Holdings 1 SAS, Facility 1st Lien Term Loan                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       3416667 | PA      | $4066461.32     | 0.01%             | 2029-07-09      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                   | Froneri International Ltd., Facility 1st Lien Term Loan B5                                                                    | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       1627907 | PA      | $1916866.02     | 0.00%             | 2032-09-30      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Elvis UK Holdco Ltd.                                                         | Elvis UK Holdco Ltd., Facility 1st Lien Term Loan B5                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3500000 | PA      | $4145200.69     | 0.01%             | 2031-10-31      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                          | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                                       | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        966668 | PA      | $971801.20      | 0.00%             | 2031-12-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Eagle Bidco Ltd.                                                             | Eagle Bidco Ltd., Facility 1st Lien Term Loan B                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2500000 | PA      | $2964618.28     | 0.01%             | 2032-02-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower LLC                                        | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                                                       | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        847500 | PA      | $851856.15      | 0.00%             | 2030-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                            | Chariot Buyer LLC, 1st Lien Term Loan                                                                                         | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |        609373 | PA      | $610263.17      | 0.00%             | 2032-09-08      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                  | Creative Artists Agency LLC, 1st Lien Term Loan                                                                               | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |        515971 | PA      | $517689.52      | 0.00%             | 2031-10-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                         | Boots Group Finco LP, 1st Lien Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4400000 | PA      | $5224191.77     | 0.01%             | 2032-08-30      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                   | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class A1A                                        | CUSIP: 93362YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        236269 | PA      | $220089.04      | 0.00%             | 2046-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                   | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-HY3, Class 4A1                                        | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         45075 | PA      | $41565.59       | 0.00%             | 2037-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PAX HoldCo Spain SL                                                          | PAX HoldCo Spain SL, Facility 1st Lien Term Loan B4                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       1133333 | PA      | $1334396.90     | 0.00%             | 2029-12-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                   | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A                                         | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5917425 | PA      | $5082875.21     | 0.01%             | 2047-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates Trust                   | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A                                         | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1670998 | PA      | $1415352.67     | 0.00%             | 2047-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition, Inc.                                                     | Summit Acquisition, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        388052 | PA      | $390477.77      | 0.00%             | 2031-10-16      | Variable      | 7.22%                 | No            |                  3 | On Loan: No      |
| Wand NewCo 3, Inc.                                                           | Wand NewCo 3, Inc.                                                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       2185000 | PA      | $2312440.13     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                         | Alterra Mountain Co., 1st Lien Term Loan B8                                                                                   | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        457149 | PA      | $458863.08      | 0.00%             | 2030-05-31      | Variable      | 6.22%                 | No            |                  3 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                                 | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                                                              | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1042515 | PA      | $1044141.09     | 0.00%             | 2031-12-29      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                                            | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                                         | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       8865450 | PA      | $8789739.06     | 0.02%             | 2032-07-26      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                              | Holding Socotec, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2741176 | PA      | $3249102.12     | 0.01%             | 2031-06-02      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                                           | Finastra USA, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 31772YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1995935 | PA      | $2298710.35     | 0.01%             | 2032-09-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                   | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                                                                | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |        693262 | PA      | $698461.97      | 0.00%             | 2032-08-02      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd.                                                       | Boots Group Bidco Ltd., 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       3478261 | PA      | $4723685.83     | 0.01%             | 2032-08-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dorna Sports SL                                                              | Dorna Sports SL, Facility 1st Lien Term Loan B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       1100000 | PA      | $1299480.92     | 0.00%             | 2032-08-11      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                         | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         26030 | PA      | $26094.93       | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                         | Signia Aerospace LLC, 1st Lien Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        528077 | PA      | $529397.63      | 0.00%             | 2031-12-11      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp., 1st Lien Term Loan                                                                            | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        515000 | PA      | $511461.95      | 0.00%             | 2032-11-03      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                 | First Advantage Holdings LLC, 1st Lien Term Loan B3                                                                           | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        967752 | PA      | $956603.21      | 0.00%             | 2031-10-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| American Residential Services LLC                                            | American Residential Services LLC, 1st Lien Term Loan                                                                         | CUSIP: 02927HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        995000 | PA      | $998731.25      | 0.00%             | 2032-02-02      | Variable      | 6.42%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                           | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                                                                     | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |        992513 | PA      | $992820.18      | 0.00%             | 2031-11-17      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                                 | VS Buyer LLC, 1st Lien Term Loan                                                                                              | CUSIP: 91834WAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987370 | PA      | $989838.38      | 0.00%             | 2031-04-14      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                                | CHG Healthcare Services, Inc., 1st Lien Term Loan                                                                             | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |       1279074 | PA      | $1284445.72     | 0.00%             | 2028-09-29      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP, 1st Lien Term Loan                                                                                       | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |        888234 | PA      | $891102.66      | 0.00%             | 2030-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Node AcquiCo GmbH                                                            | Node AcquiCo GmbH, 1st Lien Term Loan B1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       4000000 | PA      | $4723833.92     | 0.01%             | 2032-12-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                                             | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B                                                                        | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |        803624 | PA      | $798102.99      | 0.00%             | 2029-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                             | AlixPartners LLP, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4312576 | PA      | $5098243.82     | 0.01%             | 2032-08-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 6 Ltd.                                                   | Warwick Capital CLO 6 Ltd., Series 2025-6A, Class A1                                                                          | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       8975000 | PA      | $9011985.08     | 0.02%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                   | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                                                                          | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1505085.00     | 0.00%             | 2038-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 7 Ltd.                                                   | Warwick Capital CLO 7 Ltd., Series 2025-7A, Class A1                                                                          | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4750000 | PA      | $4763093.85     | 0.01%             | 2038-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 1 Ltd.                                                   | Warwick Capital CLO 1 Ltd., Series 2023-1A, Class AR                                                                          | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       2510000 | PA      | $2516448.69     | 0.01%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                             | Lummus Technology Holdings V LLC, 1st Lien Term Loan B                                                                        | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        977316 | PA      | $977667.76      | 0.00%             | 2029-12-31      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                      | Hyperion Refinance SARL, 1st Lien Term Loan                                                                                   | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |        990013 | PA      | $991626.25      | 0.00%             | 2031-02-17      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                             | AlixPartners LLP, 1st Lien Term Loan                                                                                          | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |        610251 | PA      | $610897.81      | 0.00%             | 2032-08-12      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                                           | Jump Financial LLC, 1st Lien Term Loan B                                                                                      | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        983571 | PA      | $968817.44      | 0.00%             | 2032-02-26      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |        982600 | PA      | $984545.36      | 0.00%             | 2031-09-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                                           | Atlas Luxco 4 SARL, 1st Lien Term Loan B                                                                                      | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2070672 | PA      | $2447908.86     | 0.01%             | 2032-08-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC, 1st Lien Term Loan                                                                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      13110645 | PA      | $13170298.48    | 0.03%             | 2032-08-20      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                           | Indy US Holdco LLC, 1st Lien Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1648444 | PA      | $1947673.33     | 0.00%             | 2030-10-31      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp., 1st Lien Term Loan B4                                                                                     | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |        996383 | PA      | $1000687.54     | 0.00%             | 2032-08-12      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1                                    | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2253932 | PA      | $2136939.78     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1                                    | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2537096 | PA      | $2243284.17     | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5                                    | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        674381 | PA      | $596367.95      | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A6                                    | CUSIP: 93934FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        567936 | PA      | $428555.83      | 0.00%             | 2035-11-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A9                                    | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        230813 | PA      | $189600.69      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 4CB                                    | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1714862 | PA      | $1390908.50     | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                            | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE4, Class 2A2                                                 | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11924363 | PA      | $3002331.73     | 0.01%             | 2036-09-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                             | Washington Mutual Asset-Backed Certificates Trust, Series 2006-HE5, Class 1A                                                  | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3332692 | PA      | $2569806.09     | 0.01%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT                   | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2007-OA3, Class 5A                                         | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1596989 | PA      | $1411769.32     | 0.00%             | 2047-04-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                            | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A1                                                 | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        507347 | PA      | $158917.15      | 0.00%             | 2036-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed Certificates Trust                            | Washington Mutual Asset-Backed Certificates Trust, Series 2007-HE1, Class 2A2                                                 | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4502990 | PA      | $1416022.25     | 0.00%             | 2036-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A                                   | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4785002 | PA      | $3978034.75     | 0.01%             | 2046-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT                   | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2006-AR10, Class A2A                                       | CUSIP: 93935YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1092707 | PA      | $916955.95      | 0.00%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                         | Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2007-OC2, Class A3                                         | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1514475 | PA      | $1456941.40     | 0.00%             | 2037-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                   | Waystar Technologies, Inc., 1st Lien Term Loan                                                                                | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |        130366 | PA      | $131018.08      | 0.00%             | 2029-10-22      | Variable      | 5.72%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1987868 | PA      | $1989418.69     | 0.00%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                          | State of Washington, Series 2022A                                                                                             | CUSIP: 93974ERU2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      10000000 | PA      | $10844614.00    | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Health Care Facilities Authority                                  | Washington Health Care Facilities Authority, Series 2015A                                                                     | CUSIP: 93978HLL7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |      15260000 | PA      | $14243639.75    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC, 1st Lien Term Loan                                                                                              | CUSIP: 71677HAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1225116 | PA      | $1218610.76     | 0.00%             | 2032-08-18      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                        | ECL Entertainment LLC, 1st Lien Term Loan B                                                                                   | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21752959 | PA      | $21671385.16    | 0.05%             | 2030-08-30      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Bank                                                       | Washington Mutual Bank                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      15753000 | PA      | $1.58           | 0.00%             | 2017-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Bank                                                       | Washington Mutual Bank                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      25126000 | PA      | $2.51           | 0.00%             | 2017-09-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Washington Mutual, Inc.                                                      | Washington Mutual, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      14745000 | PA      | $1.47           | 0.00%             | 2017-10-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Escrow Bonds                                               | Washington Mutual Escrow Bonds                                                                                                | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2631000 | PA      | $0.26           | 0.00%             | 2017-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Escrow Bonds                                               | Washington Mutual Escrow Bonds                                                                                                | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45161000 | PA      | $4.52           | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Stakeholder Midstream LLC                                                    | Stakeholder Midstream LLC, 1st Lien Term Loan                                                                                 | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      22339012 | PA      | $22408933.61    | 0.05%             | 2031-01-02      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                                             | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |        299674 | PA      | $300662.59      | 0.00%             | 2030-12-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Knowlton Development Corp., Inc.                                             | Knowlton Development Corp., Inc, 1st Lien Term Loan                                                                           | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |        857938 | PA      | $843781.98      | 0.00%             | 2028-08-15      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                          | Peninsula Pacific Entertainment LLC, Delayed Draw Facility 1st Lien Term Loan B                                               | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3845475 | PA      | $3855088.34     | 0.01%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Life Time, Inc.                                                              | Life Time, Inc., 1st Lien Term Loan                                                                                           | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |        729497 | PA      | $731780.01      | 0.00%             | 2031-11-05      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                          | Peninsula Pacific Entertainment LLC, Facility 1st Lien Term Loan B                                                            | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      16407359 | PA      | $16448376.94    | 0.04%             | 2032-10-01      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| Icon Parent I, Inc.                                                          | Icon Parent I, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      13930088 | PA      | $13945828.50    | 0.03%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       2487000 | PA      | $2595607.29     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |        868000 | PA      | $924820.15      | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |        972000 | PA      | $999293.76      | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgsesellschaft 675 mbH                                      | Techem Verwaltungsgsesellschaft 675 mbH, Facility 1st Lien Term Loan B6                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       7173416 | PA      | $8486174.96     | 0.02%             | 2032-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     157050036 | PA      | $26555738.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Altafiber                                                                    | Altafiber Virginia LLC, 1st Lien Term Loan B5                                                                                 | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        989968 | PA      | $990670.47      | 0.00%             | 2028-11-23      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                                      | Arcline FM Holdings LLC, 1st Lien Term Loan                                                                                   | CUSIP: 03960DAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        459983 | PA      | $461275.08      | 0.00%             | 2030-06-24      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                         | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                                                             | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        471745 | PA      | $470173.59      | 0.00%             | 2031-05-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                    | AHP Health Partners, Inc., 1st Lien Term Loan B                                                                               | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        877078 | PA      | $877078.03      | 0.00%             | 2032-09-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Parts Europe SA                                                              | Parts Europe SA, Facility 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |       2000000 | PA      | $2376842.00     | 0.01%             | 2031-02-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                   | Sotera Health Holdings LLC, 1st Lien Term Loan                                                                                | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |        942810 | PA      | $946939.25      | 0.00%             | 2031-05-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 SARL                                                           | Speed Midco 3 SARL, Facility 1st Lien Term Loan B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       7264286 | PA      | $8588552.32     | 0.02%             | 2032-10-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                             | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1878844 | PA      | $1878844.37     | 0.00%             | 2026-05-06      | Variable      | 16.22%                | No            |                  3 | On Loan: No      |
| Wealthfront Corp.                                                            | Wealthfront Corp.                                                                                                             | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          4131 | NS      | $56140.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Short            | DBT              | CORP              | BM        |      -5034000 | PA      | $-5159850.00    | -0.01%            | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                    | ION Platform Finance SARL, 1st Lien Term Loan                                                                                 | CUSIP: 46206RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4447059 | PA      | $4983636.54     | 0.01%             | 2032-10-07      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                                                | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600000 | PA      | $1893952.32     | 0.00%             | 2032-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                    | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                                                                 | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1465000 | PA      | $1464208.90     | 0.00%             | 2032-04-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                             | Chemours Co. LLC, 1st Lien Term Loan B4                                                                                       | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1408460 | PA      | $1389093.68     | 0.00%             | 2032-10-15      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      43962313 | PA      | $3528279.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                            | Weekley Homes LLC                                                                                                             | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       3281000 | PA      | $3235672.99     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                                          | Wehle Park CLO Ltd., Series 2022-1A, Class A1R                                                                                | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |       4520000 | PA      | $4529312.10     | 0.01%             | 2038-10-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                                          | Wehle Park CLO Ltd., Series 2022-1A, Class D1R                                                                                | CUSIP: 94860LAU9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |       1500000 | PA      | $1503989.40     | 0.00%             | 2038-10-21      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      53425509 | PA      | $3489651.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                           | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                                                                                | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2007484.00     | 0.00%             | 2037-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                             | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                                                     | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |       2400000 | PA      | $2397070.08     | 0.01%             | 2038-04-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                             | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                                                     | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1503821.85     | 0.00%             | 2038-10-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co., Series BB                                                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      10698000 | PA      | $10664718.95    | 0.02%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                              | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1022000 | PA      | $959732.40      | 0.00%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                             | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |       9764000 | PA      | $54212.85       | 0.00%             | 2049-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |       -100000 | PA      | $-99342.75      | -0.00%            | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Short            | DBT              | CORP              | US        |      -1100000 | PA      | $-1217638.42    | -0.00%            | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2019-C49, Class D                                                               | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        988000 | PA      | $816868.32      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class XA                                                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46879078 | PA      | $1625658.61     | 0.00%             | 2052-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                              | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36983322 | PA      | $2074664.53     | 0.00%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class D                                                              | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        750000 | PA      | $748712.70      | 0.00%             | 2031-05-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class A                                                              | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5640000 | PA      | $5688823.79     | 0.01%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class X                                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67308000 | PA      | $562789.11      | 0.00%             | 2043-07-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class B                                                              | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10322000 | PA      | $10641754.40    | 0.02%             | 2043-07-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class C                                                              | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6236000 | PA      | $6297267.27     | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class D                                                              | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2520000 | PA      | $2539846.79     | 0.01%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2024-BPRC, Class HRR                                                            | CUSIP: 95004AAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8400000 | PA      | $8369836.44     | 0.02%             | 2043-07-15      | Fixed         | 9.56%                 | No            |                  2 | On Loan: No      |
| Zayo Group LLC                                                               | Zayo Group LLC, 1st Lien Term Loan                                                                                            | CUSIP: 98919XAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         11365 | PA      | $12940.90       | 0.00%             | 2030-03-11      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     153727100 | PA      | $44260596.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      15576000 | PA      | $4338288.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      19517100 | PA      | $5391112.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62621200 | PA      | $17322168.31    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      62462800 | PA      | $15218887.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      37194400 | PA      | $9056805.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      65176600 | PA      | $15865748.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     111428700 | PA      | $27157481.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      38391600 | PA      | $9346391.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      32045400 | PA      | $4440565.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     180919200 | PA      | $4231707.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     533651000 | PA      | $4599126.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      30405000 | PA      | $1394830.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       4063000 | PA      | $4195733.29     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                                                      | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        190000 | PA      | $198375.97      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | Peer Holding III BV, Facility 1st Lien Term Loan B7B                                                                          | CUSIP: N6872NAS5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       3000000 | PA      | $3542487.63     | 0.01%             | 2031-11-26      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     223489815 | PA      | $-1929635.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     103239811 | PA      | $-1228338.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     464406400 | PA      | $2322324.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251205000 | PA      | $3384300.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     467124500 | PA      | $3683574.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249920051 | PA      | $-8665121.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     482430700 | PA      | $5303560.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     197460200 | PA      | $2666858.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250132059 | PA      | $-11298362.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249476024 | PA      | $-10651550.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400985802 | PA      | $-17574639.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Althea Acquisition Bidco SARL                                                | Althea Acquisition Bidco SARL, 1st Lien Term Loan B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       1500000 | PA      | $1770521.06     | 0.00%             | 2032-10-07      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     239767642 | PA      | $-6044124.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                             | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3041405 | PA      | $2972973.28     | 0.01%             | 2026-05-06      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     150420000 | PA      | $-2811660.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     472000000 | PA      | $-2858553.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                             | CPV Fairview LLC, 1st Lien Term Loan B                                                                                        | CUSIP: 12620SAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12084712 | PA      | $12126283.91    | 0.03%             | 2031-08-14      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     122861148 | PA      | $3794165.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     347007700 | PA      | $-1199415.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     511600000 | PA      | $-489758.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272500000 | PA      | $-651692.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     272000000 | PA      | $-688234.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200466000 | PA      | $-1202068.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     270000000 | PA      | $1282670.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                                   | Hunterstown Generation LLC, 1st Lien Term Loan                                                                                | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10164525 | PA      | $10164525.00    | 0.02%             | 2031-11-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                       | Cp Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                                                       | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         36653 | PA      | $36362.65       | 0.00%             | 2032-10-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                       | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        296889 | PA      | $294537.42      | 0.00%             | 2032-10-27      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     279327928 | PA      | $-7797414.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods Europe MidCo Ltd.                                                | Nomad Foods Europe MidCo Ltd., Facility 1st Lien Term Loan B1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1700000 | PA      | $2007829.20     | 0.00%             | 2032-10-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                          | Verisure Holding AB, 1st Lien Term Loan B                                                                                     | CUSIP: W9818XAV7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |       2000000 | PA      | $2363209.68     | 0.01%             | 2032-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24450000 | PA      | $-953965.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services, Inc.                                           | West Pharmaceutical Services, Inc.                                                                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          1665 | NS      | $458108.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Holdings LLC                                                         | Legence Holdings LLC, 1st Lien Term Loan                                                                                      | CUSIP: 75865HAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        439419 | PA      | $441980.49      | 0.00%             | 2031-12-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     124190000 | PA      | $5954365.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                   | Elanco Animal Health, Inc., 1st Lien Term Loan B                                                                              | CUSIP: 28414BAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        285809 | PA      | $286106.65      | 0.00%             | 2032-10-29      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                       | OCS Group Holding Ltd., Facility 1st Lien Term Loan B4                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1000000 | PA      | $1185483.00     | 0.00%             | 2031-11-28      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| OCS Group Holding Ltd.                                                       | OCS Group Holding Ltd., Facility 1st Lien Term Loan B3                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1000000 | PA      | $1346265.06     | 0.00%             | 2031-11-28      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                   | WEST Trust, Series 2025-ROSE, Class A                                                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4758000 | PA      | $4831646.23     | 0.01%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| WEST Trust                                                                   | WEST Trust, Series 2025-ROSE, Class HRR                                                                                       | CUSIP: 955909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14000000 | PA      | $14252001.40    | 0.03%             | 2035-04-10      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                          | Anticimex Global AB, 1st Lien Term Loan B9                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |       1350000 | PA      | $1598910.72     | 0.00%             | 2031-11-17      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     251131279 | PA      | $1267836.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                          | Anticimex Global AB, Facility 1st Lien Term Loan B8                                                                           | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |         90914 | PA      | $91254.60       | 0.00%             | 2031-11-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                              | OH Partners LLC, 1st Lien Term Loan                                                                                           | CUSIP: 67742MAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9674752 | PA      | $9650565.62     | 0.02%             | 2032-11-12      | Variable      | 6.47%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249492440 | PA      | $4511119.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     343829084 | PA      | $-4132240.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     143044996 | PA      | $-251347.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     397481700 | PA      | $2245192.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     206848000 | PA      | $3255500.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     794377300 | PA      | $4916523.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250231850 | PA      | $7374303.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     245780015 | PA      | $-12533784.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      99172878 | PA      | $-2974803.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      99172878 | PA      | $8781340.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400329807 | PA      | $5427434.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     196298801 | PA      | $2337131.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149400 | PA      | $1101981.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      98149399 | PA      | $1044908.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     405709200 | PA      | $3921595.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     410897100 | PA      | $4311550.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                        | Western Alliance Bank, Series 2021-CL2, Class M1                                                                              | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      10624626 | PA      | $11087442.20    | 0.02%             | 2059-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                        | Western Alliance Bank, Series 2021-CL2, Class M2                                                                              | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |      14510529 | PA      | $15372063.66    | 0.03%             | 2059-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121376207 | PA      | $2664324.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     120683000 | PA      | $2658636.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                        | Western Digital Corp.                                                                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        170000 | PA      | $170130.05      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                        | Western Digital Corp.                                                                                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Short            | DBT              | CORP              | US        |       -652000 | PA      | $-652498.78     | -0.00%            | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     419054622 | PA      | $-260639.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      95777262 | PA      | $3443157.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     193842500 | PA      | $3746024.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      55662000 | PA      | $1076232.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     540713156 | PA      | $1870935.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     494278804 | PA      | $6623266.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     494278804 | PA      | $-1392732.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500674900 | PA      | $226280.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     500674900 | PA      | $5563047.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $4561470.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-9543021.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3911496469 | PA      | $560847.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     300382266 | PA      | $12778895.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56730000000 | PA      | $895714.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27688577500 | PA      | $4584472.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5655040000 | PA      | $-9537523.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1479369897 | PA      | $305824.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   55971539957 | PA      | $883980.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1210393552 | PA      | $234141.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $100208.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     497490436 | PA      | $103847.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                            | IRB Holding Corp., 1st Lien Term Loan B                                                                                       | CUSIP: 44988LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        987538 | PA      | $989433.58      | 0.00%             | 2030-12-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     431663869 | PA      | $-77276.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Snacking Invts Bidco Pty Ltd                                                 | Snacking Invts Bidco Pty Ltd, 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      14000000 | PA      | $9109327.50     | 0.02%             | 2032-10-14      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     732656225 | PA      | $6948567.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     856094991 | PA      | $2237630.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     414291387 | PA      | $7349248.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413241 | PA      | $983855.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     313413242 | PA      | $6164305.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $-320240.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496227268 | PA      | $8916085.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     249166310 | PA      | $4510825.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     597999148 | PA      | $1180556.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     349347153 | PA      | $12815343.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     501756500 | PA      | $9229071.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     496014000 | PA      | $2136698.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1808158684 | PA      | $-708838.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      66600000 | PA      | $-114024.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-1219274.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     195737171 | PA      | $-4647171.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     415842083 | PA      | $-2392436.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     782948684 | PA      | $-19569399.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684166 | PA      | $-4964407.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     831684165 | PA      | $-4903170.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     981388005 | PA      | $-23758088.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     133200000 | PA      | $-1083665.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                          | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                                       | CUSIP: 13134NAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       1214886 | PA      | $1215457.23     | 0.00%             | 2030-07-31      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     495162195 | PA      | $-12352754.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1049201433 | PA      | $-7498839.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     167353624 | PA      | $-1612314.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     590947909 | PA      | $5962444.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     590947909 | PA      | $5383298.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eircom Finco SARL                                                            | Eircom Finco SARL, Facility 1st Lien Term Loan B6                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4500000 | PA      | $5304265.20     | 0.01%             | 2032-05-14      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     815915000 | PA      | $-305442.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     248990063 | PA      | $8486974.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6800000 | PA      | $-152234.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                        | Ahlstrom Holding 3 Oy, Facility 1st Lien Term Loan B4                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4500000 | PA      | $5327216.85     | 0.01%             | 2030-05-27      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     224700317 | PA      | $1058690.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10553000 | PA      | $-41774.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   35725000000 | PA      | $634591.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28618000000 | PA      | $528343.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      67169025 | PA      | $5077198.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gategroup Finance LUX SA                                                     | Gategroup Finance LUX SA, Facility 1st Lien Term Loan B2                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1831858 | PA      | $2165178.11     | 0.00%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      43862452 | PA      | $-2591079.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      58347459 | PA      | $-889492.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                          | Engineered Machinery Holdings, Inc., 1st Lien Term Loan                                                                       | CUSIP: 26658NAU3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3958763 | PA      | $4677042.06     | 0.01%             | 2032-11-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      17900000 | PA      | $123291.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     217150000 | PA      | $-625188.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                     | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                               | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        496250 | PA      | $496974.53      | 0.00%             | 2029-01-31      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     161208430 | PA      | $9048150.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     233829241 | PA      | $-32948.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     272753320 | PA      | $-153538.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     510800000 | PA      | $8278103.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     250245641 | PA      | $2224029.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168525198 | PA      | $-958359.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $177820.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1484007420 | PA      | $181856.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     800721800 | PA      | $3308179.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   61997580997 | PA      | $9450040.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     305295777 | PA      | $348862.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    8452868543 | PA      | $23603207.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114237371 | PA      | $-336172.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     225509344 | PA      | $-615959.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     467240007 | PA      | $-1250500.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     310210245 | PA      | $-1607088.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     242395000 | PA      | $-2267542.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     316486638 | PA      | $-3859214.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     189891983 | PA      | $-2302129.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1499767714 | PA      | $-4800153.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1026891184 | PA      | $-86441.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     795890000 | PA      | $3164457.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     299226100 | PA      | $4984801.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     242415000 | PA      | $4072288.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       5774133 | PA      | $69784.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      11640589 | PA      | $130791.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FCPIX                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      31776000 | PA      | $615892.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      31776000 | PA      | $-264695.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     304764437 | PA      | $77436.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3042556606 | PA      | $339840.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     154426550 | PA      | $-321750.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     299521320 | PA      | $-4959385.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FCPIX                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      32504000 | PA      | $425797.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      32504000 | PA      | $-149974.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     127467699 | PA      | $1966944.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3780085256 | PA      | $423069.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1316619326 | PA      | $211317.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3168988245 | PA      | $563294.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4248404000 | PA      | $347891.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                              | Whirlpool Corp.                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       1698000 | PA      | $1695936.56     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                              | Whirlpool Corp.                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       3071000 | PA      | $2977967.43     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      31004960 | PA      | $-26738.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FCPIX                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      31144080 | PA      | $345842.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     365039500 | PA      | $92767.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      22000000 | PA      | $-100737.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18160000 | PA      | $-2310619.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18050000 | PA      | $2571715.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      13200000 | PA      | $-124651.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      22337174 | PA      | $-58529.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18500000 | PA      | $-2134377.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      18900000 | PA      | $2386174.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                | Nidda Healthcare Holding GmbH, 1st Lien Term Loan B4                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       3700000 | PA      | $4374503.37     | 0.01%             | 2032-12-10      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     174994627 | PA      | $-181577.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Speedster Bidco GmbH                                                         | Speedster Bidco GmbH, 1st Lien Term Loan B1                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |       1500000 | PA      | $1771614.00     | 0.00%             | 2031-12-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      24249294 | PA      | $594616.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24555400 | PA      | $-38826.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     240187000 | PA      | $-1086934.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     112958000 | PA      | $-642376.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     122440347 | PA      | $64586.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      21616000 | PA      | $724518.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      83182754 | PA      | $33566.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                         | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      15000000 | PA      | $15053055.00    | 0.03%             | 2037-10-24      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                         | Whitebox CLO II Ltd., Series 2020-2A, Class D1R2                                                                              | CUSIP: 96466CBE7<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       3079379 | PA      | $3072024.52     | 0.01%             | 2037-10-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                         | Whitebox CLO II Ltd., Series 2020-2A, Class SUB                                                                               | CUSIP: 96466EAC8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       4734000 | PA      | $2327897.16     | 0.01%             | 2037-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                         | Whitebox CLO II Ltd., Series 2020-2A, Class E1R2                                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |        900000 | PA      | $906231.96      | 0.00%             | 2037-10-24      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                          | Whitebox CLO I Ltd., Series 2019-1A, Class SUB                                                                                | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       4300000 | PA      | $2924860.00     | 0.01%             | 2037-01-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                          | Whitebox CLO I Ltd., Series 2019-1A, Class ER3                                                                                | CUSIP: 96467CAJ6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       5750000 | PA      | $5751374.25     | 0.01%             | 2037-01-24      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                          | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                                                               | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |       2060000 | PA      | $2059126.77     | 0.00%             | 2037-01-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                        | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                                                                              | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      24139000 | PA      | $24138396.53    | 0.05%             | 2035-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                        | Whitebox CLO III Ltd., Series 2021-3A, Class DR                                                                               | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       5250000 | PA      | $5276107.73     | 0.01%             | 2035-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                        | Whitebox CLO III Ltd., Series 2021-3A, Class SUB                                                                              | CUSIP: 96467JAC6<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      11345000 | PA      | $6669725.50     | 0.01%             | 2035-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                                        | Whitebox CLO III Ltd., Series 2021-3A, Class ER                                                                               | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       8250000 | PA      | $8262986.33     | 0.02%             | 2035-10-15      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO V Ltd.                                                          | Whitebox CLO V Ltd., Series 2025-5A, Class A1                                                                                 | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |       2750000 | PA      | $2759160.25     | 0.01%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24548000 | PA      | $12493.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   60142000000 | PA      | $1522402.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7260000 | PA      | $1187622.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7030000 | PA      | $-1068961.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7394896587 | PA      | $-131404.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                   | Cloud Software Group, Inc., 1st Lien Term Loan                                                                                | CUSIP: 88632NBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       5150196 | PA      | $6087493.25     | 0.01%             | 2032-08-13      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33610000 | PA      | $-5058822.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      33460000 | PA      | $5471412.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58830000 | PA      | $22405.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      58830000 | PA      | $150979.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      75880000 | PA      | $235557.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      75880000 | PA      | $63404.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      29032700 | PA      | $189809.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     703276404 | PA      | $106576.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     121226148 | PA      | $-21998.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1033557326 | PA      | $-18524.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8193489176 | PA      | $-183042.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      67196332 | PA      | $188935.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1015394949 | PA      | $-152928.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121091180 | PA      | $-116974.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13670703 | PA      | $-55038.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     419921217 | PA      | $-1061438.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     214113667 | PA      | $-130206.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seashell Bidco SL                                                            | Seashell Bidco SL, 1st Lien Term Loan B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |       4350000 | PA      | $5118510.15     | 0.01%             | 2032-12-13      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      89677305 | PA      | $-328088.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     400658541 | PA      | $-341941.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      88180000 | PA      | $636372.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      88180000 | PA      | $-727061.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lernen Bidco Ltd.                                                            | Lernen Bidco Ltd., Facility 1st Lien Term Loan B3                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       2000000 | PA      | $2374797.15     | 0.01%             | 2029-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   30891000000 | PA      | $495784.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      78229203 | PA      | $-222592.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     780307521 | PA      | $-411294.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     188994498 | PA      | $68718.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   56424605609 | PA      | $-627966.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   99812787000 | PA      | $-1091493.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      35956468 | PA      | $-13614.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     306163545 | PA      | $27609.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34563037 | PA      | $-13070.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      34170292 | PA      | $13060.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      28226133 | PA      | $-10448.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      44005223 | PA      | $16046.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     163749923 | PA      | $24971.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     616502816 | PA      | $-41668.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     226584832 | PA      | $3516.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3417412563 | PA      | $-8988.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45078369 | PA      | $4327.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     506170938 | PA      | $-95406.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     106734936 | PA      | $-67673.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170960904 | PA      | $-56403.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     288571122 | PA      | $-655574.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      66812937 | PA      | $-19919.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6814803 | PA      | $-62597.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      60363547 | PA      | $-154859.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2521113999 | PA      | $-527027.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     168651825 | PA      | $-4659.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      71084655 | PA      | $23155.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     288639983 | PA      | $3662.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     667013977 | PA      | $-4857.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   12371962495 | PA      | $-127753.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44703830 | PA      | $-194176.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $-1430972.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20060000 | PA      | $2455313.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      19550000 | PA      | $-2216394.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  310992925000 | PA      | $-1524969.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30196874 | PA      | $-62979.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      53394171 | PA      | $-30881.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2043235193 | PA      | $3963.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     253212111 | PA      | $-43071.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     141496874 | PA      | $-53737.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      66111066 | PA      | $13125.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3409105 | PA      | $-32209.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     773152986 | PA      | $11491.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      22363101 | PA      | $-95164.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      10093742 | PA      | $-2572.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     144357764 | PA      | $-297749.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     117820000 | PA      | $-3256704.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44260000 | PA      | $5504890.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6185013123 | PA      | $-67978.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     135925241 | PA      | $19804.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   94169770290 | PA      | $-1041957.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24280000 | PA      | $3019844.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      61740000 | PA      | $-1792988.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     139689346 | PA      | $-563014.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  292703096960 | PA      | $-1400666.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  327430583040 | PA      | $-1541029.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      15840000 | PA      | $-176288.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     227170000 | PA      | $-2647996.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     227170000 | PA      | $2204563.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     987783000 | PA      | $-240820.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Runitonetime LLC                                                             | Runitonetime LLC, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        148529 | PA      | $145186.96      | 0.00%             | 2026-04-16      | Variable      | 4.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43870000 | PA      | $3383512.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43870000 | PA      | $-2643708.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43390000 | PA      | $3505956.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     112690000 | PA      | $-1485274.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45410000 | PA      | $4018542.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     118660000 | PA      | $-1942705.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      80353985 | PA      | $564.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1568038741 | PA      | $79218.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      66166734 | PA      | $11271.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     257958320 | PA      | $5861.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     253425304 | PA      | $-28792.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3411976 | PA      | $-26865.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30222304 | PA      | $-38862.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2044955491 | PA      | $15650.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      22381931 | PA      | $-82796.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      53439128 | PA      | $-21726.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12063042 | PA      | $49100.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     144479304 | PA      | $-229450.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     141616006 | PA      | $8160.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24668534 | PA      | $-3444.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13956605821 | PA      | $-163187.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      46230000 | PA      | $-856222.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      72444000 | PA      | $3418.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                       | Wildwood Park CLO Ltd., Series 2024-1A, Class A                                                                               | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       6750000 | PA      | $6775130.25     | 0.02%             | 2037-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO Ltd.                                                       | Wildwood Park CLO Ltd., Series 2024-1A, Class E                                                                               | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |       1600000 | PA      | $1615598.72     | 0.00%             | 2037-10-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     588763669 | PA      | $1130298.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48020000 | PA      | $-2961384.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      14020000 | PA      | $-864200.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48520000 | PA      | $3692524.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      13690000 | PA      | $1041869.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31400000 | PA      | $3481.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      46270000 | PA      | $-502215.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     160550672 | PA      | $-57319.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132203935 | PA      | $16436.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      35631090 | PA      | $-38731.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       4130176 | PA      | $-1677.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6817273 | PA      | $-50493.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24102468 | PA      | $73532.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     506354506 | PA      | $-46824.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     282954785 | PA      | $-54555.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     106773645 | PA      | $-35768.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4085907822 | PA      | $9093.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      60385437 | PA      | $-64771.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      44720044 | PA      | $-161183.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     233575438 | PA      | $-308860.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49336324 | PA      | $12728.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27912793911 | PA      | $-329978.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31080000 | PA      | $-7841.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      63029633 | PA      | $-38112.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      67159809 | PA      | $-1672.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     107129963 | PA      | $-82653.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2345312 | PA      | $-81841.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       9488940 | PA      | $38332.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       1848768 | PA      | $7767.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3153675 | PA      | $1487.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      22733019 | PA      | $-9097.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      43455413 | PA      | $-315407.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      84279298 | PA      | $-468049.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36000000 | PA      | $-38381.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49336050 | PA      | $18821.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31560000 | PA      | $-31066.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       3421780 | PA      | $-35162.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2654539760 | PA      | $-2892034.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     123968000 | PA      | $-392595.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     115931050 | PA      | $-483441.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     174121000 | PA      | $-2481037.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      54908000 | PA      | $-174047.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114200736 | PA      | $-473379.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     215635523 | PA      | $-291015.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     115931050 | PA      | $-505113.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     105888750 | PA      | $5361963.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      39022500 | PA      | $-1863083.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      51489806 | PA      | $-18380.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49520000 | PA      | $-2680105.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      24550000 | PA      | $-1329137.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FCPIX                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      28896000 | PA      | $372132.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                      | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       2965000 | PA      | $3062468.45     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                      | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        440000 | PA      | $454779.16      | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49860000 | PA      | $3571052.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                      | Williams Scotsman, Inc.                                                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        144000 | PA      | $143558.34      | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     167917000 | PA      | $701705.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     271170000 | PA      | $-2321374.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     266010000 | PA      | $1508696.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2196721850 | PA      | $435156.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      29208000 | PA      | $-75781.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     667050000 | PA      | $-200664.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     433975800 | PA      | $79139.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4085904304 | PA      | $46420.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      12000000 | PA      | $65014.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      60385385 | PA      | $-147074.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     515411227 | PA      | $9434.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6817267 | PA      | $-40182.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     160550531 | PA      | $-142958.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     233575238 | PA      | $-258431.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      78324864 | PA      | $69843.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     508120577 | PA      | $126073.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27912639122 | PA      | $-252802.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      55330000 | PA      | $995980.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      92713000 | PA      | $-673279.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      15330000 | PA      | $139134.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RPI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8550000 | PA      | $38843.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RPI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      18480000 | PA      | $-259099.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      49159000 | PA      | $-1115394.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  151793528867 | PA      | $-234830.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  153561839236 | PA      | $-225075.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     290368000 | PA      | $26768.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     463084389 | PA      | $93657.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6077000 | PA      | $188348.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      47773500 | PA      | $-193348.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      47773500 | PA      | $-187783.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     417731867 | PA      | $37090.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RPI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       8550000 | PA      | $-30075.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RPI                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      18480000 | PA      | $-155307.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   43169500000 | PA      | $568166.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31649896216 | PA      | $-290942.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  358265371897 | PA      | $-357442.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   27677000000 | PA      | $452434.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   70030463560 | PA      | $-525708.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  140754220000 | PA      | $-209405.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      21430000 | PA      | $-344784.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  118987268400 | PA      | $-34863.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   15840823378 | PA      | $-251843.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36000000 | PA      | $-120240.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     186790000 | PA      | $-769007.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      36000000 | PA      | $-107809.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6947545000 | PA      | $-1317819.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      38242500 | PA      | $3663396.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      80111250 | PA      | $-5974294.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       3870000 | PA      | $-165056.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      31659504 | PA      | $43475.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29490000 | PA      | $10291.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3466249000 | PA      | $-154206.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       8280000 | PA      | $129618.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       7770000 | PA      | $-334968.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      34335500 | PA      | $-88180.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      91800000 | PA      | $11826.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      25510000 | PA      | $157302.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      34335500 | PA      | $104727.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      60554100 | PA      | $-65471.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       4539000 | PA      | $-6477.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      53920000 | PA      | $-93027.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      12100000 | PA      | $94051.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      43790000 | PA      | $-115617.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     943325000 | PA      | $386903.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     924190000 | PA      | $-176514.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      48440000 | PA      | $57930.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      21420000 | PA      | $178066.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20315000 | PA      | $54824.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20700000 | PA      | $-31640.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      20540000 | PA      | $177208.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       6683400 | PA      | $41899.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     298902580 | PA      | $65229.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      37000000 | PA      | $20947.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29000000 | PA      | $-136953.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7350000000 | PA      | $468500.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29250000 | PA      | $-136440.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     130000000 | PA      | $-67573.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      33500000 | PA      | $-19255.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4900000000 | PA      | $188163.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      75700000 | PA      | $-156501.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     236600000 | PA      | $-26670.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NDIRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     172700000 | PA      | $23577.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7022690000 | PA      | $-40224.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      53039101 | PA      | $-33247.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      24413099 | PA      | $-3354.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      12262111 | PA      | $14048.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     396133836 | PA      | $142721.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      24510000 | PA      | $-51537.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6916132000 | PA      | $-25606.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73235000 | PA      | $-6265.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      18390000 | PA      | $-25726.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      85317000 | PA      | $2350.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      39567000 | PA      | $-55586.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      42900000 | PA      | $6310.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     105820000 | PA      | $27466.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     105820000 | PA      | $-52265.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     297470000 | PA      | $12647.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HICPXT                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     297470000 | PA      | $-50015.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1030000000 | PA      | $-167990.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |        332353 | PA      | $-229838.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       2240149 | PA      | $-1549173.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4011587000 | PA      | $112439.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | USCPI                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      47980000 | PA      | $-30437.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                      | Windstream Services LLC                                                                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       4709000 | PA      | $4827233.05     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WinWater Mortgage Loan Trust                                                 | WinWater Mortgage Loan Trust, Series 2014-3, Class B5                                                                         | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       1651316 | PA      | $1246486.50     | 0.00%             | 2044-11-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                  | Wireless PropCo Funding LLC, Series 2025-1A, Class C                                                                          | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13145000 | PA      | $13449254.17    | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                              | Wolfspeed, Inc.                                                                                                               | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |        163000 | PA      | $241443.75      | 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        |        168000 | PA      | $248850.00      | 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        |        396001 | PA      | $316800.80      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wolfspeed, Inc.                                                              | Wolfspeed, Inc.                                                                                                               | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         24582 | NS      | $427972.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WOM Chile Holdco SpA                                                         | WOM Chile Holdco SpA                                                                                                          | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      41007536 | PA      | $37521895.44    | 0.08%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                                | WOM Mobile SA                                                                                                                 | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      20895694 | PA      | $20590198.95    | 0.05%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                             | WULF Compute LLC                                                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7182000 | PA      | $7399244.22     | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                         | Travel + Leisure Co.                                                                                                          | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       3315000 | PA      | $3338198.37     | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        388000 | PA      | $390298.67      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                                                      | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3040000 | PA      | $3289547.43     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd.                                                            | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |         41529 | NS      | $4997184.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       5296000 | PA      | $5284560.64     | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       1266000 | PA      | $1263493.32     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      19300000 | PA      | $19704633.57    | 0.04%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      10599000 | PA      | $10748021.94    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       1125000 | PA      | $1109184.98     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                    | XPO, Inc.                                                                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        895000 | PA      | $941350.26      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                    | XPO, Inc.                                                                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |        245000 | PA      | $255459.05      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                    | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        171000 | PA      | $173786.01      | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                    | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |        328000 | PA      | $344278.97      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                    | XPLR Infrastructure Operating Partners LP                                                                                     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5420000 | PA      | $5701917.51     | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                  | Xerox Corp.                                                                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      18641000 | PA      | $17834750.47    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                  | Xerox Corp.                                                                                                                   | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      14077000 | PA      | $11463956.88    | 0.03%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                         | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |         11000 | PA      | $4427.42        | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                         | Xerox Holdings Corp.                                                                                                          | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Short            | DBT              | CORP              | US        |      -1391000 | PA      | $-559867.47     | -0.00%            | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                       | YPF SA                                                                                                                        | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |       5414000 | PA      | $5767588.34     | 0.01%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust                                                     | Yale Mortgage Loan Trust, Series 2007-1, Class A                                                                              | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5133267 | PA      | $1571067.63     | 0.00%             | 2037-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                            | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       1139000 | PA      | $1139905.51     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                            | Yum! Brands, Inc.                                                                                                             | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |        708000 | PA      | $669726.65      | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                               | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2915000 | PA      | $2937530.04     | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                               | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |        322000 | PA      | $318191.22      | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                               | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2703000 | PA      | $2643359.12     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                               | ZF North America Capital, Inc.                                                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       3935000 | PA      | $3977328.80     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       3224113 | PA      | $3062907.35     | 0.01%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc.                                                                                                     | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Short            | DBT              | CORP              | US        |       -985000 | PA      | $-903737.50     | -0.00%            | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                     | Ziggo BV                                                                                                                      | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       1571000 | PA      | $1484958.37     | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA                                                                                                              | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |       7350000 | PA      | $6923502.29     | 0.02%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Interface Security LLC                                                       | Interface Security LLC, 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20478480 | PA      | $6962683.04     | 0.02%             | 2025-06-30      | Variable      | 11.02%                | No            |                  3 | On Loan: No      |
| Mercia                                                                       | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      28369961 | PA      | $38241289.48    | 0.08%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Mercia                                                                       | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       1645963 | PA      | $2218675.21     | 0.00%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Mercia                                                                       | Mercia, 1st Lien Term Loan                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       7177406 | PA      | $9674784.79     | 0.02%             | 2026-04-09      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| Challenger                                                                   | Challenger, 1st Lien Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      10571902 | PA      | $12424099.01    | 0.03%             | 2027-12-19      | Variable      | 4.38%                 | No            |                  3 | On Loan: No      |
| St. Regis Aspen Resort                                                       | St. Regis Aspen Resort, 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      58433110 | PA      | $58852963.57    | 0.13%             | 2027-02-09      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Terranea Resort                                                              | Terranea Resort, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16500000 | PA      | $16500000.00    | 0.04%             | 2027-01-01      | Variable      | 8.63%                 | No            |                  3 | On Loan: No      |
| Project Montage                                                              | Project Montage, 1st Lien Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12644822 | PA      | $12202253.53    | 0.03%             | 2029-02-16      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| Project Montage Note                                                         | Project Montage Note, Revolving 1st Lien Term Loan                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5268667 | PA      | $5084263.61     | 0.01%             | 2029-02-16      | Variable      | 10.16%                | No            |                  3 | On Loan: No      |
| Hilton Garden Inn                                                            | Hilton Garden Inn, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25954054 | PA      | $25884650.31    | 0.06%             | 2038-01-01      | Variable      | 7.66%                 | No            |                  3 | On Loan: No      |
| Amf Mf Portfolio                                                             | Amf Mf Portfolio, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3625226 | PA      | $3747669.76     | 0.01%             | 2028-11-06      | Variable      | 7.21%                 | No            |                  3 | On Loan: No      |
| Lake Tahoe Resort Hotel                                                      | Lake Tahoe Resort Hotel, 1st Lien Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19245000 | PA      | $18898360.96    | 0.04%             | 2026-01-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| Galapagos                                                                    | Galapagos, 1st Lien Term Loan                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      27084423 | PA      | $31829614.36    | 0.07%             | 2028-01-01      | Variable      | 5.90%                 | No            |                  3 | On Loan: No      |
| EURO Parfums Fze                                                             | EURO Parfums Fze, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13474575 | PA      | $13407202.10    | 0.03%             | 2030-01-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Median BV                                                                    | Median BV, 1st Lien Term Loan                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       5300000 | PA      | $6960459.29     | 0.02%             | 2027-10-14      | Variable      | 10.01%                | No            |                  2 | On Loan: No      |
| Usavflow II Ltd.                                                             | Usavflow II Ltd., 1st Lien Term Loan B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15102187 | PA      | $15197331.28    | 0.03%             | 2031-06-30      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| Summer BC Bidco B LLC                                                        | Summer BC Bidco B LLC, 1st Lien Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        588262 | PA      | $646783.39      | 0.00%             | 2029-01-31      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Tiramisu (Cabot)                                                             | Tiramisu (Cabot), Revolving 1st Lien Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      35000000 | PA      | $46588521.87    | 0.10%             | 2031-11-30      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| GEAR M Illawarra Met Coal Pty. Ltd.                                          | GEAR M Illawarra Met Coal Pty. Ltd., 1st Lien Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      16041667 | PA      | $15720833.25    | 0.03%             | 2032-12-01      | Variable      | 12.55%                | No            |                  3 | On Loan: No      |
| La Quinta Resort                                                             | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25900000 | PA      | $25900000.00    | 0.06%             | 2026-01-09      | Variable      | 7.16%                 | No            |                  3 | On Loan: No      |
| La Quinta Resort                                                             | La Quinta Resort, Delayed Draw 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5750000 | PA      | $5750000.00     | 0.01%             | 2026-01-09      | Variable      | 3.15%                 | No            |                  3 | On Loan: No      |
| Odido Holding BV                                                             | Odido Holding BV, Facility 1st Lien Term Loan B2                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       2000000 | PA      | $2369602.77     | 0.01%             | 2029-03-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Beech                                                                        | Beech, 1st Lien Term Loan                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      10470934 | PA      | $12305442.02    | 0.03%             | 2028-01-01      | Variable      | 5.62%                 | No            |                  3 | On Loan: No      |
| Cirkul Sr Sec                                                                | Cirkul Sr Sec, 1st Lien Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18391511 | PA      | $14304917.35    | 0.03%             | 2028-04-23      | Variable      | 15.09%                | No            |                  3 | On Loan: No      |
| Houston Center                                                               | Houston Center, Delayed Draw 1st Lien Term Loan                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14000309 | PA      | $13142883.53    | 0.03%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| Houston Center                                                               | Houston Center, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18104501 | PA      | $1.81           | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CML Project Spider                                                           | CML Project Spider, Delayed Draw 1st Lien Term Loan                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26100000 | PA      | $26088552.54    | 0.06%             | 2029-12-06      | Variable      | 5.61%                 | No            |                  3 | On Loan: No      |
| Findango Mezz Rev                                                            | Findango Mezz Rev, 1st Lien Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      52500000 | PA      | $62006489.96    | 0.14%             | 2032-05-01      | Variable      | 4.66%                 | No            |                  3 | On Loan: No      |
| Nqxt Capital Pty. Ltd.                                                       | Nqxt Capital Pty. Ltd., 1st Lien Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      24100000 | PA      | $16042927.17    | 0.04%             | 2029-04-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                      | Garfunkelux Holdco 3 SA, 1st Lien Term Loan B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      14334000 | PA      | $16323111.97    | 0.04%             | 2032-06-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Accell Group Holdings BV                                                     | Accell Group Holdings BV, 1st Lien Term Loan                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |       4750000 | PA      | $3740074.00     | 0.01%             | 2032-06-01      | Variable      | 9.02%                 | No            |                  3 | On Loan: No      |
| Project Kickers                                                              | Project Kickers, Delayed Draw 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      19900000 | PA      | $23374704.90    | 0.05%             | 2030-11-19      | Variable      | 5.72%                 | No            |                  3 | On Loan: No      |
| Euro Parfums Fze                                                             | Euro Parfums Fze Upsize, 1st Lien Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8891725 | PA      | $8847266.38     | 0.02%             | 2032-07-01      | Variable      | 9.12%                 | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                             | Radar Bidco SARL, Facility 1st Lien Term Loan B3                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       4258065 | PA      | $5056820.97     | 0.01%             | 2031-04-04      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CoreWeave Compute Acquisition Co. IV LLC                                     | CoreWeave Compute Acquisition Co. IV LLC, Delayed Draw 1st Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      48680237 | PA      | $48315135.17    | 0.11%             | 2029-05-16      | Variable      | 9.88%                 | No            |                  3 | On Loan: No      |
| Project Berlin                                                               | Project Berlin, 1st Lien Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      15200029 | PA      | $16791289.88    | 0.04%             | 2033-01-22      | Variable      | 9.90%                 | No            |                  3 | On Loan: No      |
| Project Aurora US Finco, Inc.                                                | Project Aurora US Finco, Inc., 1st Lien Term Loan B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600000 | PA      | $1893952.32     | 0.00%             | 2032-09-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CML Project Cold                                                             | CML Project Cold, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7741611 | PA      | $10426230.77    | 0.02%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  3 | On Loan: No      |
| CML Project Cold                                                             | CML Project Cold, 1st Lien Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25488766 | PA      | $29928019.47    | 0.07%             | 2031-09-01      | Variable      | 5.15%                 | No            |                  3 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                         | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |        942073 | PA      | $948092.83      | 0.00%             | 2029-02-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Coreweave Acq Co. Iv LLC (Amnd)                                              | Coreweave Acq Co. Iv LLC (Amnd), Delayed Draw 1st Lien Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28991447 | PA      | $27686832.24    | 0.06%             | 2030-09-29      | Variable      | 8.19%                 | No            |                  3 | On Loan: No      |
| Anticimex (Anticimex Pty Ltd)                                                | Anticimex (Anticimex Pty Ltd), 1st Lien Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |      30000000 | PA      | $20070551.25    | 0.04%             | 2032-10-05      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CML Project Crabtree                                                         | CML Project Crabtree, Delayed Draw 1st Lien Term Loan                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20800000 | PA      | $20810479.04    | 0.05%             | 2029-08-06      | Variable      | 4.92%                 | No            |                  3 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                           | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $1841445.55     | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO III DAC                                                        | Voya Euro CLO III DAC, Series 3X, Class B1                                                                                    | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |        439000 | PA      | $515889.53      | 0.00%             | 2033-04-15      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IV DAC                                                      | Invesco Euro CLO IV DAC, Series 4A, Class B1                                                                                  | CUSIP: N/A<br>LEI: 549300LLUOZ9GWTWJV80       | Long             | ABS-CBDO         | CORP              | IE        |        625000 | PA      | $734517.78      | 0.00%             | 2033-04-15      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| St Paul's CLO XII DAC                                                        | St Paul's CLO XII DAC, Series 12X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |       1880000 | PA      | $2177454.49     | 0.00%             | 2033-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JumpCloud, Inc., Series E-1                                                  | JumpCloud, Inc., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4516957 | NS      | $10027644.54    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                                        | Ballyrock CLO 32 Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900RL3S1UBVHQYH63       | Long             | ABS-O            | CORP              | KY        |       3000000 | PA      | $2995871.02     | 0.01%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mythic AI, Inc., Series C                                                    | Mythic AI, Inc., Series C                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          6343 | NS      | $0.06           | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Neon Payments Ltd.                                                           | Neon Payments Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         28089 | NS      | $11642609.61    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| New Look Builders, Inc.                                                      | New Look Builders, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8689610 | NS      | $86.90          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TVC DSCR                                                                     | TVC DSCR, Series 2021-1, Class A                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      22942943 | PA      | $21683079.13    | 0.05%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| TVC Holding                                                                  | TVC Holding, Series 2021-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      12831590 | PA      | $10830464.84    | 0.02%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        333560 | NS      | $72682.72       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Davidson Kempner Merchant Co.-Invest Fund LP                                 | Davidson Kempner Merchant Co.-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      33042482 | NS      | $33042482.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PsiQuantum Corp., Series D                                                   | PsiQuantum Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        133913 | NS      | $5768972.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                        | Breeze Aviation Group, Inc., Series B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         14327 | NS      | $2228564.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snorkel AI, Inc.                                                             | Snorkel AI, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         40613 | NS      | $248551.56      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snorkel AI, Inc., Series C                                                   | Snorkel AI, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        162454 | NS      | $1241148.56     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JumpCloud, Inc., Series F                                                    | JumpCloud, Inc., Series F                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        297096 | NS      | $659553.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Noodle, Inc., Series C                                                       | Noodle, Inc., Series C                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        862850 | NS      | $569481.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ursa Major Technologies, Inc., Series C                                      | Ursa Major Technologies, Inc., Series C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1312920 | NS      | $5776848.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RMIT Cash Management LLC                                                     | RMIT Cash Management LLC, Series 2021-3, Class A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      43330000 | PA      | $42355075.00    | 0.09%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Loadsmart, Inc., Series D                                                    | Loadsmart, Inc., Series D                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        117579 | NS      | $1208712.12     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fanatics Holdings, Inc.                                                      | Fanatics Holdings, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |        403700 | NS      | $32296000.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sun Country Airlines Pass-Through Trusts                                     | Sun Country Airlines Pass-Through Trusts, Series 2022-1A                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       5856202 | PA      | $5805253.17     | 0.01%             | 2031-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Clarify Health Solutions, Inc.                                               | Clarify Health Solutions, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1542267 | NS      | $4441728.96     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Aiven OY                                                                     | Aiven OY, Series D                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        169258 | NS      | $9185631.66     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cap Hill Brands                                                              | Cap Hill Brands, Class E                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      13277076 | NS      | $132.77         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1143143 | NS      | $5498517.83     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ursa Major Technologies, Inc., Series D                                      | Ursa Major Technologies, Inc., Series D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        160843 | NS      | $727010.36      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Versa Networks, Inc., Series E                                               | Versa Networks, Inc., Series E                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       9274836 | NS      | $56576499.60    | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SCI PH Parent, Inc., Series A                                                | SCI PH Parent, Inc., Series A                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          7993 | NS      | $10650672.50    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HawkEye 360, Inc.                                                            | HawkEye 360, Inc., Series D1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       1684066 | NS      | $34792803.56    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| SoFi Personal Loan Trust                                                     | SoFi Personal Loan Trust, Series 2023-1                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        350693 | PA      | $7202620.51     | 0.02%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Space Exploration Technologies Corp., Class C                                | Space Exploration Technologies Corp., Class C                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |        105808 | NS      | $33435328.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Space Exploration Technologies Corp., Class A                                | Space Exploration Technologies Corp., Class A                                                                                 | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |         98583 | NS      | $31152228.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Uae Dirham                                                                   | Uae Dirham                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AE        |       5258955 | OU      | $1431884.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNG Hospitality offshore LP                                                  | HNG Hospitality offshore LP                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      26198000 | NS      | $19386520.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Bright Machines, Inc.                                                        | Bright Machines, Inc., Series C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1958349 | NS      | $391669.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bright Machines, Inc.                                                        | Bright Machines, Inc., Series C-1                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4079305 | NS      | $326344.41      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Splitrock Services, Inc.                                                     | Splitrock Services, Inc., Series 2024-1-A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        303843 | PA      | $5181805.37     | 0.01%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Davidson Homes, Inc.                                                         | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         77385 | NS      | $86997764.70    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| CoreWeave, Inc.                                                              | CoreWeave, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 984500511DP2B6186053       | Long             | EC               | CORP              | US        |      20264000 | NS      | $20061360.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| AP Grange Holdings LLC                                                       | AP Grange Holdings LLC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      14801000 | PA      | $15819308.80    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Anduril Engineering LLC                                                      | Anduril Engineering LLC, Series F                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        688766 | NS      | $30725851.26    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| DF Residential III LP                                                        | DF Residential III LP                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      22678371 | NS      | $24492640.45    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Zilch Finance 2 Ltd.                                                         | Zilch Finance 2 Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 213800V4Q6ZVWVFJNT26       | Long             | ABS-O            | CORP              | GB        |      39894300 | PA      | $53775521.67    | 0.12%             | 2027-10-26      | Floating      | 7.23%                 | No            |                  3 | On Loan: No      |
| Aimco, Inc.                                                                  | Aimco, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |       9500000 | PA      | $9690000.00     | 0.02%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         48605 | NS      | $0.49           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Cirkul, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         49850 | NS      | $0.50           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aethon I LP                                                                  | Aethon I LP                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      15301742 | PA      | $15225233.01    | 0.03%             | 2027-01-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Elstree 1st plc                                                              | Elstree 1st plc, Series 252-1ST, Class E                                                                                      | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |        705000 | PA      | $941684.06      | 0.00%             | 2065-10-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Argentine Peso                                                               | Argentine Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |      50667847 | OU      | $33051.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                            | Australian Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      20465300 | OU      | $13657518.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akbank TAS                                                                   | Akbank TAS                                                                                                                    | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       1816745 | NS      | $2947613.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                                       | Turkiye Is Bankasi A/S, Class C                                                                                               | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | EC               | CORP              | TR        |       7087731 | NS      | $2320566.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                  | Powszechna Kasa Oszczednosci Bank Polski SA                                                                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        102219 | NS      | $2412572.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk. PT                                                     | Mitra Adiperkasa Tbk. PT                                                                                                      | CUSIP: N/A<br>LEI: 254900Z2B7Y7F69ZZZ04       | Long             | EC               | CORP              | ID        |       5443800 | NS      | $379850.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                   | LANXESS AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | EC               | CORP              | DE        |         77230 | NS      | $1582552.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                      | Greene King Finance plc, Series B1                                                                                            | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       2472000 | PA      | $3061749.85     | 0.01%             | 2034-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                             | Raiffeisen Bank International AG                                                                                              | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         10566 | NS      | $470785.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                       | Localiza Rent a Car SA                                                                                                        | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |        150265 | NS      | $1192828.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                                                   | CP ALL PCL                                                                                                                    | CUSIP: N/A<br>LEI: 894500LSBZLM09TY1A91       | Long             | EC               | CORP              | TH        |       1512900 | NS      | $2089248.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                          | MTU Aero Engines AG                                                                                                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |          2090 | NS      | $866363.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trafford Centre Finance Ltd. (The)                                           | Trafford Centre Finance Ltd. (The), Series B2                                                                                 | CUSIP: N/A<br>LEI: 213800J9WWQVUK5FE223       | Long             | ABS-MBS          | CORP              | KY        |       3400000 | PA      | $3820657.26     | 0.01%             | 2035-07-28      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                                              | London Stock Exchange Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |          3955 | NS      | $475741.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                                                    | Arkema SA                                                                                                                     | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         50110 | NS      | $3053888.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                     | RMAC Securities No.1 plc, Series 2006-NS1X, Class M1C                                                                         | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |         77154 | PA      | $88437.34       | 0.00%             | 2044-06-12      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Newgate Funding plc                                                          | Newgate Funding plc, Series 2006-1, Class BB                                                                                  | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |        948743 | PA      | $1077274.76     | 0.00%             | 2050-12-01      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                                      | SSAB AB, Class B                                                                                                              | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        184331 | NS      | $1380171.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp. Bhd.                                                          | Frontken Corp. Bhd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |       1421600 | NS      | $1460642.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Mortgages No. 12 plc                                                 | Paragon Mortgages No. 12 plc, Series 12X, Class B1B                                                                           | CUSIP: N/A<br>LEI: NC14LGCCXH6KWEV2DR91       | Long             | ABS-MBS          | CORP              | GB        |        385329 | PA      | $440067.58      | 0.00%             | 2038-11-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Mitchells & Butlers Finance plc                                              | Mitchells & Butlers Finance plc, Series D1                                                                                    | CUSIP: N/A<br>LEI: 213800E7QA1U8BF34219       | Long             | DBT              | CORP              | GB        |       2225000 | PA      | $2817873.49     | 0.01%             | 2036-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     267710000 | PA      | $12567257.93    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      14200000 | PA      | $19397039.13    | 0.04%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II plc                                                  | Canary Wharf Finance II plc, Series II, Class C2                                                                              | CUSIP: N/A<br>LEI: 213800O9MO3KVXP3XQ22       | Long             | ABS-MBS          | CORP              | GB        |       2100000 | PA      | $2476933.79     | 0.01%             | 2037-10-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                                              | Gerresheimer AG                                                                                                               | CUSIP: N/A<br>LEI: 5299006GD4UWSYZOKC28       | Long             | EC               | CORP              | DE        |         40769 | NS      | $1313378.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Fosun International Ltd.                                                     | Fosun International Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 213800Z99WQEXDF82F09       | Long             | EC               | CORP              | HK        |       2800000 | NS      | $1577922.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Hall Mortgages No. 1 plc                                               | Great Hall Mortgages No. 1 plc, Series 2007-2X, Class BA                                                                      | CUSIP: N/A<br>LEI: 213800TM9KICQKGTYR78       | Long             | ABS-MBS          | CORP              | GB        |       4788655 | PA      | $6397554.82     | 0.01%             | 2039-06-18      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                     | RMAC Securities No.1 plc, Series 2007-NS1X, Class M1C                                                                         | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |       1274483 | PA      | $1433485.26     | 0.00%             | 2044-06-12      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| RMAC Securities No.1 plc                                                     | RMAC Securities No.1 plc, Series 2007-NS1X, Class A2A                                                                         | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |        193159 | PA      | $255088.59      | 0.00%             | 2044-06-12      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingsoft Corp. Ltd.                                                          | Kingsoft Corp. Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |        121200 | NS      | $444634.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |        842953 | NS      | $10306049.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     174816000 | PA      | $51064776.20    | 0.11%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                      | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7898000 | PA      | $11794655.32    | 0.03%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 plc                                                 | Tesco Property Finance 4 plc                                                                                                  | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |       2900047 | PA      | $3948211.38     | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 plc                                                 | Tesco Property Finance 3 plc                                                                                                  | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       6091305 | PA      | $8271213.16     | 0.02%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  692757000000 | PA      | $42675077.54    | 0.09%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Notas do Tesouro Nacional                                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        110431 | PA      | $88642408.91    | 0.20%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        335254 | PA      | $1878599.95     | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       9500000 | PA      | $13315134.70    | 0.03%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                       | K+S AG (Registered)                                                                                                           | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |        117331 | NS      | $1708015.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        987000 | PA      | $227010.00      | 0.00%             | 2024-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                         | Evonik Industries AG                                                                                                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        106325 | NS      | $1659317.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                                                  | James Hardie Industries plc                                                                                                   | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |         23542 | NS      | $483297.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 plc                                                 | Tesco Property Finance 1 plc                                                                                                  | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |       2636519 | PA      | $4013410.19     | 0.01%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                             | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |        129617 | NS      | $2399139.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6100000 | PA      | $7572443.96     | 0.02%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                             | Bolivarian Republic of Venezuela                                                                                              | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      11813200 | PA      | $3756597.60     | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| REXLot Holdings Ltd.                                                         | REXLot Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |       1102805 | PA      | $0.01           | 0.00%             | 2017-04-28      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   49159000000 | PA      | $3308909.24     | 0.01%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       3409000 | PA      | $784070.00      | 0.00%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp.                                                     | Bloomberry Resorts Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | PH        |       3274500 | NS      | $141344.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  258364000000 | PA      | $15977218.91    | 0.04%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                    | Petroleos de Venezuela SA                                                                                                     | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      10410300 | PA      | $2696267.70     | 0.01%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                                  | Astra International Tbk. PT                                                                                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |       1382700 | NS      | $554956.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nickel Resources International Holdings Co. Ltd.                             | Nickel Resources International Holdings Co. Ltd., Series 1                                                                    | CUSIP: N/A<br>LEI: 894500QAGLHHA7D10Y73       | Long             | DBT              | CORP              | KY        |       8000000 | PA      | $0.10           | 0.00%             | 2018-12-12      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     236700000 | PA      | $13778269.84    | 0.03%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        726000 | PA      | $166980.00      | 0.00%             | 2025-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    2649516332 | PA      | $156424836.32   | 0.35%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                         | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | EC               | CORP              | IN        |       2095000 | NS      | $3395944.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                      | Banco Espirito Santo SA                                                                                                       | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      15500000 | PA      | $4007432.00     | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MLP Saglik Hizmetleri A/S                                                    | MLP Saglik Hizmetleri A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000M2LTGHSXVOQL65       | Long             | EC               | CORP              | TR        |        122002 | NS      | $1080101.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        396000 | PA      | $388128.83      | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        625000 | PA      | $640806.25      | 0.00%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       8652000 | PA      | $1989960.00     | 0.00%             | 2025-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank A/S                                                        | Moneta Money Bank A/S                                                                                                         | CUSIP: N/A<br>LEI: I6USJ58BDV2BO5KP3C31       | Long             | EC               | CORP              | CZ        |         65001 | NS      | $610864.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                                 | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5184584 | PA      | $4546803.52     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |       8200000 | PA      | $9696868.99     | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                             | Telkom Indonesia Persero Tbk. PT                                                                                              | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |       1203400 | NS      | $251793.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                                            | Compass Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |         14838 | NS      | $470142.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                             | TotalEnergies SE                                                                                                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      63305000 | PA      | $74546241.56    | 0.17%             | 2026-10-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                 | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |        765000 | PA      | $721563.30      | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                      | FWD Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900HEGGDS8WU5QZ97       | Long             | DBT              | CORP              | KY        |       5215000 | PA      | $5208585.55     | 0.01%             | 2026-02-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       3813000 | PA      | $4555601.44     | 0.01%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                           | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |        847000 | PA      | $848482.25      | 0.00%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       4685000 | PA      | $5108115.41     | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                               | State of Qatar                                                                                                                | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |        619000 | PA      | $616926.35      | 0.00%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |        560000 | PA      | $578244.80      | 0.00%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                             | Tele Columbus AG                                                                                                              | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |       9630393 | PA      | $7442511.55     | 0.02%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                         | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       5212000 | PA      | $6890510.00     | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       3160000 | PA      | $3704347.92     | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                                        | European TopSoho SARL, Series SMCP                                                                                            | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |      13600000 | PA      | $12946226.32    | 0.03%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      11200000 | PA      | $13341517.20    | 0.03%             | 2028-06-27      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        252000 | PA      | $258307.56      | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Ltd.                                                      | KWG Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |       2000000 | PA      | $90000.00       | 0.00%             | 2024-11-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                          | Republic of Senegal                                                                                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       1265000 | PA      | $1035064.74     | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                                           | Krungthai Card PCL                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |       1538800 | NS      | $1281618.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |        692000 | PA      | $652715.16      | 0.00%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                                       | Lion Finance Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |         10834 | NS      | $1354505.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |          1305 | PA      | $220576.19      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      51763000 | PA      | $69075567.83    | 0.15%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                        | Telenet Finance Luxembourg Notes SARL                                                                                         | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      16000000 | PA      | $15908293.12    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       1389000 | PA      | $1400285.63     | 0.00%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1685783082 | PA      | $101128783.35   | 0.22%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                           | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |        760000 | PA      | $838135.60      | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $101250.00      | 0.00%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                 | KazMunayGas National Co. JSC                                                                                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       4809000 | PA      | $4842518.73     | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                            | Oman Government Bond                                                                                                          | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |        377000 | PA      | $415759.37      | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                          | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       3300000 | PA      | $4211006.96     | 0.01%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     858500000 | PA      | $40179513.05    | 0.09%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk. PT                                               | Bank Syariah Indonesia Tbk. PT                                                                                                | CUSIP: N/A<br>LEI: 9845009CD3B814E04066       | Long             | EC               | CORP              | ID        |       1559900 | NS      | $208036.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                                                  | Informa plc                                                                                                                   | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       7682000 | PA      | $10296757.07    | 0.02%             | 2026-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ESR Asset Management Ltd.                                                    | ESR Asset Management Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9845006E1088FAEFC677       | Long             | DBT              | CORP              | BM        |       4250000 | PA      | $3257133.97     | 0.01%             | 2026-03-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                   | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |         84048 | NS      | $1281938.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                                                 | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |         89600 | NS      | $452196.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       2136000 | PA      | $2145472.31     | 0.00%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      26700000 | PA      | $31420873.13    | 0.07%             | 2026-06-22      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Metrocentre Finance plc                                                      | Metrocentre Finance plc                                                                                                       | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |       1202066 | PA      | $875839.69      | 0.00%             | 2028-01-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | Volkswagen Bank GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       8700000 | PA      | $10226084.45    | 0.02%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       4165000 | PA      | $4431351.75     | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AsiaInfo Technologies Ltd.                                                   | AsiaInfo Technologies Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 549300DDKQ3XRKSS1646       | Long             | EC               | CORP              | VG        |        343600 | NS      | $333769.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1886926366 | PA      | $116476762.72   | 0.26%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                    | Petroleos de Venezuela SA                                                                                                     | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |       9226800 | PA      | $2145231.00     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      10550000 | PA      | $105500.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| VF Corp.                                                                     | VF Corp.                                                                                                                      | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       3900000 | PA      | $4227737.55     | 0.01%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                | Republic of Mozambique                                                                                                        | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |        277000 | PA      | $236574.62      | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                                | Republic of Mozambique                                                                                                        | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |       1951000 | PA      | $1666271.06     | 0.00%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp., Inc.                                                     | iA Financial Corp., Inc.                                                                                                      | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |          3899 | NS      | $505161.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Espirito Santo SA                                                      | Banco Espirito Santo SA                                                                                                       | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      19000000 | PA      | $4912336.00     | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1351609.68     | 0.00%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                          | Deutsche Telekom AG                                                                                                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |        737000 | PA      | $728682.00      | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $521351.64      | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fawry for Banking & Payment Technology Services SAE                          | Fawry for Banking & Payment Technology Services SAE                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |       1865925 | NS      | $630574.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariane SE                                                                  | Clariane SE                                                                                                                   | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |       3407000 | PA      | $2277191.21     | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                             | Deutsche Bahn AG, Series CB                                                                                                   | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | NUSS              | DE        |      23300000 | PA      | $25540052.55    | 0.06%             | 2029-07-18      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                         | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       6900000 | PA      | $7986019.92     | 0.02%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9343182.40     | 0.02%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1008000 | PA      | $1073620.80     | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  360902600000 | PA      | $86311736.67    | 0.19%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                 | Glencore Capital Finance DAC                                                                                                  | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      12378000 | PA      | $14043209.94    | 0.03%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                         | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       3983000 | PA      | $5040473.71     | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                             | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       3185000 | PA      | $3869364.90     | 0.01%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4057156.63     | 0.01%             | 2027-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        646000 | PA      | $665944.40      | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                 | Fidelity National Information Services, Inc.                                                                                  | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       4435000 | PA      | $4963601.46     | 0.01%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                                                                                    | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |       6517606 | PA      | $7200099.81     | 0.02%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                            | Tunisian Republic                                                                                                             | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |       2023000 | PA      | $2371866.41     | 0.01%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                              | Babcock International Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2302795.58     | 0.01%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                           | EnBW Energie Baden-Wuerttemberg AG                                                                                            | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       5300000 | PA      | $6088902.35     | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd.                                                   | Origin Energy Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      20921000 | PA      | $22605454.42    | 0.05%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                     | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $909525.78      | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |         24000 | NS      | $440663.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                       | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      11514000 | PA      | $2897992.65     | 0.01%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                                         | Halyk Savings Bank of Kazakhstan JSC                                                                                          | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |         38903 | NS      | $1162360.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       8200000 | PA      | $9500258.22     | 0.02%             | 2079-11-12      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                         | Prologis International Funding II SA                                                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      12688000 | PA      | $14693011.85    | 0.03%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ESR Asset Management Ltd.                                                    | ESR Asset Management Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 9845006E1088FAEFC677       | Long             | DBT              | CORP              | BM        |        750000 | PA      | $582022.47      | 0.00%             | 2026-09-04      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                  | RTE Reseau de Transport d'Electricite SADIR                                                                                   | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $4906933.78     | 0.01%             | 2049-09-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1159137.55     | 0.00%             | 2027-09-03      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      12632000 | PA      | $13070898.84    | 0.03%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance plc                                           | United Utilities Water Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       1545000 | PA      | $1679655.68     | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                                                             | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      16804000 | PA      | $13946732.21    | 0.03%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                            | Ziggo Bond Co. BV                                                                                                             | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       1127000 | PA      | $1177118.50     | 0.00%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2553606.10     | 0.01%             | 2027-02-05      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |        345400 | PA      | $395359.22      | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       2425000 | PA      | $2995546.63     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                                         | NAK Naftogaz Ukraine                                                                                                          | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      20297316 | PA      | $19798326.67    | 0.04%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                           | Lune Holdings SARL                                                                                                            | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |       7555000 | PA      | $1021044.21     | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       3038000 | PA      | $2913182.85     | 0.01%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk. PT                                           | Indofood CBP Sukses Makmur Tbk. PT                                                                                            | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |       9000000 | PA      | $7725960.00     | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                   | Orsted A/S                                                                                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       7900000 | PA      | $8900586.59     | 0.02%             | 3019-12-09      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HomeToGo SE                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |        109138 | NS      | $128.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean Israel Finance Ltd.                                                 | Energean Israel Finance Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |        324000 | PA      | $318488.76      | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                       | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       5000000 | PA      | $4993450.00     | 0.01%             | 2026-01-21      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                       | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       3333000 | PA      | $3286129.69     | 0.01%             | 2026-12-09      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       7642000 | PA      | $8907896.90     | 0.02%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                   | Iberdrola International BV, Series NC6                                                                                        | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      40500000 | PA      | $46762318.10    | 0.10%             | 2026-11-09      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                            | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     139500000 | PA      | $172948924.88   | 0.38%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA, Series NC5.                                                                                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      30800000 | PA      | $35736010.87    | 0.08%             | 2042-01-13      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                                 | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |         30100 | NS      | $432815.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       4414000 | PA      | $2438046.41     | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                  | Eutelsat SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3819803.07     | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                  | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                          | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |        938807 | PA      | $1103077.16     | 0.00%             | 2031-08-17      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                       | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      17340000 | PA      | $4241142.66     | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                          | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       2488000 | PA      | $2903138.95     | 0.01%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                    | Arkema SA                                                                                                                     | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2696202.60     | 0.01%             | 2027-01-21      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      14546000 | PA      | $17171429.38    | 0.04%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7240000 | PA      | $5411900.00     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        928000 | PA      | $563760.00      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       7454000 | PA      | $4360590.00     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |         58000 | PA      | $34220.00       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        548000 | PA      | $258930.00      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       2447255 | PA      | $1382699.08     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      10831000 | PA      | $6092437.50     | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1352000 | PA      | $804440.00      | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |       8000000 | PA      | $8396851.00     | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                         | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2199048.96     | 0.00%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SSE plc                                                                      | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      13600000 | PA      | $18285555.86    | 0.04%             | 2026-01-14      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $20857076.32    | 0.05%             | 2026-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      17315000 | PA      | $22874709.65    | 0.05%             | 2028-01-14      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                                               | VF Ukraine PAT                                                                                                                | CUSIP: N/A<br>LEI: 213800C9OW7RIPPP6Z96       | Long             | DBT              | CORP              | UA        |       2352706 | PA      | $2270361.11     | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       1425000 | PA      | $1687219.95     | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                     | Ziggo BV                                                                                                                      | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |       3250000 | PA      | $3604802.16     | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                   | Treasury Corp. of Victoria                                                                                                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      11708000 | PA      | $7122088.16     | 0.02%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                                                           | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |       5462000 | PA      | $4410918.07     | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  307246000000 | PA      | $18864075.25    | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2021-1, Class B                                                                                             | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        250464 | PA      | $293577.64      | 0.00%             | 2049-10-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2021-1, Class C                                                                                             | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        173398 | PA      | $203557.43      | 0.00%             | 2049-10-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                   | Wintershall Dea Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      17054000 | PA      | $20203357.70    | 0.04%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kyrgyz Republic International Bond                                           | Kyrgyz Republic International Bond                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KG        |        557000 | PA      | $573013.75      | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                       | BP Capital Markets plc                                                                                                        | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      92149000 | PA      | $108314297.09   | 0.24%             | 2026-03-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                       | BP Capital Markets plc                                                                                                        | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $10674164.04    | 0.02%             | 2027-03-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                          | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9380784.76     | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                         | Heimstaden Bostad AB                                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      13277000 | PA      | $15155553.34    | 0.03%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $91000.00       | 0.00%             | 2027-01-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                   | Wintershall Dea Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       4959000 | PA      | $5823288.35     | 0.01%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                          | Haidilao International Holding Ltd.                                                                                           | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $4997000.00     | 0.01%             | 2026-01-14      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       8642000 | PA      | $10321717.90    | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1800000 | PA      | $2078448.21     | 0.00%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 549300ONXPZT3KQZDR65       | Long             | DBT              | CORP              | LU        |       8190000 | PA      | $9536890.63     | 0.02%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2022-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |        830000 | PA      | $1114954.31     | 0.00%             | 2055-12-12      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2022-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |        365000 | PA      | $489296.72      | 0.00%             | 2055-12-12      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                          | Deutsche Telekom AG                                                                                                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       9067000 | PA      | $6617875.94     | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      37600000 | PA      | $44209613.73    | 0.10%             | 2026-01-14      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                                  | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1331397 | PA      | $1563809.78     | 0.00%             | 2033-08-17      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Assura Financing plc                                                         | Assura Financing plc                                                                                                          | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5207607.62     | 0.01%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Elect Global Investments Ltd.                                                | Elect Global Investments Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900MGJD77N8VPNK65       | Long             | DBT              | CORP              | VG        |       4026000 | PA      | $3025418.22     | 0.01%             | 2026-02-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                                                              | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |       1515000 | PA      | $1829927.19     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                           | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       9700000 | PA      | $10263137.66    | 0.02%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      12900000 | PA      | $16666077.58    | 0.04%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                   | LANXESS AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Short            | DBT              | CORP              | DE        |      -1500000 | PA      | $-1578624.56    | -0.00%            | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan                                                                        | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    9504100000 | PA      | $49654432.57    | 0.11%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                                          | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: 300300FCDZBE6UP9ED24       | Long             | EC               | CORP              | KY        |         45800 | NS      | $378601.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      21171000 | PA      | $25015325.87    | 0.06%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      52800000 | PA      | $61624885.67    | 0.14%             | 2081-08-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |        300000 | PA      | $357442.45      | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                               | Dana Financing Luxembourg SARL                                                                                                | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       1669000 | PA      | $2096553.73     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                        | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      20000000 | PA      | $23336181.43    | 0.05%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       4761000 | PA      | $6739111.21     | 0.01%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      11287000 | PA      | $13177732.68    | 0.03%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bilibili, Inc.                                                               | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |         12980 | NS      | $320361.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                                    | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      15800000 | PA      | $21467153.67    | 0.05%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                 | ams-OSRAM AG                                                                                                                  | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |       2000000 | PA      | $2447464.89     | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Cassia SRL                                                                   | Cassia SRL, Series 2022-1X, Class A                                                                                           | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      12209568 | PA      | $14383350.20    | 0.03%             | 2034-05-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     520654000 | PA      | $615427560.14   | 1.37%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                                      | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |        155161 | PA      | $182409.40      | 0.00%             | 2033-03-21      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                               | Var Energi ASA                                                                                                                | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      10387000 | PA      | $13402307.20    | 0.03%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        200000 | PA      | $174360.00      | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                        | Iberdrola Finanzas SA                                                                                                         | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      17800000 | PA      | $20323175.93    | 0.05%             | 2027-08-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $13609200.69    | 0.03%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REXLot Holdings Ltd.                                                         | REXLot Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      15091015 | PA      | $0.19           | 0.00%             | 2019-04-17      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Kingdom of Bahrain                                                           | Kingdom of Bahrain                                                                                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |        530000 | PA      | $514418.00      | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4400000 | PA      | $5494060.00     | 0.01%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       5200000 | PA      | $6015817.04     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2021-SP, Class F                                                                                      | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |         38102 | PA      | $44712.14       | 0.00%             | 2039-01-31      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2021-SP, Class E                                                                                      | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |         95255 | PA      | $111998.19      | 0.00%             | 2039-01-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        162880 | PA      | $192006.33      | 0.00%             | 2034-11-14      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                      | Banco Espirito Santo SA                                                                                                       | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |       6100000 | PA      | $1577118.40     | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                              | ContourGlobal Power Holdings SA                                                                                               | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |       9765000 | PA      | $11749220.66    | 0.03%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      31400000 | PA      | $30214778.38    | 0.07%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                | Aroundtown SA                                                                                                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |        700000 | PA      | $796050.98      | 0.00%             | 2026-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      41620000 | PA      | $49764082.67    | 0.11%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       2618000 | PA      | $3214944.97     | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       2095000 | PA      | $2118568.75     | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                     | Grand City Properties SA                                                                                                      | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       6900000 | PA      | $7982688.96     | 0.02%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       2968200 | PA      | $3609291.76     | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                                                | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |         19400 | NS      | $533988.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      10185000 | PA      | $11664711.94    | 0.03%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Periama Holdings LLC                                                         | Periama Holdings LLC                                                                                                          | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $11525875.00    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $14915458.26    | 0.03%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                              | Fiber Midco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |        161000 | PA      | $145099.71      | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      15202000 | PA      | $19396146.50    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2021-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |        334000 | PA      | $450141.92      | 0.00%             | 2053-06-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2021-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |        110000 | PA      | $148375.47      | 0.00%             | 2053-06-23      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2022-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400WJIOHLEFH45L66       | Long             | ABS-MBS          | CORP              | GB        |       2955342 | PA      | $3986868.68     | 0.01%             | 2060-02-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Petron Corp.                                                                 | Petron Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |      18017000 | PA      | $17964030.02    | 0.04%             | 2026-04-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                       | Daimler Truck International Finance BV                                                                                        | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |        400000 | PA      | $475907.45      | 0.00%             | 2030-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                             | TotalEnergies SE, Series NC7                                                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      54716000 | PA      | $62328601.55    | 0.14%             | 2027-10-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Globe Telecom, Inc.                                                          | Globe Telecom, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |      11000000 | PA      | $10924980.00    | 0.02%             | 2026-08-02      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                                                           | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       9937000 | PA      | $13507925.29    | 0.03%             | 2030-06-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     152686556 | PA      | $53772982.80    | 0.12%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                   | Orsted A/S                                                                                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $5168512.08     | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3180000 | PA      | $31800.00       | 0.00%             | 2024-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                  | Virgin Media Vendor Financing Notes III DAC                                                                                   | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |       7517000 | PA      | $9864504.78     | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Ltd.                                                      | KWG Group Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $45000.00       | 0.00%             | 2026-08-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2021-SP, Class D                                                                                      | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        171459 | PA      | $201902.84      | 0.00%             | 2039-01-31      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        921000 | PA      | $1087011.75     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       3100000 | PA      | $3619054.46     | 0.01%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        804000 | PA      | $1083920.86     | 0.00%             | 2055-03-12      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |        436000 | PA      | $588303.89      | 0.00%             | 2055-03-12      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                             | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |       7638000 | PA      | $6058638.00     | 0.01%             | 2026-01-12      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                        | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |       3888000 | PA      | $4314651.92     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                        | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      12098000 | PA      | $15307500.58    | 0.03%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                                           | BCP V Modular Services Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |       2456000 | PA      | $2226208.09     | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                             | Mobico Group plc                                                                                                              | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      19038000 | PA      | $17710100.10    | 0.04%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                     | Global Switch Finance BV                                                                                                      | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |       8197000 | PA      | $9009065.64     | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       4764000 | PA      | $5743210.01     | 0.01%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                        | Bank Negara Indonesia Persero Tbk. PT                                                                                         | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |      23000000 | PA      | $22489687.50    | 0.05%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                                                      | Bunge Finance Europe BV                                                                                                       | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |      14156000 | PA      | $15855095.45    | 0.04%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        628000 | PA      | $487731.60      | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                     | PCF GmbH                                                                                                                      | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |       3978690 | PA      | $2184128.05     | 0.00%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                     | PCF GmbH                                                                                                                      | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |        875660 | PA      | $479564.29      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                           | Poste Italiane SpA                                                                                                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |       4860000 | PA      | $5476570.58     | 0.01%             | 2029-03-24      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2021-SP, Class B                                                                                      | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |        247663 | PA      | $290816.37      | 0.00%             | 2039-01-31      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Finsbury Square Green plc                                                    | Finsbury Square Green plc, Series 2021-1GRX, Class C                                                                          | CUSIP: N/A<br>LEI: 213800Q5AVM95R2E6915       | Long             | ABS-MBS          | CORP              | GB        |       1045000 | PA      | $1409678.29     | 0.00%             | 2067-12-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG, Series NC5                                                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      31000000 | PA      | $38665748.80    | 0.09%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        397021 | PA      | $467800.32      | 0.00%             | 2034-11-14      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| SK Battery America, Inc.                                                     | SK Battery America, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 54930012FBFVNU7RWO57       | Long             | DBT              | CORP              | US        |        472000 | PA      | $470274.84      | 0.00%             | 2026-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                 | Glencore Capital Finance DAC                                                                                                  | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       1853000 | PA      | $1838059.56     | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                        | EP Infrastructure A/S                                                                                                         | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      16300000 | PA      | $17216239.29    | 0.04%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                                                             | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       5811000 | PA      | $6919983.17     | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd.                                                     | China Ruyi Holdings Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 984500976440498D1C06       | Long             | EC               | CORP              | BM        |       1760000 | NS      | $495710.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       3348000 | PA      | $3953237.40     | 0.01%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                                                      | Bunge Finance Europe BV                                                                                                       | CUSIP: N/A<br>LEI: 549300BIPDLRC1B3OO64       | Long             | DBT              | CORP              | NL        |       5141000 | PA      | $5758056.35     | 0.01%             | 2028-09-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA, Series NC5.                                                                                                           | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      37700000 | PA      | $43446514.63    | 0.10%             | 2082-03-14      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc, Series 60NC10                                                                                             | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       9005000 | PA      | $10195413.55    | 0.02%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       5002000 | PA      | $5495731.15     | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1986000 | PA      | $1265329.46     | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                                          | Krung Thai Bank PCL                                                                                                           | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      15980000 | PA      | $15916080.00    | 0.04%             | 2026-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $16409314.28    | 0.04%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |         86000 | PA      | $103263.39      | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                               | Magyar Export-Import Bank Zrt.                                                                                                | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |       1950000 | PA      | $2453154.79     | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                               | EC Finance plc                                                                                                                | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |       8889000 | PA      | $10336665.98    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                     | Nexi SpA                                                                                                                      | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Short            | DBT              | CORP              | IT        |     -10000000 | PA      | $-11804835.22   | -0.03%            | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                 | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |       6550000 | PA      | $8011897.56     | 0.02%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                               | Czech Republic                                                                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     672440000 | PA      | $33039508.81    | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |        982000 | PA      | $1151443.40     | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA, Series NC6                                                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       4427000 | PA      | $5120788.94     | 0.01%             | 2027-02-11      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                       | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     136940000 | PA      | $33825496.08    | 0.08%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                    | VZ Vendor Financing II BV                                                                                                     | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |       5001000 | PA      | $5551101.64     | 0.01%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                                                                           | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        768457 | PA      | $760003.97      | 0.00%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       3260000 | PA      | $3224140.00     | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       6093110 | PA      | $5368029.91     | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                          | Republic of Ecuador                                                                                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      10767958 | PA      | $8363677.57     | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                           | Autonoria Spain FT, Series 2023-SP, Class C                                                                                   | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        963928 | PA      | $1149050.45     | 0.00%             | 2041-09-30      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      24519000 | PA      | $27949557.91    | 0.06%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       7800000 | PA      | $9486839.60     | 0.02%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        295004 | PA      | $316276.74      | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        283000 | PA      | $271680.00      | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |        545000 | PA      | $763503.82      | 0.00%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                       | TotalEnergies Capital International SA                                                                                        | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      11100000 | PA      | $11953104.42    | 0.03%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK Elevator Midco GmbH                                                                                                        | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       4325000 | PA      | $5100596.12     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                              | Belfius Bank SA                                                                                                               | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      11000000 | PA      | $12129127.93    | 0.03%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ACEN Finance Ltd.                                                            | ACEN Finance Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 54930080P6CVPPSROL50       | Long             | DBT              | CORP              | KY        |      17059000 | PA      | $11258940.00    | 0.02%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       3849000 | PA      | $4528657.19     | 0.01%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Azelis Group NV                                                              | Azelis Group NV                                                                                                               | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |        142263 | NS      | $1554274.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Finance Corp. Ltd.                                                     | Power Finance Corp. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |        834000 | PA      | $941196.36      | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      27833000 | PA      | $29565882.58    | 0.07%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                                | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      48200000 | PA      | $55726831.97    | 0.12%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                        | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |         54101 | NS      | $4151902.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $749739.99      | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG, Series USTR                                                                                                 | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       6600000 | PA      | $7047783.60     | 0.02%             | 2030-04-30      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 19 Euro DAC                                               | Northwoods Capital 19 Euro DAC, Series 2019-19A, Class C                                                                      | CUSIP: N/A<br>LEI: 549300OXT9DWKDJI8F97       | Long             | ABS-CBDO         | CORP              | IE        |        500000 | PA      | $588417.29      | 0.00%             | 2033-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4396000 | PA      | $5918951.54     | 0.01%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3695000 | PA      | $36950.00       | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7510612.41     | 0.02%             | 2026-01-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Nan Fung Treasury III Ltd.                                                   | Nan Fung Treasury III Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900SXLFVWFJY5QE98       | Long             | DBT              | CORP              | VG        |       3125000 | PA      | $2457031.25     | 0.01%             | 2026-02-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                                | Organon & Co.                                                                                                                 | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4563035.11     | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     212348306 | PA      | $6107970.25     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                     | Enel SpA, Series 6.5Y                                                                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      34602000 | PA      | $39480313.88    | 0.09%             | 2027-06-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                          | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5436435.18     | 0.01%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                          | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      23661000 | PA      | $992496.53      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                              | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2575015.84     | 0.01%             | 2027-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       2203000 | PA      | $2716205.75     | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $9044887.66     | 0.02%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       2000000 | PA      | $182000.00      | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       4600000 | PA      | $5416958.89     | 0.01%             | 2026-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                       | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |       6000000 | PA      | $6032880.00     | 0.01%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd.                                                           | Eicher Motors Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |         11538 | NS      | $939223.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Li Auto, Inc.                                                                | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |         42500 | NS      | $358706.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                        | Scentre Group Trust 1                                                                                                         | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      25800000 | PA      | $16431989.55    | 0.04%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JD Health International, Inc.                                                | JD Health International, Inc.                                                                                                 | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |         53050 | NS      | $379932.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                  | Mediobanca Banca di Credito Finanziario SpA                                                                                   | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |       2992000 | PA      | $3646864.80     | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                         | OI European Group BV                                                                                                          | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2349000 | PA      | $2839963.08     | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                          | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      15393000 | PA      | $18644712.09    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                    | Bank of Ireland Group plc                                                                                                     | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       6000000 | PA      | $8459401.55     | 0.02%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tonies SE                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        196295 | NS      | $46137.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       1200000 | PA      | $1380156.89     | 0.00%             | 2028-02-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                     | ELO SACA                                                                                                                      | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |        900000 | PA      | $1055773.33     | 0.00%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                                      | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         46548 | PA      | $54734.19       | 0.00%             | 2033-03-21      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                                      | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |         77581 | PA      | $91071.41       | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4744870.00     | 0.01%             | 2029-10-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      19000000 | PA      | $22231669.71    | 0.05%             | 2026-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7855866.49     | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2022-1X, Class A                                                                             | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |        969689 | PA      | $1307429.57     | 0.00%             | 2063-12-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Food Service Project SA                                                      | Food Service Project SA                                                                                                       | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |       4105000 | PA      | $4832374.21     | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12200000 | PA      | $14299087.34    | 0.03%             | 2026-11-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       3142000 | PA      | $31420.00       | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| NBK Tier 1 Ltd.                                                              | NBK Tier 1 Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 5493000G4QCCEE8YHF19       | Long             | DBT              | CORP              | AE        |       5000000 | PA      | $4904800.00     | 0.01%             | 2026-08-24      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| PCL Funding VIII plc                                                         | PCL Funding VIII plc, Series 2023-1, Class B                                                                                  | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |       1125000 | PA      | $1524659.84     | 0.00%             | 2028-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                     | Iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7576526.03     | 0.02%             | 2030-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                  | Republic of North Macedonia                                                                                                   | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |        546000 | PA      | $664919.35      | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Azzurra Aeroporti SpA                                                        | Azzurra Aeroporti SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156004064432D3D0F19       | Long             | DBT              | CORP              | IT        |       5699000 | PA      | $6674136.25     | 0.01%             | 2027-05-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       4761000 | PA      | $5796417.50     | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                   | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       1300000 | PA      | $1484988.03     | 0.00%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7974000 | PA      | $7956090.40     | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                   | Iberdrola International BV, Series NC5                                                                                        | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       6500000 | PA      | $7623751.56     | 0.02%             | 2026-01-28      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |        284000 | PA      | $295538.92      | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLP China Holdings Ltd.                                                      | GLP China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900C6X2D3TGF2CO98       | Long             | DBT              | CORP              | HK        |       4746000 | PA      | $4661900.88     | 0.01%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1231206 | PA      | $110195.26      | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1477447 | PA      | $130256.49      | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1231206 | PA      | $113979.63      | 0.00%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-3, Class A                                                                                   | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |      11553018 | PA      | $7704355.51     | 0.02%             | 2033-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-3, Class B                                                                                   | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |       4803000 | PA      | $3199159.96     | 0.01%             | 2033-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Preem AB                                                                     | Preem AB                                                                                                                      | CUSIP: N/A<br>LEI: 549300MIHCMD8DCSBY41       | Long             | DBT              | CORP              | SE        |       7560800 | PA      | $9171917.80     | 0.02%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Compartment Driver UK Ten                                                    | Compartment Driver UK Ten, Series 10, Class B                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2700000 | PA      | $3640349.39     | 0.01%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |        362000 | PA      | $367068.00      | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                 | Gemgarto plc, Series 2021-1X, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |        218000 | PA      | $294201.91      | 0.00%             | 2067-12-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                                                   | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |       9156000 | PA      | $12015505.67    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                            | Kapla Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      11357000 | PA      | $13535066.19    | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TMS Issuer SARL                                                              | TMS Issuer SARL                                                                                                               | CUSIP: N/A<br>LEI: 21380092DY1X4BHPMA32       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5210937.50     | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                       | Emirates NBD Bank PJSC                                                                                                        | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       4000000 | PA      | $3906400.00     | 0.01%             | 2027-02-27      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Premier Foods Finance plc                                                    | Premier Foods Finance plc                                                                                                     | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |       3999000 | PA      | $5328249.25     | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBAM European CLO I DAC                                                      | BBAM European CLO I DAC, Series 1X, Class AR                                                                                  | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5865200.50     | 0.01%             | 2034-07-22      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       4742175 | PA      | $26590085.60    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                          | FIS Fabbrica Italiana Sintetici SpA                                                                                           | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      11346000 | PA      | $13333632.25    | 0.03%             | 2027-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      24000000 | PA      | $27547571.73    | 0.06%             | 2027-12-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2024-1X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |        362857 | PA      | $489233.45      | 0.00%             | 2034-05-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       1395000 | PA      | $1400900.85     | 0.00%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                  | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       2990000 | PA      | $2791685.65     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                | Heimstaden Bostad Treasury BV                                                                                                 | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       2519000 | PA      | $2914206.02     | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                     | Enel SpA                                                                                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      14356000 | PA      | $16722689.54    | 0.04%             | 2026-12-10      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                                 | GAMMA Sociedade de Titularizacao de Creditos, Series 2, Class A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       3864817 | PA      | $4559001.11     | 0.01%             | 2034-02-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                                                                 | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      15995000 | PA      | $20587438.83    | 0.05%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                          | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    1017735000 | PA      | $34482819.42    | 0.08%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2021-2X, Class C                                                                                  | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |        371000 | PA      | $500578.54      | 0.00%             | 2071-12-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2021-2X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |        200000 | PA      | $268652.91      | 0.00%             | 2071-12-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc., Class B                                                                                                     | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |          2773 | NS      | $471746.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Power HK Finance Ltd.                                                    | CLP Power HK Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 254900V6QHCRGVD95V85       | Long             | DBT              | CORP              | VG        |       6000000 | PA      | $6232500.00     | 0.01%             | 2030-04-23      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                                       | Republic of Montenegro                                                                                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |        590000 | PA      | $679743.32      | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2126885.16     | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                       | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |       7872000 | PA      | $9262747.61     | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                      | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |      28460000 | PA      | $34834400.60    | 0.08%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCB Tier 1 Sukuk Ltd.                                                        | NCB Tier 1 Sukuk Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3924080.00     | 0.01%             | 2026-07-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       2562143 | PA      | $3013103.53     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wizz Air Holdings plc                                                        | Wizz Air Holdings plc                                                                                                         | CUSIP: N/A<br>LEI: 213800COXGZCORLJZA85       | Long             | EC               | CORP              | JE        |         71595 | NS      | $1226938.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      33536000 | PA      | $36389814.81    | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                                | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X                                                                 | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |       5537000 | PA      | $7634776.80     | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     100525000 | PA      | $120544020.90   | 0.27%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                    | Ping An Insurance Group Co. of China Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |     218000000 | PA      | $35279658.73    | 0.08%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                  | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                          | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       1060782 | PA      | $1246143.13     | 0.00%             | 2031-08-17      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities PE DAC                                                  | Last Mile Securities PE DAC, Series 2021-1X, Class A1                                                                         | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       3245332 | PA      | $3814604.36     | 0.01%             | 2031-08-17      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       4762000 | PA      | $4923908.00     | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                                  | Cedacri SpA                                                                                                                   | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |       5757000 | PA      | $6827301.64     | 0.02%             | 2028-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6300000 | PA      | $4356324.84     | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                      | Lorca Telecom Bondco SA                                                                                                       | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |        919383 | PA      | $1080158.06     | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  215304000000 | PA      | $13369131.12    | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAS Capital No. 1 Ltd.                                                       | CAS Capital No. 1 Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | DBT              | CORP              | VG        |       6133000 | PA      | $6054420.94     | 0.01%             | 2026-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       1616000 | PA      | $1919038.10     | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                                  | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1030949 | PA      | $1210729.28     | 0.00%             | 2033-08-17      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Thames Water Utilities Finance plc                                           | Thames Water Utilities Finance plc                                                                                            | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      18102000 | PA      | $17534408.58    | 0.04%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                           | Bracken MidCo1 plc                                                                                                            | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |       6861000 | PA      | $9161567.85     | 0.02%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       1000000 | PA      | $91000.00       | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                  | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      10550000 | PA      | $10955248.55    | 0.02%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                                        | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |        912000 | PA      | $689157.36      | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                    | RLGH Finance Bermuda Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300JARQYXR76TRX40       | Long             | DBT              | CORP              | BM        |      13360000 | PA      | $14180054.57    | 0.03%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                       | Czechoslovak Group A/S                                                                                                        | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      13721000 | PA      | $16689291.36    | 0.04%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                       | TUI AG                                                                                                                        | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |        119992 | NS      | $1254084.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1422000 | PA      | $785433.17      | 0.00%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                      | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | KY        |       6000000 | PA      | $5978999.94     | 0.01%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                                        | Rede D'Or Sao Luiz SA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |        135525 | NS      | $1010441.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                              | Repsol International Finance BV                                                                                               | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      60763000 | PA      | $70839665.37    | 0.16%             | 2026-12-22      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      23720000 | PA      | $28732477.10    | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                             | Volkswagen Financial Services NV                                                                                              | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |        900000 | PA      | $1195861.69     | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                   | Orsted A/S                                                                                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Short            | DBT              | NUSS              | DK        |     -10000000 | PA      | $-11772998.35   | -0.03%            | 2035-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        554000 | PA      | $506045.76      | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2022-1X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |        264000 | PA      | $355990.47      | 0.00%             | 2063-12-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |        807000 | PA      | $954190.43      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       7900000 | PA      | $10969864.77    | 0.02%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                          | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       9378000 | PA      | $11186159.57    | 0.02%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                                  | Latitude Australia Credit Card Master Trust, Series 2025-1, Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      16998000 | PA      | $11376965.53    | 0.03%             | 2037-11-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Master Trust                                  | Latitude Australia Credit Card Master Trust, Series 2025-1, Class B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       6791000 | PA      | $4545252.53     | 0.01%             | 2037-11-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                          | Dolcetto Holdco SpA                                                                                                           | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |       1486000 | PA      | $1769911.92     | 0.00%             | 2032-07-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Tongyang Life Insurance Co. Ltd.                                             | Tongyang Life Insurance Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |       8000000 | PA      | $8284160.00     | 0.02%             | 2035-05-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        435000 | PA      | $584721.73      | 0.00%             | 2055-09-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                           | eircom Finance DAC                                                                                                            | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |       5824000 | PA      | $6960828.09     | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |       3885000 | PA      | $4341215.32     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class D                                                                                      | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        187000 | PA      | $251021.07      | 0.00%             | 2055-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Minor International PCL                                                      | Minor International PCL                                                                                                       | CUSIP: N/A<br>LEI: 254900T4WB2UF9XPX041       | Long             | DBT              | CORP              | TH        |       5300000 | PA      | $5236400.00     | 0.01%             | 2026-04-19      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Thames Water Kemble Finance plc                                              | Thames Water Kemble Finance plc                                                                                               | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |       4273000 | PA      | $28798.95       | 0.00%             | 2026-05-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |        232000 | PA      | $253460.00      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| China City Construction International Co. Ltd.                               | China City Construction International Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       2989562 | PA      | $0.04           | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        942000 | PA      | $957013.13      | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      13548000 | PA      | $19407754.55    | 0.04%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                           | Republic of Angola                                                                                                            | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |        657000 | PA      | $662129.79      | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                                                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      15600000 | PA      | $20558907.42    | 0.05%             | 2028-07-18      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Flinders Port Holdings Pty. Ltd.                                             | Flinders Port Holdings Pty. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 54930004ONWGFT3AYX31       | Long             | DBT              | CORP              | AU        |       7600000 | PA      | $5126281.06     | 0.01%             | 2034-07-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                   | Vonovia SE                                                                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       6700000 | PA      | $5186934.53     | 0.01%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2024-1, Class B                                                                                             | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3139000 | PA      | $4244467.22     | 0.01%             | 2031-01-17      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                        | EP Infrastructure A/S                                                                                                         | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      10100000 | PA      | $11713673.20    | 0.03%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      32570000 | PA      | $39039235.85    | 0.09%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2021-1, Class A                                                                    | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |       1199886 | PA      | $1616320.68     | 0.00%             | 2058-07-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                                    | Turk Telekomunikasyon A/S                                                                                                     | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |        416000 | PA      | $433288.96      | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      39500000 | PA      | $41813195.70    | 0.09%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class A                                                                  | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |       1843919 | PA      | $2166763.45     | 0.00%             | 2033-08-17      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Vobile Group Ltd.                                                            | Vobile Group Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900YIB5FJSDJA2S88       | Long             | EC               | CORP              | KY        |        489000 | NS      | $258582.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      16498000 | PA      | $20910991.38    | 0.05%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2024-1, Class A                                                                                             | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       2545652 | PA      | $3434530.42     | 0.01%             | 2031-01-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Metro Bank Holdings plc                                                      | Metro Bank Holdings plc                                                                                                       | CUSIP: N/A<br>LEI: 984500CDDEAD6C2EDQ64       | Long             | DBT              | CORP              | GB        |       7331000 | PA      | $11265667.57    | 0.02%             | 2029-04-30      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                                   | Trident Energy Finance plc                                                                                                    | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |       2996000 | PA      | $3043756.24     | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                            | Alstria Office AG                                                                                                             | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $5225468.04     | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                | Golden Bar Securitisation Srl, Series 2025-2, Class B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1467000 | PA      | $1724718.35     | 0.00%             | 2044-12-22      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                | Golden Bar Securitisation Srl, Series 2025-2, Class C                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1327000 | PA      | $1561421.05     | 0.00%             | 2044-12-22      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                | GLP Pte. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |      13000000 | PA      | $8580000.00     | 0.02%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class A                                                                                      | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       2296980 | PA      | $3095301.41     | 0.01%             | 2055-09-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2021-2, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |        819000 | PA      | $1101992.73     | 0.00%             | 2055-09-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                                                     | Irca SpA                                                                                                                      | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |       4969000 | PA      | $5934056.35     | 0.01%             | 2029-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                              | Eli Lilly & Co.                                                                                                               | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      23965000 | PA      | $13023497.98    | 0.03%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                                    | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |        158000 | PA      | $212416.40      | 0.00%             | 2058-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Iceland Bondco plc                                                           | Iceland Bondco plc                                                                                                            | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |       5036000 | PA      | $7170863.04     | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                                                                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       1234000 | PA      | $1229372.50     | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       7645000 | PA      | $9584528.17     | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-2, Class B                                                                             | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |        820000 | PA      | $963777.71      | 0.00%             | 2059-04-28      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance BV                                                    | Dutch Property Finance BV, Series 2021-2, Class C                                                                             | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |        504000 | PA      | $592410.38      | 0.00%             | 2059-04-28      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                            | BRANICKS Group AG                                                                                                             | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |       5700000 | PA      | $4678191.31     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | DBT              | CORP              | ES        |      -2800000 | PA      | $-3141194.90    | -0.01%            | 2029-03-21      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                           | AutoFlorence 2 SRL, Series 2, Class B                                                                                         | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |        144844 | PA      | $170130.07      | 0.00%             | 2044-12-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2567093.72     | 0.01%             | 2027-10-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4447383.63     | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                             | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       3655000 | PA      | $4587169.90     | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                           | Lanebrook Mortgage Transaction plc, Series 2024-1, Class A                                                                    | CUSIP: N/A<br>LEI: 635400BMFIJ9ARSOLL61       | Long             | ABS-MBS          | CORP              | GB        |       1052919 | PA      | $1420375.26     | 0.00%             | 2061-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      11167000 | PA      | $12662893.78    | 0.03%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       2879000 | PA      | $2855498.00     | 0.01%             | 2026-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        100000 | PA      | $109870.67      | 0.00%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                                               | Elior Group SA                                                                                                                | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |       2308000 | PA      | $2706082.69     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       6094000 | PA      | $7013833.04     | 0.02%             | 2030-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                                                | Daiwa House Industry Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $67990.30       | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NetEase Cloud Music, Inc.                                                    | NetEase Cloud Music, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |         19100 | NS      | $457499.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2021-1, Class D                                                                                             | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |        346797 | PA      | $407520.77      | 0.00%             | 2049-10-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       1887000 | PA      | $2281114.53     | 0.01%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     253195140 | PA      | $5837757.80     | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Republic of Benin                                                            | Benin Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |       4220000 | PA      | $4588930.59     | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |       3681000 | PA      | $4751165.69     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Finsbury Square plc                                                          | Finsbury Square plc, Series 2021-2X, Class B                                                                                  | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |       1339000 | PA      | $1806643.18     | 0.00%             | 2071-12-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                      | Palmer Square European Loan Funding DAC, Series 2024-2X, Class D                                                              | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |       3250000 | PA      | $3819351.50     | 0.01%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                        | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        559000 | PA      | $559122.98      | 0.00%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| XPeng, Inc.                                                                  | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |         31800 | NS      | $323338.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |     -40000000 | PA      | $-41251917.38   | -0.09%            | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                             | Volkswagen Financial Services NV                                                                                              | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       3900000 | PA      | $5019481.37     | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                                        | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    5108000000 | PA      | $21305290.60    | 0.05%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     429549000 | PA      | $9666153.50     | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp.                                                                                                | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       2048000 | PA      | $2233207.02     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                         | ADLER Financing SARL                                                                                                          | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      33534657 | PA      | $43165102.81    | 0.10%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 2 SRL                                                           | AutoFlorence 2 SRL, Series 2, Class C                                                                                         | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |         66777 | PA      | $78492.77       | 0.00%             | 2044-12-24      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                     | Daimler Truck Holding AG                                                                                                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |         12512 | NS      | $541926.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |     -40000000 | PA      | $-41346356.46   | -0.09%            | 2031-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                                                  | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |       3594000 | PA      | $4012301.84     | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |        491000 | PA      | $581033.51      | 0.00%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                           | Republic of Serbia                                                                                                            | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |        624000 | PA      | $669240.00      | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Link CB Ltd.                                                                 | Link CB Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: 2549000YKZX6JKWL1X31       | Long             | DBT              | CORP              | VG        |     125000000 | PA      | $16245571.91    | 0.04%             | 2027-12-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      13600000 | PA      | $16164540.38    | 0.04%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                   | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2520389.36     | 0.01%             | 2030-02-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                   | Vonovia SE                                                                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14458338.10    | 0.03%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                                                         | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      38600000 | PA      | $45208486.73    | 0.10%             | 2056-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                    | First Abu Dhabi Bank PJSC                                                                                                     | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | DBT              | CORP              | AE        |        674000 | PA      | $677862.02      | 0.00%             | 2031-05-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                   | Anglo American Capital plc                                                                                                    | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      10901000 | PA      | $13088850.75    | 0.03%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |        584000 | PA      | $664011.50      | 0.00%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       9200000 | PA      | $6033036.20     | 0.01%             | 2045-11-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty. Ltd.                                                    | Tabcorp Finance Pty. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |       9930000 | PA      | $6541896.38     | 0.01%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                      | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      10106000 | PA      | $11438608.97    | 0.03%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                              | Puma International Financing SA                                                                                               | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      14000000 | PA      | $14399280.00    | 0.03%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                      | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |        700000 | PA      | $761411.69      | 0.00%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                             | WPP Finance 2013                                                                                                              | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Short            | DBT              | CORP              | GB        |     -10000000 | PA      | $-11869579.58   | -0.03%            | 2029-09-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                   | Orsted A/S                                                                                                                    | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |       1525000 | PA      | $1840895.72     | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                   | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |        935000 | PA      | $1118246.18     | 0.00%             | 2030-02-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                             | Jubilee Place BV, Series 7, Class D                                                                                           | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |        111000 | PA      | $130451.24      | 0.00%             | 2062-09-18      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                  | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       9280000 | PA      | $10971378.38    | 0.02%             | 2029-10-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      22900000 | PA      | $26188622.19    | 0.06%             | 2027-11-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                 | Bankinter SA                                                                                                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      39100000 | PA      | $45917298.24    | 0.10%             | 2033-02-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                                                             | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      15525000 | PA      | $20709121.97    | 0.05%             | 2028-04-26      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      24800000 | PA      | $33917298.60    | 0.08%             | 2027-11-29      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                                | Synthomer plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |       3232000 | PA      | $3359086.43     | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                       | IMA Industria Macchine Automatiche SpA                                                                                        | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      11317000 | PA      | $13452735.26    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Trinity Square plc                                                           | Trinity Square plc, Series 2021-1X, Class AR                                                                                  | CUSIP: N/A<br>LEI: 6354001L6FRKQUMWRQ12       | Long             | ABS-MBS          | CORP              | GB        |      12294004 | PA      | $16580833.47    | 0.04%             | 2059-07-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                 | Brignole Co., Series 2024, Class A                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       7875662 | PA      | $9270000.04     | 0.02%             | 2042-02-24      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                              | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      24700000 | PA      | $8008338.04     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      37892516 | PA      | $40103838.74    | 0.09%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                          | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3545960.34     | 0.01%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                          | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12156307.46    | 0.03%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                          | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |        350000 | PA      | $369250.00      | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $12798635.11    | 0.03%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                          | Ephios Subco 3 SARL                                                                                                           | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |       9952000 | PA      | $12462846.62    | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      51508913 | PA      | $13031835.28    | 0.03%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                               | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |         28137 | NS      | $397870.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                                               | Insurance Australia Group Ltd.                                                                                                | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |       5290000 | PA      | $3562654.18     | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                          | New Immo Holding SA                                                                                                           | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5474751.31     | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic                                                              | French Republic                                                                                                               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      21185000 | PA      | $24324911.09    | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                                 | Centrica plc                                                                                                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       7473000 | PA      | $10375527.99    | 0.02%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                                                    | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      10775000 | PA      | $12690377.13    | 0.03%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                        | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $66314.48       | 0.00%             | 2029-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                                        | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $66314.48       | 0.00%             | 2031-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                  | Hashemite Kingdom of Jordan                                                                                                   | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       1042000 | PA      | $1096372.39     | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  598954000000 | PA      | $37912800.42    | 0.08%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      18900000 | PA      | $21978594.62    | 0.05%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4100000 | PA      | $4906976.03     | 0.01%             | 2028-07-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      28000000 | PA      | $35836178.31    | 0.08%             | 2028-09-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      17781000 | PA      | $13487681.53    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      11260250 | PA      | $10781689.38    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                            | EMRLD Borrower LP                                                                                                             | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |      12860000 | PA      | $15746451.77    | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                           | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |       6049300 | PA      | $7470706.94     | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                       | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       1000000 | PA      | $1029375.00     | 0.00%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd. (The)                               | Pakistan Global Sukuk Programme Co. Ltd. (The)                                                                                | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |       8750000 | PA      | $8950243.75     | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO IV Funding DAC                                          | Sound Point Euro CLO IV Funding DAC, Series 4A, Class BR                                                                      | CUSIP: N/A<br>LEI: 549300XQKVE1YQW8R193       | Long             | ABS-CBDO         | CORP              | IE        |       1750000 | PA      | $2046329.34     | 0.00%             | 2039-04-15      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       6300000 | PA      | $7467827.25     | 0.02%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      30606000 | PA      | $36349289.93    | 0.08%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                            | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     136100000 | PA      | $165030962.00   | 0.37%             | 2031-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     159184000 | PA      | $188107826.19   | 0.42%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       2577000 | PA      | $3077959.34     | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       1754000 | PA      | $2094551.00     | 0.00%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Luna 2.5 SARL                                                                | Luna 2.5 SARL                                                                                                                 | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |       4337000 | PA      | $5190025.72     | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       1129000 | PA      | $1208007.42     | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |       1397000 | PA      | $1772489.93     | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  428127000000 | PA      | $27424447.15    | 0.06%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                        | Athora Netherlands NV                                                                                                         | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9640609.82     | 0.02%             | 2032-08-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Athens International Airport SA                                              | Athens International Airport SA                                                                                               | CUSIP: N/A<br>LEI: 213800BC45UCMQYR4995       | Long             | EC               | CORP              | GR        |        136772 | NS      | $1726288.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      83221000 | PA      | $98647647.74    | 0.22%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        132000 | PA      | $137550.38      | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       6130000 | PA      | $6981390.21     | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                          | MVM Energetika Zrt.                                                                                                           | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |       3152000 | PA      | $3326841.44     | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                           | PCL Funding IX plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |       2320000 | PA      | $3134999.56     | 0.01%             | 2029-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                  | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      83140000 | PA      | $92472206.08    | 0.21%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       5200000 | PA      | $6468767.63     | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                                 | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       7696000 | PA      | $9502906.01     | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                           | PCL Funding IX plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |      22145000 | PA      | $29919127.96    | 0.07%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                    | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       1910000 | PA      | $2238143.83     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                | JDE Peet's NV                                                                                                                 | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       9432000 | PA      | $11415277.73    | 0.03%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2024-1ST2X, Class A                                                          | CUSIP: N/A<br>LEI: 635400WGT6N9TVLEC567       | Long             | ABS-MBS          | CORP              | GB        |       6720578 | PA      | $9090537.78     | 0.02%             | 2065-10-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       2073000 | PA      | $2511393.34     | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 3, Class A                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       4922081 | PA      | $5798994.29     | 0.01%             | 2036-07-28      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7074243.18     | 0.02%             | 2035-02-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                                                    | La Financiere Atalian SAS                                                                                                     | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      10144615 | PA      | $3384493.62     | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                            | Republic of India                                                                                                             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     740000000 | PA      | $8240429.24     | 0.02%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                    | Pluxee NV                                                                                                                     | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |      41700000 | PA      | $49609591.92    | 0.11%             | 2028-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                           | UBS Switzerland AG                                                                                                            | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      16150000 | PA      | $19334175.73    | 0.04%             | 2029-03-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                          | Deutsche Telekom AG                                                                                                           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      22535000 | PA      | $24335472.07    | 0.05%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      11300000 | PA      | $13996092.42    | 0.03%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |       1285000 | PA      | $1299938.13     | 0.00%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                                                       | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |        577000 | PA      | $514346.46      | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                     | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      11540000 | PA      | $13253798.58    | 0.03%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                   | MSD Netherlands Capital BV                                                                                                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       5709000 | PA      | $5879262.86     | 0.01%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                | Veon Midco BV                                                                                                                 | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |        724000 | PA      | $684404.44      | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                             | Transurban Finance Co. Pty. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7200469.46     | 0.02%             | 2035-04-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     144950000 | PA      | $2497175.20     | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Crelan SA                                                                    | Crelan SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |       3800000 | PA      | $4820814.71     | 0.01%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $5363876.04     | 0.01%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         27600 | PA      | $27082.50       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |         63008 | PA      | $55663.46       | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       3260000 | PA      | $3203276.00     | 0.01%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                            | Republic of Ghana                                                                                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       5562000 | PA      | $5076599.81     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| True Corp. PCL                                                               | True Corp. PCL                                                                                                                | CUSIP: N/A<br>LEI: 894500HQD71STX0DQK07       | Long             | EC               | CORP              | TH        |       2149800 | NS      | $742915.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                 | Kaspi.KZ JSC                                                                                                                  | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |        230000 | PA      | $234459.70      | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      14825000 | PA      | $21557048.25    | 0.05%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                        | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      10923800 | PA      | $13479532.24    | 0.03%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TVL Finance plc                                                              | TVL Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |       1952000 | PA      | $2677145.46     | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |        611000 | PA      | $736123.91      | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        859000 | PA      | $1053662.28     | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                        | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       7700000 | PA      | $7796250.00     | 0.02%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding A/S                                                | TAV Havalimanlari Holding A/S                                                                                                 | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |        332000 | PA      | $346110.00      | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                     | Transnet                                                                                                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | CORP              | ZA        |        436000 | PA      | $460661.25      | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       4006000 | PA      | $5021868.97     | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                               | Commonwealth Bank of Australia                                                                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       5115000 | PA      | $5976042.89     | 0.01%             | 2037-08-26      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                                  | Ithaca Energy North Sea plc                                                                                                   | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |       9976000 | PA      | $11783996.18    | 0.03%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                   | National Bank of Greece SA                                                                                                    | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      11496000 | PA      | $14434524.76    | 0.03%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                 | Traton Finance Luxembourg SA                                                                                                  | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       7100000 | PA      | $8461717.38     | 0.02%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty. Ltd.                                           | Pacific National Finance Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      10160000 | PA      | $6853096.17     | 0.02%             | 2054-12-11      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $561203.35      | 0.00%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                       | EDP SA                                                                                                                        | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |       7000000 | PA      | $8441378.12     | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                                  | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       4410000 | PA      | $5321995.62     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                | Teva Pharmaceutical Finance Netherlands II BV                                                                                 | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       3674000 | PA      | $4857395.40     | 0.01%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                            | Kapla Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |       2880000 | PA      | $3420864.78     | 0.01%             | 2030-07-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                                      | RAF ABS, Series 2025-1, Class A                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      11357286 | PA      | $7582240.73     | 0.02%             | 2031-12-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Queensland Australia                                                | Queensland Treasury Corp.                                                                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      32700000 | PA      | $20731664.20    | 0.05%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      19756396 | PA      | $102084586.75   | 0.23%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  518067000000 | PA      | $32254565.59    | 0.07%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41                                   | Pepper Residential Securities Trust No. 41, Series 41, Class A1A                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      22560000 | PA      | $15062793.16    | 0.03%             | 2067-07-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $6615763.01     | 0.01%             | 2030-09-24      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      10400000 | PA      | $13429022.50    | 0.03%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                       | CD&R Firefly Bidco plc                                                                                                        | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      24786000 | PA      | $34956954.20    | 0.08%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                    | Sunac China Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |       3636364 | PA      | $549672.78      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                    | Sunac China Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      11363636 | PA      | $1731818.13     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Letras do Tesouro Nacional                                                                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        141323 | PA      | $24123853.25    | 0.05%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                        | Lion/Polaris Lux 4 SA                                                                                                         | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |       4720000 | PA      | $5610973.82     | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                            | Motion Finco SARL                                                                                                             | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |       8950000 | PA      | $9546131.87     | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                             | Volkswagen Financial Services AG                                                                                              | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       9079000 | PA      | $10701568.31    | 0.02%             | 2027-06-10      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                              | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      10060000 | PA      | $13391602.65    | 0.03%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                 | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |       9592000 | PA      | $11421964.49    | 0.03%             | 2028-11-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1555795.10     | 0.00%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       1857481 | PA      | $2170199.25     | 0.00%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       2261013 | PA      | $2524285.35     | 0.01%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |       4010143 | PA      | $4484153.12     | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                             | MFB Magyar Fejlesztesi Bank Zrt.                                                                                              | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |       1550000 | PA      | $1613937.50     | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $7625097.67     | 0.02%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty. Ltd.                                      | Transurban Queensland Finance Pty. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |       3090000 | PA      | $2010682.44     | 0.00%             | 2034-08-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1552000 | PA      | $2285880.87     | 0.01%             | 2086-08-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                          | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       1106000 | PA      | $1343953.74     | 0.00%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       3507000 | PA      | $4301910.09     | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                           | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     100000000 | PA      | $188257.78      | 0.00%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1657795.83     | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       1000000 | PA      | $1223406.63     | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                           | Aramark International Finance SARL                                                                                            | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |       5750000 | PA      | $6752061.58     | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                 | Virgin Media O2 Vendor Financing Notes V DAC                                                                                  | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |       7620000 | PA      | $10303473.15    | 0.02%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                        | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        280000 | PA      | $284233.60      | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                               | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       2285000 | PA      | $2703718.28     | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                     | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5900000 | PA      | $6708220.02     | 0.01%             | 2044-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                                                                     | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       1895000 | PA      | $2304079.09     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      98448000 | PA      | $27900547.12    | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                           | IRB Infrastructure Developers Ltd.                                                                                            | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $15506250.00    | 0.03%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                              | OEG Finance plc                                                                                                               | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      18755000 | PA      | $23039533.98    | 0.05%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                          | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      34600000 | PA      | $41655679.81    | 0.09%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Worley Financial Services Pty. Ltd.                                          | Worley Financial Services Pty. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300XG4PYDO7ACB905       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $4021357.67     | 0.01%             | 2032-05-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                | Aroundtown SA                                                                                                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $4062911.16     | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                             | HT Troplast GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |       6774000 | PA      | $8255316.12     | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                          | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       3678000 | PA      | $4441203.01     | 0.01%             | 2029-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                      | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |        947002 | PA      | $1113640.58     | 0.00%             | 2028-08-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                      | Vivion Investments SARL                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      11302216 | PA      | $13243901.96    | 0.03%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ireland                                                          | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |     316416590 | PA      | $360172136.94   | 0.80%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     112593000 | PA      | $31243773.43    | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                      | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       7740000 | PA      | $8382414.55     | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3750000 | PA      | $4681059.12     | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AtkinsRealis Group, Inc.                                                     | AtkinsRealis Group, Inc.                                                                                                      | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |          7420 | NS      | $478971.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Summer BC Holdco B SARL                                                      | Summer BC Holdco B SARL                                                                                                       | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |       5615000 | PA      | $6185712.23     | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       2833000 | PA      | $3482467.74     | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       7545000 | PA      | $9059561.38     | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       7715000 | PA      | $9264453.73     | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                    | United Arab Emirates Government Bond                                                                                          | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |        386000 | PA      | $397634.04      | 0.00%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | Volkswagen Bank GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $4248564.72     | 0.01%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | Volkswagen Bank GmbH                                                                                                          | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      14300000 | PA      | $17604286.13    | 0.04%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic                                                            | Hellenic Republic                                                                                                             | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |      44800000 | PA      | $51374855.14    | 0.11%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion Santander Consumo 9                                    | Fondo de Titulizacion Santander Consumo 9, Series 9, Class C                                                                  | CUSIP: N/A<br>LEI: 959800RE2YA509E01X80       | Long             | ABS-O            | CORP              | ES        |       4000000 | PA      | $4699474.37     | 0.01%             | 2040-10-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion Santander Consumo 9                                    | Fondo de Titulizacion Santander Consumo 9, Series 9, Class B                                                                  | CUSIP: N/A<br>LEI: 959800RE2YA509E01X80       | Long             | ABS-O            | CORP              | ES        |       2000000 | PA      | $2350350.64     | 0.01%             | 2040-10-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                   | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       3406000 | PA      | $4217090.78     | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9973347.02     | 0.02%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                        | FTA Consumo Santander, Series 7, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2855014 | PA      | $3365106.98     | 0.01%             | 2038-07-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| FTA Consumo Santander                                                        | FTA Consumo Santander, Series 7, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2355386 | PA      | $2774123.32     | 0.01%             | 2038-07-20      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    2540000000 | PA      | $221423.84      | 0.00%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                             | Turkiye Varlik Fonu Yonetimi A/S                                                                                              | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |        467000 | PA      | $501149.38      | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                               | Brazilian Real                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      45454772 | OU      | $8295044.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1566223.54     | 0.00%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      21700000 | PA      | $22244590.70    | 0.05%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                             | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       6508000 | PA      | $7733637.44     | 0.02%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                         | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       5000000 | PA      | $5164050.00     | 0.01%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                   | Engineering - Ingegneria Informatica - SpA                                                                                    | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |      11275000 | PA      | $14026004.11    | 0.03%             | 2028-05-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                      | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |       6250000 | PA      | $6281583.44     | 0.01%             | 2029-08-07      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                            | Republic of Korea                                                                                                             | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   77691000000 | PA      | $50540882.18    | 0.11%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ACE Securities Manufactured Housing Loan Trust                               | ACE Securities Manufactured Housing Loan Trust, Series 2003-MH1, Class B2                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |        423193 | PA      | $410947.64      | 0.00%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       4371000 | PA      | $5607954.74     | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                           | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       1726000 | PA      | $2044974.85     | 0.00%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Liberty                                                                      | Liberty, Series 2024-1A, Class A                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1603938 | PA      | $1073717.01     | 0.00%             | 2032-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                         | ZF Europe Finance BV                                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5323656.44     | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                       | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     126610000 | PA      | $31142378.39    | 0.07%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Epic Games, Inc.                                                             | Epic Games, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         45487 | NS      | $28628153.19    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        128364 | NS      | $7868.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                        | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       6474000 | PA      | $7494098.52     | 0.02%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                            | INEOS Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       7704000 | PA      | $7790535.45     | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      95710000 | PA      | $116381842.05   | 0.26%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       5099228 | PA      | $6071188.89     | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4306000 | PA      | $4586395.70     | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Playstudios, Inc.                                                            | Playstudios, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1145983 | NS      | $746607.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                    | Dream Finders Homes, Inc. (Preference)                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         58891 | NS      | $58375703.75    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| MCM Associates Ltd.                                                          | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      46710675 | PA      | $44788685.25    | 0.10%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| MCM Associates Ltd.                                                          | MCM Associates Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      36178167 | PA      | $29159913.97    | 0.06%             | 2031-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Palladyne AI Corp.                                                           | Palladyne AI Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        833632 | NS      | $3551273.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Latch, Inc.                                                                  | Latch, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        715325 | NS      | $107441.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlson Travel, Inc.                                                         | Carlson Travel, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         17611 | NS      | $70444.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLYR - Secured Note                                                          | FLYR - Secured Note                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      12761291 | PA      | $3404712.40     | 0.01%             | 2027-01-20      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Sonder Holdings, Inc.                                                        | Sonder Holdings, Inc., Class A                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        164240 | NS      | $1642.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                         | Boots Group Finco LP                                                                                                          | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       3670000 | PA      | $5116026.56     | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                         | Boots Group Finco LP                                                                                                          | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |       3384000 | PA      | $4109433.98     | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                            | Ziggo Bond Co. BV                                                                                                             | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |       4980000 | PA      | $5504219.69     | 0.01%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                      | Volkswagen Leasing GmbH                                                                                                       | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       6907000 | PA      | $8183480.46     | 0.02%             | 2026-10-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-1X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        773000 | PA      | $1042586.36     | 0.00%             | 2066-01-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-1X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400DWOSLQW6GG6T02       | Long             | ABS-MBS          | CORP              | GB        |        864000 | PA      | $1165602.42     | 0.00%             | 2066-01-20      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       7700000 | PA      | $9504270.95     | 0.02%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Piramal Finance Ltd.                                                         | Piramal Finance Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800M751HM7MSTFQ19       | Long             | DBT              | CORP              | IN        |      11000000 | PA      | $11226875.00    | 0.02%             | 2028-01-29      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| VLL International, Inc.                                                      | VLL International, Inc.                                                                                                       | CUSIP: N/A<br>LEI: 549300MM90FMJYBZSV63       | Long             | DBT              | CORP              | KY        |       3628000 | PA      | $2188591.00     | 0.00%             | 2029-07-29      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                                                                | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      12245000 | PA      | $17718359.61    | 0.04%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       9656000 | PA      | $10258537.71    | 0.02%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                           | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      11570000 | PA      | $7733130.21     | 0.02%             | 2055-02-12      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                           | AusNet Services Holdings Pty. Ltd.                                                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       8910000 | PA      | $6052939.71     | 0.01%             | 2055-02-12      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Envalior Deutschland Gmbh                                                    | Envalior Deutschland Gmbh                                                                                                     | CUSIP: N/A<br>LEI: 529900JPQDXYET6L7S09       | Long             | DBT              | CORP              | DE        |      26260995 | PA      | $27507230.82    | 0.06%             | 2030-06-20      | Fixed         | 12.66%                | No            |                  3 | On Loan: No      |
| Formentera Partners Fund II LP                                               | Formentera Partners Fund II LP                                                                                                | CUSIP: N/A<br>LEI: 54930034O8YBREDODZ37       | Long             | EC               | CORP              | US        |      25938261 | NS      | $19713078.36    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Deep Instinct, Ltd., Series D                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        111033 | NS      | $1110.33        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Pioneer Midco LLC                                                            | Pioneer Midco LLC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      37503734 | PA      | $37597493.56    | 0.08%             | 2030-11-18      | Floating      | 10.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        515422 | NS      | $8653935.38     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81813 | NS      | $952303.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | HawkEye 360, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        204533 | NS      | $3434109.07     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Money Forward, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       4000000 | NS      | $144375.31      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                                                  | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        116435 | NS      | $1.16           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kingdom of Thailand                                                          | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     832900000 | PA      | $29298225.76    | 0.06%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RapidSOS, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6073125 | NS      | $6680437.50     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Farmers Business Network, Inc.                                               | Farmers Business Network, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        217669 | NS      | $224199.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 10x Future Technologies Services Ltd., Series D                              | 10x Future Technologies Services Ltd., Series D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | GB        |        425677 | NS      | $4257531.54     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        512859 | NS      | $172827.07      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Insightful Corp.                                                             | Insightful Corp., Series D                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12737258 | NS      | $4119229.24     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Volato Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        299148 | NS      | $2692.33        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RapidSOS, Inc.                                                               | RapidSOS, Inc., Series C-1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      10953097 | NS      | $12157937.67    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                  | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       3775383 | PA      | $3832014.14     | 0.01%             | 2028-01-30      | Fixed         | 20.00%                | Yes           |                  3 | On Loan: No      |
| Lessen Holdings, Inc.                                                        | Lessen Holdings, Inc., Series B, Class E                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        542406 | NS      | $5.42           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Homes By West Bay LLC                                                        | Homes By West Bay LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      80958000 | PA      | $81872825.40    | 0.18%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | Daiwa House Industry Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      14000000 | NS      | $1131073.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Daiwa House Industry Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      11000000 | NS      | $682512.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Breeze Aviation Group, Inc.                                                  | Breeze Aviation Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       7229941 | PA      | $7338389.78     | 0.02%             | 2028-01-30      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | Insight M, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      13198015 | NS      | $131.98         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FreeWire Technologies, Inc.                                                  | FreeWire Technologies, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |           328 | NS      | $0.00           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Taiyo Yuden Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       2000000 | NS      | $242452.12      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Taiyo Yuden Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |       8000000 | NS      | $791624.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | New York Community Bancorp, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3551 | NS      | $8429434.82     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | Davidson Homes, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        537085 | NS      | $1213812.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      12755000 | PA      | $15821321.81    | 0.04%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA                                                                                            | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3869747.92     | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                           | Pinnacle Bidco plc                                                                                                            | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |       8709000 | PA      | $12355553.27    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                  | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       6864000 | PA      | $6408739.23     | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    6816720000 | PA      | $118548730.82   | 0.26%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |       1241000 | PA      | $1284435.00     | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      12146000 | PA      | $13771595.21    | 0.03%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                   | Mahle GmbH                                                                                                                    | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4643473.18     | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       5268000 | PA      | $6435478.38     | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4561510000 | PA      | $79250150.81    | 0.18%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sisecam UK plc                                                               | Sisecam UK plc                                                                                                                | CUSIP: N/A<br>LEI: 789000T82YRLMLUOC889       | Long             | DBT              | CORP              | GB        |        575000 | PA      | $592250.00      | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      11315000 | PA      | $13014186.47    | 0.03%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                           | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |        564234 | PA      | $554715.25      | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                           | Republic of Zambia                                                                                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |        930000 | PA      | $657835.87      | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                          | Kingdom of Thailand                                                                                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    3316563000 | PA      | $110050308.21   | 0.24%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       3457000 | PA      | $4170570.82     | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                           | Zegona Finance plc                                                                                                            | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |       8516000 | PA      | $10517008.64    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                   | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     161490000 | PA      | $23621376.90    | 0.05%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                    | Republic of Turkiye (The)                                                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     331605243 | PA      | $7529722.75     | 0.02%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Dufry One BV                                                                 | Dufry One BV                                                                                                                  | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |       2154000 | PA      | $2591068.78     | 0.01%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      11545000 | PA      | $247257.84      | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Japan                                                                        | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    2835000000 | PA      | $17455231.10    | 0.04%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NSW Ports Finance Co. Pty. Ltd.                                              | NSW Ports Finance Co. Pty. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 8945007UJK9KDKZE6M43       | Long             | DBT              | CORP              | AU        |      14000000 | PA      | $9044674.63     | 0.02%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      63167000 | PA      | $1345026.72     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                    | Ping An Insurance Group Co. of China Ltd.                                                                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | DBT              | CORP              | CN        |      26300000 | PA      | $42681165.93    | 0.09%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       6486886 | PA      | $4993596.68     | 0.01%             | 2032-12-18      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3748067.44     | 0.01%             | 2028-11-22      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       7438000 | PA      | $9067443.22     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                                | Goldstory SAS                                                                                                                 | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |       3618000 | PA      | $4303721.49     | 0.01%             | 2030-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                            | INEOS Finance plc                                                                                                             | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |       9786000 | PA      | $10090767.43    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                                                              | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |       4884000 | PA      | $5790598.00     | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Tkms AG& Co. KGaA                                                            | Tkms AG& Co. KGaA                                                                                                             | CUSIP: N/A<br>LEI: 529900W81B194B0E0078       | Long             | EC               | CORP              | DE        |          4169 | NS      | $323850.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco plc                                                              | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       8539000 | PA      | $11624783.91    | 0.03%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                              | Deuce Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |       4412000 | PA      | $5258833.19     | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2024-2X, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2323000 | PA      | $3144326.53     | 0.01%             | 2032-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc-, Series 2024-2X, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       9773000 | PA      | $13204117.43    | 0.03%             | 2032-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                          | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |        763000 | PA      | $925791.84      | 0.00%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2024-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       8780911 | PA      | $11857427.03    | 0.03%             | 2061-09-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                    | Banijay Entertainment SAS                                                                                                     | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      10356000 | PA      | $12624046.48    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Future plc                                                                   | Future plc                                                                                                                    | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | DBT              | CORP              | GB        |       3573000 | PA      | $4786969.04     | 0.01%             | 2030-07-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd.                                                             | CBQ Finance Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800FNEMX56U9OHK56       | Long             | DBT              | CORP              | BM        |      10000000 | PA      | $10040300.00    | 0.02%             | 2030-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $2106407.60     | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                | Schaeffler AG                                                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |       2600000 | PA      | $3119121.11     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                         | Heathrow Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |       7682000 | PA      | $10412103.89    | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                              | Ardagh Group SA                                                                                                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      25307000 | PA      | $27266336.89    | 0.06%             | 2030-12-01      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Alstria Office AG                                                            | Alstria Office AG                                                                                                             | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |       8700000 | PA      | $10465409.37    | 0.02%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                   | Kronos International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       5850000 | PA      | $6382243.71     | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                            | SEPLAT Energy plc                                                                                                             | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | DBT              | CORP              | NG        |        810000 | PA      | $841136.40      | 0.00%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                 | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $22489282.95    | 0.05%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                                                  | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       7300000 | PA      | $8817909.85     | 0.02%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      38618000 | PA      | $46064628.05    | 0.10%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                              | AGL Energy Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       3540000 | PA      | $2285238.77     | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                        | Quanta Computer, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | DBT              | CORP              | TW        |      21200000 | PA      | $19272631.26    | 0.04%             | 2030-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                            | Republic of India                                                                                                             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    2920420000 | PA      | $32784607.48    | 0.07%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama A/S                                                      | TVF Varlik Kiralama A/S                                                                                                       | CUSIP: N/A<br>LEI: 7890008K3XQXPH1NO713       | Long             | DBT              | CORP              | TR        |        773000 | PA      | $801987.50      | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                           | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     592500000 | PA      | $1096673.83     | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                        | Thunder Logistics DAC, Series 2024-1X, Class A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       3722446 | PA      | $4372465.68     | 0.01%             | 2036-11-17      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                       | Cumulus Static CLO DAC, Series 2024-1X, Class D                                                                               | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |        499000 | PA      | $587638.76      | 0.00%             | 2033-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                                  | Eutelsat SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |       2290000 | PA      | $2869987.20     | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |        400000 | PA      | $483415.41      | 0.00%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                        | Mortimer 2024-Mix plc, Series 2024-MIX, Class B                                                                               | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |       2390000 | PA      | $3214409.89     | 0.01%             | 2067-09-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                                       | Localiza Rent a Car SA (Preference)                                                                                           | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EP               | CORP              | BR        |          5779 | NS      | $45350.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    1265575000 | PA      | $21925319.72    | 0.05%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                           | Pinewood Finco plc                                                                                                            | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |       6095000 | PA      | $8261988.51     | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |        874000 | PA      | $1042531.67     | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       9897000 | PA      | $11736330.84    | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                        | Navoi Mining & Metallurgical Combinat                                                                                         | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |       7978000 | PA      | $8352405.94     | 0.02%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                | GLP Pte. Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 254900PC2NNG9BLIJO15       | Long             | DBT              | CORP              | SG        |       5700000 | PA      | $5821125.00     | 0.01%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                                       | Malaysia Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     170000000 | PA      | $43097387.88    | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                            | Republic of India                                                                                                             | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    3267560000 | PA      | $35355177.05    | 0.08%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-3X, Class A                                                                                          | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |      10659000 | PA      | $14379393.86    | 0.03%             | 2069-10-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                        | Hyundai Card Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |        962000 | PA      | $996949.46      | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital plc                                             | London Wall Mortgage Capital plc, Series 2024-1, Class B                                                                      | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |       8673302 | PA      | $11706984.02    | 0.03%             | 2057-05-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital plc                                             | London Wall Mortgage Capital plc, Series 2024-1, Class C                                                                      | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |       4150278 | PA      | $5595335.73     | 0.01%             | 2057-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      24661000 | PA      | $7995693.30     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  534234000000 | PA      | $33625825.31    | 0.07%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                            | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     452598000 | PA      | $537012109.15   | 1.19%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                               | Goldman Sachs Finance Corp. International Ltd., Series 700H                                                                   | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       7000000 | PA      | $7437500.00     | 0.02%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                            | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |         75000 | PA      | $64922.25       | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO Xi DAC                                                            | Henley CLO Xi DAC, Series 11X, Class A                                                                                        | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |       6200000 | PA      | $7271808.14     | 0.02%             | 2039-04-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Japan                                                                        | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    7950000000 | PA      | $49236302.99    | 0.11%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Keppel REIT                                                                  | Keppel REIT                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |       8250000 | PA      | $6498142.60     | 0.01%             | 2028-08-11      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4832000 | PA      | $5253468.92     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                        | Heathrow Funding Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1910000 | PA      | $2653147.51     | 0.01%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |       5589000 | PA      | $6637069.29     | 0.01%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Bonds                                                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     280939000 | PA      | $385102975.93   | 0.85%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                    | BHP Billiton Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       8076000 | PA      | $9339533.68     | 0.02%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                                      | Titanium 2l Bondco SARL                                                                                                       | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |      38898200 | PA      | $8200625.85     | 0.02%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASG Finance DAC                                                              | ASG Finance DAC                                                                                                               | CUSIP: N/A<br>LEI: 5493005UOB0OMEJ4WK10       | Long             | DBT              | CORP              | IE        |       9303000 | PA      | $8186640.00     | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16876056.50    | 0.04%             | 2036-04-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2380507.87     | 0.01%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                  | INEOS Quattro Finance 2 plc                                                                                                   | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |       4986000 | PA      | $4321759.37     | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                              | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       4165000 | PA      | $5633236.41     | 0.01%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                       | Celestial Dynasty Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |        364000 | PA      | $361383.75      | 0.00%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co. Ltd.                                                     | Nagoya Railroad Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 353800P62OOYUY3I8T51       | Long             | DBT              | CORP              | JP        |      20000000 | PA      | $129596.53      | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                         | Bulgaria Government Bond                                                                                                      | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |        796000 | PA      | $790428.00      | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                            | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      21800000 | PA      | $25976237.67    | 0.06%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                                              | ICICI Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |         10740 | NS      | $160741.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                               | Bertrand Franchise Finance SAS                                                                                                | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |       4049000 | PA      | $4730214.92     | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |       5469739 | PA      | $6338928.80     | 0.01%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                     | DBMS DAC, Series 2025-1X, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       9248000 | PA      | $12465542.85    | 0.03%             | 2036-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                     | DBMS DAC, Series 2025-1X, Class B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       1647000 | PA      | $2220017.55     | 0.00%             | 2036-02-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Letras do Tesouro Nacional Treasury Bills                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        596841 | PA      | $105212241.35   | 0.23%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     118000000 | PA      | $33638792.48    | 0.07%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Ulaanbaatar Mongolia                                                 | City of Ulaanbaatar Mongolia                                                                                                  | CUSIP: N/A<br>LEI: 254900TXATXIE67DB092       | Long             | DBT              | NUSS              | MN        |       6000000 | PA      | $6165000.00     | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       7400000 | PA      | $8689279.31     | 0.02%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |         32000 | PA      | $30280.00       | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        886000 | PA      | $1061666.49     | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2025-2X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |      12086000 | PA      | $16297677.32    | 0.04%             | 2035-08-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                        | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3601470.52     | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       4750000 | PA      | $3820065.74     | 0.01%             | 2029-06-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      18426000 | PA      | $21953942.80    | 0.05%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                                      | Almaviva-The Italian Innovation Co. SpA                                                                                       | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      15032000 | PA      | $17812153.55    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magellan Capital Holdings plc                                                | Magellan Capital Holdings plc                                                                                                 | CUSIP: N/A<br>LEI: 254900YN2K3DJ8B72Q22       | Long             | DBT              | CORP              | GB        |       5621000 | PA      | $5720772.75     | 0.01%             | 2029-07-08      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       7979000 | PA      | $9598519.84     | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                                 | Fibercop SpA                                                                                                                  | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |       3318000 | PA      | $4132723.04     | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       1875000 | PA      | $2225535.00     | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                 | Unibail-Rodamco-Westfield SE                                                                                                  | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      10100000 | PA      | $12083764.71    | 0.03%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| iliad SA                                                                     | iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8061284.31     | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                        | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |       5399000 | PA      | $5318015.00     | 0.01%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                             | Volkswagen Financial Services AG                                                                                              | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $6508929.61     | 0.01%             | 2027-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      17030000 | PA      | $18272168.20    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                               | BPER Banca SpA                                                                                                                | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |       3949000 | PA      | $4800417.73     | 0.01%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                               | Edge Finco plc                                                                                                                | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      23488000 | PA      | $33639886.61    | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                                             | Riyad Sukuk Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |       8500000 | PA      | $8687000.00     | 0.02%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       2550000 | PA      | $3147344.97     | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                            | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       7748000 | PA      | $9182299.59     | 0.02%             | 2031-09-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                            | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2411318.07     | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                     | Contemporary Amperex Technology Co. Ltd., Class H                                                                             | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |          3400 | NS      | $221134.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2024-3X, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3087000 | PA      | $4159956.54     | 0.01%             | 2032-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                       | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       6800000 | PA      | $6878625.00     | 0.02%             | 2029-12-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                                      | Federal Democratic Republic of Ethiopia                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |        564000 | PA      | $604258.32      | 0.00%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                                                  | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      13230000 | PA      | $16156494.90    | 0.04%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CME Bitcoin                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |             8 | NC      | $-3072.16       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CME Bitcoin                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |           -12 | NC      | $4084.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      26200000 | PA      | $30079885.75    | 0.07%             | 2037-06-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Suntec REIT                                                                  | Suntec REIT                                                                                                                   | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |       1000000 | PA      | $812004.05      | 0.00%             | 2030-06-17      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                                                       | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      16280492 | PA      | $21920368.55    | 0.05%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                            | Buoni Poliennali del Tesoro                                                                                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      64768000 | PA      | $77316606.07    | 0.17%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      19000000 | PA      | $22522616.87    | 0.05%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                                | SGL Group ApS                                                                                                                 | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |       1626000 | PA      | $1832543.11     | 0.00%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5125000 | PA      | $6116231.58     | 0.01%             | 2031-01-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                          | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |       7844000 | PA      | $7941736.24     | 0.02%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                     | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       4253000 | PA      | $5055425.31     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |       1946000 | PA      | $2337021.09     | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                    | Arini European CLO II DAC, Series 2X, Class AR                                                                                | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |      27410000 | PA      | $32293000.93    | 0.07%             | 2038-10-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                    | Arini European CLO II DAC, Series 2A, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |       2300000 | PA      | $2704799.63     | 0.01%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                   | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |         83000 | PA      | $84831.81       | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                                        | BNP Paribas Cardif SA                                                                                                         | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      43700000 | PA      | $51658830.94    | 0.11%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       3820000 | PA      | $19650222.13    | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $5269821.79     | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FT Santander Consumer Spain Auto                                             | FT Santander Consumer Spain Auto, Series 2025-1, Class C                                                                      | CUSIP: N/A<br>LEI: 959800A0WHZF6A5Q2R29       | Long             | ABS-O            | CORP              | ES        |       2100000 | PA      | $2471143.10     | 0.01%             | 2043-09-17      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                                | Arena Luxembourg Finance SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |       5728000 | PA      | $6791336.06     | 0.02%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3             | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class C                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        900000 | PA      | $1058081.92     | 0.00%             | 2035-10-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3             | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1300000 | PA      | $1530332.75     | 0.00%             | 2035-10-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                    | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      12794000 | PA      | $15259929.40    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                      | Garfunkelux Holdco 4 SA                                                                                                       | CUSIP: N/A<br>LEI: 984500A488473C1E8792       | Long             | DBT              | CORP              | LU        |       2184890 | PA      | $6419.21        | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5968671.63     | 0.01%             | 2037-02-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                                                             | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      13105000 | PA      | $15620294.16    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd.                                                 | Emirates Reit Sukuk III Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900O98LGR8HB3GT84       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $5071900.00     | 0.01%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                   | People's Republic of China                                                                                                    | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      96400000 | PA      | $12933866.58    | 0.03%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                                                                | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      11100000 | PA      | $13138905.09    | 0.03%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Muangthai Capital PCL                                                        | Muangthai Capital PCL                                                                                                         | CUSIP: N/A<br>LEI: 254900ZI1FO2W9132C98       | Long             | DBT              | CORP              | TH        |       8275000 | PA      | $8556846.50     | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Anglian Water Osprey Financing plc                                           | Anglian Water Osprey Financing plc                                                                                            | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |      16500000 | PA      | $22616059.57    | 0.05%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |        767000 | PA      | $937695.65      | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          3785 | NC      | $432999.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guotai Junan Holdings Ltd.                                                   | Guotai Junan Holdings Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900LPP2WWVAHJTP31       | Long             | DBT              | CORP              | VG        |       8000000 | PA      | $979094.66      | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontex Group NV                                                               | Ontex Group NV                                                                                                                | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |       1869000 | PA      | $2177503.79     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                       | Equinix Asia Financing Corp. Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 2549002E9B0F5FQ3X427       | Long             | DBT              | CORP              | SG        |       6500000 | PA      | $5145285.51     | 0.01%             | 2030-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group plc                                              | Motability Operations Group plc                                                                                               | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       7367000 | PA      | $8589882.64     | 0.02%             | 2037-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                                                   | Sobha Sukuk I Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |       1527000 | PA      | $1526622.07     | 0.00%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                     | Itelyum Regeneration Spa                                                                                                      | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |       4085000 | PA      | $4785001.27     | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                             | JPMorgan Chase Financial Co. LLC, Series 1                                                                                    | CUSIP: N/A<br>LEI: 549300NJFDJOFYVV6789       | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3775999.16     | 0.01%             | 2028-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                             | Dometic Group AB                                                                                                              | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |       4546000 | PA      | $5438156.64     | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                           | Sunrise SPV 97 SRL, Series 2025-2, Class B                                                                                    | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |       3677000 | PA      | $4323794.49     | 0.01%             | 2050-10-27      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                    | Orange SA                                                                                                                     | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      17500000 | PA      | $20408937.45    | 0.05%             | 2031-11-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                             | Maxam Prill SARL                                                                                                              | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      26469000 | PA      | $31780855.02    | 0.07%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $2634991.43     | 0.01%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                        | Schneider Electric SE                                                                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      17100000 | PA      | $19919407.68    | 0.04%             | 2032-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      17100000 | PA      | $11403468.59    | 0.03%             | 2035-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                        | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        818000 | PA      | $837893.76      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                   | Jupiter Mortgage NO 1 plc, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |       2900000 | PA      | $3938990.54     | 0.01%             | 2055-07-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                   | Hill FL BV, Series 2025-1FL, Class E                                                                                          | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-O            | CORP              | NL        |       5059000 | PA      | $5947506.85     | 0.01%             | 2032-10-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                          | NatWest Markets plc                                                                                                           | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      16451000 | PA      | $19201748.16    | 0.04%             | 2030-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      10500000 | PA      | $12545107.03    | 0.03%             | 2036-05-19      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11552831.92    | 0.03%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |       5359000 | PA      | $6445015.67     | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                   | Vonovia SE, Series B                                                                                                          | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3200000 | PA      | $3634658.56     | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                        | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       4551000 | PA      | $5507952.04     | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                        | Fortune Star BVI Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      10663000 | PA      | $12358854.18    | 0.03%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                   | NSW Electricity Networks Finance Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       3070000 | PA      | $2048662.06     | 0.00%             | 2055-03-11      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                            | TAG Immobilien AG                                                                                                             | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2870007.63     | 0.01%             | 2031-03-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                   | Treasury Corp. of Victoria                                                                                                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17800000 | PA      | $11575444.68    | 0.03%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                    | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      12585000 | PA      | $14147064.13    | 0.03%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                 | British American Tobacco plc                                                                                                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |      11400000 | PA      | $13415708.75    | 0.03%             | 2030-10-30      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                    | ION Platform Finance SARL                                                                                                     | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      13431000 | PA      | $15274222.21    | 0.03%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd.                                                                   | Ampol Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |      14640000 | PA      | $9463812.08     | 0.02%             | 2055-10-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                            | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |       6000000 | PA      | $6102000.00     | 0.01%             | 2030-09-24      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                            | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |       3000000 | PA      | $3162000.00     | 0.01%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                                                            | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     217266000 | PA      | $59779166.39    | 0.13%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Household Capital RMBS                                                       | Household Capital RMBS, Series 2025-1, Class A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       5382951 | PA      | $3586313.18     | 0.01%             | 2087-07-21      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                            | Port of Newcastle Investments Financing Pty. Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300VVWVQBDM9L8K30       | Long             | DBT              | CORP              | AU        |        610000 | PA      | $405736.05      | 0.00%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                  | RTE Reseau de Transport d'Electricite SADIR                                                                                   | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $10269907.33    | 0.02%             | 2045-07-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                            | Paprec Holding SA                                                                                                             | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |       3352000 | PA      | $3958056.11     | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      16241000 | PA      | $19734231.86    | 0.04%             | 2028-10-29      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |        600000 | PA      | $701225.80      | 0.00%             | 2032-03-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                          | Metro Finance Trust, Series 2025-1, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      15633306 | PA      | $10467419.39    | 0.02%             | 2031-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      13014000 | PA      | $276568.84      | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                                | Modernland Overseas Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      13952244 | PA      | $4626285.07     | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                                               | Deepocean Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |       7303000 | PA      | $8805473.67     | 0.02%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                               | Opal Bidco SAS                                                                                                                | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |       8378000 | PA      | $10156794.57    | 0.02%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                             | PRA Group Europe Holding II Sarl                                                                                              | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |        900000 | PA      | $1031238.00     | 0.00%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lendlease Asia Treasury Pte. Ltd.                                            | Lendlease Asia Treasury Pte. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900RDMI6PPK5EN222       | Long             | DBT              | CORP              | SG        |       5000000 | PA      | $3897619.42     | 0.01%             | 2030-09-30      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                         | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       1000000 | PA      | $985312.50      | 0.00%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                                                       | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   11535045000 | PA      | $197246612.81   | 0.44%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shin Kong Life Singapore Pte. Ltd.                                           | Shin Kong Life Singapore Pte. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 9845008AEF61S9A2LB52       | Long             | DBT              | CORP              | SG        |       6000000 | PA      | $6447120.00     | 0.01%             | 2035-06-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      20100000 | PA      | $23550277.48    | 0.05%             | 2028-08-13      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                          | Sunrise FinCo. I BV                                                                                                           | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      13892000 | PA      | $16489623.52    | 0.04%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                                                          | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  420031700000 | PA      | $91071154.40    | 0.20%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                  | Euronext NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5009398.40     | 0.01%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                               | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       7064000 | PA      | $8346369.19     | 0.02%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                               | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3148000 | PA      | $3733606.85     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1711000 | PA      | $2065418.81     | 0.00%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       3377000 | PA      | $4067742.79     | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       6158000 | PA      | $7411135.79     | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                                                                       | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      16801000 | PA      | $19357542.30    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-2, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1800000 | PA      | $2115774.61     | 0.00%             | 2038-12-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                               | ECARAT DE SA Compartment Lease, Series 2025-1, Class C                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       4200000 | PA      | $4950770.91     | 0.01%             | 2034-05-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                           | AutoNoria Spain FT, Series 2025-SP, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       2800000 | PA      | $3290563.29     | 0.01%             | 2043-04-30      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                                    | Frasers Centrepoint Trust                                                                                                     | CUSIP: N/A<br>LEI: 5493002RGQ266FKERZ83       | Long             | DBT              | CORP              | SG        |       9000000 | PA      | $7185506.46     | 0.02%             | 2030-07-02      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | CORP              | US        |       2280000 | PA      | $2658792.81     | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                         | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |       1860000 | PA      | $2207481.18     | 0.00%             | 2032-06-30      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                         | Mehilainen Yhtiot Oy                                                                                                          | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      14638000 | PA      | $17463707.56    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                        | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |        613000 | PA      | $671659.32      | 0.00%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       7193000 | PA      | $8637799.40     | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |        684000 | PA      | $684851.85      | 0.00%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      10576000 | PA      | $12746781.47    | 0.03%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                        | Hikma Finance USA LLC                                                                                                         | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |        339000 | PA      | $342284.91      | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $3040948.29     | 0.01%             | 2032-07-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       7488000 | PA      | $8933556.69     | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QIC Cayman Ltd.                                                              | QIC Cayman Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300ZO9661UN55F475       | Long             | DBT              | CORP              | KY        |      15000000 | PA      | $15218550.00    | 0.03%             | 2031-04-10      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                  | Heineken NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       5291000 | PA      | $6165907.59     | 0.01%             | 2037-10-03      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXX DAC                                               | CVC Cordatus Loan Fund XXX DAC, Series 30X, Class AR                                                                          | CUSIP: N/A<br>LEI: 5493000M05JNL8RFAD47       | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6765152.09     | 0.02%             | 2037-05-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Arini European CLO VII DAC                                                   | Arini European CLO VII DAC, Series 7X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400HLOZDFMPWGCW53       | Long             | ABS-CBDO         | CORP              | IE        |      11380000 | PA      | $13393666.80    | 0.03%             | 2039-01-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                   | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       9530000 | PA      | $6288551.63     | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                   | Australia & New Zealand Banking Group Ltd.                                                                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $4544947.13     | 0.01%             | 2040-08-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                      | Garfunkelux Holdco 3 SA                                                                                                       | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      14533517 | PA      | $16350697.38    | 0.04%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      11130000 | PA      | $13063626.02    | 0.03%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                | E.ON International Finance BV                                                                                                 | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      11943000 | PA      | $13813373.35    | 0.03%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                      | Froneri Lux FinCo. SARL                                                                                                       | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |       9775000 | PA      | $11573844.83    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                                                     | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       5352000 | PA      | $6292209.98     | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                        | Schneider Electric SE, Series SUFP                                                                                            | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7731086.10     | 0.02%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK4, Class B                                                                                       | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |       1610000 | PA      | $2167727.64     | 0.00%             | 2035-08-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK4, Class C                                                                                       | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |       2693000 | PA      | $3629695.38     | 0.01%             | 2035-08-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK4, Class A                                                                                       | CUSIP: N/A<br>LEI: 635400ARN6VSOEBJXY74       | Long             | ABS-MBS          | CORP              | IE        |       4608000 | PA      | $6195968.07     | 0.01%             | 2035-08-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                     | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       3485000 | PA      | $4121046.46     | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                   | Lenzing AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |      13700000 | PA      | $15967413.01    | 0.04%             | 2028-04-09      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-2, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       4600000 | PA      | $5415883.11     | 0.01%             | 2038-12-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      38888000 | PA      | $44824080.57    | 0.10%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |       1800000 | PA      | $2169461.22     | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      14158000 | PA      | $17082786.12    | 0.04%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2025-1, Class C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       3300000 | PA      | $3871524.47     | 0.01%             | 2043-07-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2025-1, Class B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       2200000 | PA      | $2579361.63     | 0.01%             | 2043-07-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2025-1, Class D                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       1700000 | PA      | $1991069.32     | 0.00%             | 2043-07-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                                           | Alexandrite Lake Lux Holdings SARL                                                                                            | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |       3989000 | PA      | $4768738.60     | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB, Series 1                                                                                   | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |        815177 | PA      | $835171.97      | 0.00%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |       1172280 | PA      | $1164198.73     | 0.00%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Intrum Investments And Financing AB                                          | Intrum Investments & Financing AB                                                                                             | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |        168852 | PA      | $166612.02      | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                               | Alphabet, Inc.                                                                                                                | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      10065000 | PA      | $11266232.03    | 0.02%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                                       | China Pacific Insurance Group Co. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | DBT              | CORP              | CN        |     282000000 | PA      | $38698138.18    | 0.09%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA                                                                                         | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      17800000 | PA      | $20731129.69    | 0.05%             | 2036-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                              | United Group BV                                                                                                               | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |       4238000 | PA      | $4999414.92     | 0.01%             | 2032-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                                                           | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2337110.84     | 0.01%             | 2033-09-02      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                        | Japan Government Bond                                                                                                         | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    9628950000 | PA      | $59620314.26    | 0.13%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                                            | Republic of Korea                                                                                                             | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   27500000000 | PA      | $16799013.22    | 0.04%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                                                       | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      22600000 | PA      | $26297643.12    | 0.06%             | 2033-10-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                   | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4616535.63     | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      10043000 | PA      | $2309890.00     | 0.01%             | 2025-02-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       1423000 | PA      | $1442473.76     | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                 | Wal-Mart de Mexico SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |        325089 | NS      | $1013313.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                                                  | Ageas SA/NV                                                                                                                   | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       1800000 | PA      | $2128009.85     | 0.00%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                        | Gruppo San Donato SpA                                                                                                         | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |       2833000 | PA      | $3388643.84     | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morglas Abs plc                                                              | Morglas Abs plc, Series 2025-1, Class A                                                                                       | CUSIP: N/A<br>LEI: 213800H5DGC5P7QYOI11       | Long             | ABS-O            | CORP              | GB        |       8896128 | PA      | $11997471.58    | 0.03%             | 2040-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc., Series 1                                                                                                 | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |     900000000 | PA      | $5800080.11     | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Germany                                                  | Federal Republic of Germany                                                                                                   | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      60418791 | PA      | $70230218.18    | 0.16%             | 2026-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                                                    | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10513000 | PA      | $11033671.70    | 0.02%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-2, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2600000 | PA      | $3056112.77     | 0.01%             | 2038-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                                 | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |       5450000 | PA      | $6404801.76     | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                                  | Golden Ray SA Compartment 2, Series 2, Class A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       9300000 | PA      | $10935076.05    | 0.02%             | 2058-12-27      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |        179000 | PA      | $207665.55      | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                       | 3M Co.                                                                                                                        | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      12608000 | PA      | $14021155.70    | 0.03%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Screaming Eagle Acquistion Corp.                                             | Screaming Eagle Acquistion Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        250000 | NS      | $2258835.04     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                          | Nagoya Railroad Co., Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      11000000 | NS      | $353029.78      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Nagoya Railroad Co., Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |      15000000 | NS      | $628745.91      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Melange Secondaries Partners                                                 | Melange Secondaries Partners                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      23283584 | NS      | $24703882.17    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| New Generation Co.                                                           | New Generation Co.                                                                                                            | CUSIP: N/A<br>LEI: 9845008CB7EPB0KCD474       | Long             | DBT              | CORP              | US        |      39061892 | PA      | $39307981.81    | 0.09%             | 2029-09-30      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Veritas Newco                                                                | Veritas Newco                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         77944 | NS      | $1831686.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Veritas Newco                                                                | Veritas Newco, Series G-1                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         53806 | NS      | $1237544.44     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                                                           | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      89906000 | PA      | $90130765.00    | 0.20%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103459 | NS      | $1.03           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Andiron Financing LLC                                                        | Andiron Financing LLC                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1800000 | PA      | $1800000.00     | 0.00%             | 2030-01-21      | Floating      | 7.33%                 | No            |                  3 | On Loan: No      |
| Lessen Holdings, Inc.                                                        | Lessen Holdings, Inc., Series BX                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1460424 | NS      | $14.60          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Source Global PBC                                                            | SOURCE Global PBC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         99230 | NS      | $7938.41        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wom New Holdco                                                               | WOM New Holdco                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         82839 | NS      | $1905297.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anduril Investors LLC                                                        | Anduril Investors LLC, Series G                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        176206 | NS      | $7860549.66     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Crescent Midstream Operating LLC                                             | Crescent Midstream Operating LLC                                                                                              | CUSIP: N/A<br>LEI: 254900GGNPLW4ZPGYO57       | Long             | EC               | CORP              | US        |      11350000 | NS      | $11690500.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| x.AI, Inc.                                                                   | x.AI, Inc., Series C, Class E                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1360120 | NS      | $90856016.00    | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| Project Davinci                                                              | Deep Instinct Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        292569 | NS      | $17554.14       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | Sonder Enterprises, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1032088 | NS      | $10.32          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sonder Holdings, Inc.                                                        | Sonder Holdings, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      43251916 | PA      | $4.33           | 0.00%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| EXO Imaging, Inc., Series D                                                  | EXO Imaging, Inc., Series D                                                                                                   | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |        466497 | NS      | $345207.77      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EXO Imaging, Inc.                                                            | EXO Imaging, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300PDHXFMVTLI6E60       | Long             | EC               | CORP              | US        |         10036 | NS      | $3713.37        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mumbai International Airport Ltd.                                            | Mumbai International Airport Ltd.                                                                                             | CUSIP: N/A<br>LEI: 3358007EYZ5BPHJRDL82       | Long             | DBT              | CORP              | IN        |      21800000 | PA      | $22640304.98    | 0.05%             | 2029-07-04      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Verge Genomics                                                               | Verge Genomics                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1583866 | NS      | $237579.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Relspace                                                                     | Relspace                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          3565 | NS      | $3671.71        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Anthropic PBC, Series F                                                      | Anthropic PBC, Series F                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        261846 | NS      | $53249002.56    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Jose Andres Group 1L Notes                                                   | Jose Andres Group 1L Notes                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      18923000 | PA      | $14286865.00    | 0.03%             | 2032-11-14      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| FLYR, Inc.                                                                   | FLYR, Inc., Series D-X, Class E                                                                                               | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | EC               | CORP              | US        |       4503497 | NS      | $45.03          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | GTT Communications, Inc.                                                                                                      | CUSIP: 362393118<br>LEI: N/A                  | N/A              | DE               |  | US        |        141923 | NS      | $4134216.99     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Caresyntax, Inc.                                                             | Caresyntax, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         59130 | NS      | $0.59           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Lux 3                                                          | Altice France Lux 3                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |         98881 | NS      | $1741447.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Resources LLC                                                         | Ascent Resources LLC                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      11980554 | NS      | $14137053.72    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | FLYR, Inc., Series D-X                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         64041 | NS      | $0.64           | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hill FL BV                                                                   | Hill FL BV                                                                                                                    | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | ABS-O            | CORP              | NL        |       4199000 | PA      | $4934656.41     | 0.01%             | 2033-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                                 | Ardagh Packaging Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |      14774941 | PA      | $16025164.59    | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Resurgent Trade and Investments Ltd.                                         | Resurgent Trade and Investments Ltd.                                                                                          | CUSIP: N/A<br>LEI: 89450041TCNTI3YL5A08       | Long             | DBT              | CORP              | MU        |      50132000 | PA      | $50132000.00    | 0.11%             | 2027-12-05      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2370000 | PA      | $-2370000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                      | BASF SE                                                                                                                       | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      14409000 | PA      | $14973477.92    | 0.03%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                         | U.K. Treasury Inflation Linked Bonds                                                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Short            | DBT              | NUSS              | GB        |     -28582391 | PA      | $-25954949.65   | -0.06%            | 2046-03-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |        144621 | NS      | $11978480.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                                 | EQUATE Petrochemical Co. KSC                                                                                                  | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |        521000 | PA      | $520185.94      | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XIV DAC                                                            | Avoca CLO XIV DAC, Series 14X, Class SUB                                                                                      | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |       4510000 | PA      | $2308216.19     | 0.01%             | 2031-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                           | TBC Bank Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |         11954 | NS      | $653287.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance plc                                         | Channel Link Enterprises Finance plc, Series A8                                                                               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5148173.89     | 0.01%             | 2050-06-30      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance plc                                         | Channel Link Enterprises Finance plc, Series A5                                                                               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       3075000 | PA      | $3878154.67     | 0.01%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |       5938000 | PA      | $59380.00       | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV                                                      | Argentum Netherlands BV                                                                                                       | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |      13101000 | PA      | $13193309.51    | 0.03%             | 2027-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group plc                                              | Direct Line Insurance Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800FF2R23ALJQOP04       | Long             | DBT              | CORP              | GB        |      12157000 | PA      | $16304312.01    | 0.04%             | 2027-12-07      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      10700000 | PA      | $12611286.77    | 0.03%             | 2027-06-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                    | Republic of Cote d'Ivoire                                                                                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      11513000 | PA      | $11516569.03    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       3269000 | PA      | $3033958.90     | 0.01%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                              | gategroup Finance Luxembourg SA                                                                                               | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      13920000 | PA      | $17486758.81    | 0.04%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Babcock International Group plc                                              | Babcock International Group plc                                                                                               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |       7699000 | PA      | $10213406.70    | 0.02%             | 2026-10-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Intu Jersey 2 Ltd.                                                           | Intu Jersey 2 Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |       3562439 | PA      | $630501.27      | 0.00%             | 2024-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       7525000 | PA      | $1730750.00     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |        991000 | PA      | $228921.00      | 0.00%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rumo SA                                                                      | Rumo SA                                                                                                                       | CUSIP: N/A<br>LEI: 254900TXQFP7CJCGYM66       | Long             | EC               | CORP              | BR        |        363466 | NS      | $976541.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                                                      | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |       7465000 | PA      | $469909.17      | 0.00%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                | Federative Republic of Brazil                                                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        442794 | PA      | $78247704.05    | 0.17%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Meitu, Inc.                                                                  | Meitu, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 529900P2POH56W116T02       | Long             | EC               | CORP              | KY        |        279000 | NS      | $251223.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      45767000 | PA      | $46341858.50    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                             | Bonos y Obligaciones del Estado                                                                                               | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      42500000 | PA      | $42642845.91    | 0.09%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                            | Johnson & Johnson                                                                                                             | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      15012000 | PA      | $15303782.51    | 0.03%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                          | Citycon Treasury BV, Series EURO                                                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        202000 | PA      | $231782.73      | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XV DAC                                                             | Avoca CLO XV DAC, Series 15X, Class M1                                                                                        | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |       3100000 | PA      | $1762177.14     | 0.00%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                            | Lebanese Republic                                                                                                             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      16575000 | PA      | $3812250.00     | 0.01%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Greene King Finance plc                                                      | Greene King Finance plc, Series A6                                                                                            | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |       2769150 | PA      | $3542780.12     | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      12719000 | PA      | $13248110.40    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                              | Canadian Dollar                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       1118916 | OU      | $815209.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          2241 | NC      | $816172.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                                  | Swiss Franc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       1396737 | OU      | $1763334.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Canada 10-Year Bonds                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          -396 | NC      | $-120095.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                                                | Yuan Renminbi                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |            70 | OU      | $10.01          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                               | Colombian Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   15859390846 | OU      | $4198249.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. CORRA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          -244 | NC      | $-46220.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                                                 | Czech Koruna                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |      46803824 | OU      | $2276744.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                                 | Danish Krone                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |       -542010 | OU      | $-85280.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Peso                                                               | Dominican Peso                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DO        |            -0 | OU      | $0.00           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Euro-Schatz                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           995 | NC      | $-134411.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                               | Egyptian Pound                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |      78720644 | OU      | $1650327.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | WTI Crude Oil                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         -1018 | NC      | $-1465348.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3 Month Euro Euribor                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           798 | NC      | $123703.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | S&P 500 E-Mini Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1446 | NC      | $131635.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                         | EURO                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |     -13807957 | OU      | $-16227111.05   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4224716.00     | 0.01%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                                                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $530856.23      | 0.00%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 30 Day Federal Funds                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           225 | NC      | $51235.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 5-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1931 | NC      | $-86266.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | DBT              | CORP              | KY        |       4500000 | PA      | $4635000.00     | 0.01%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                 | Allegion plc                                                                                                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |          2780 | NS      | $442631.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                                                 | Anchorage Capital CLO 9 Ltd., Series 2016-9X, Class SUB                                                                       | CUSIP: N/A<br>LEI: 5493009A4SIPWYPZDB35       | Long             | ABS-CBDO         | CORP              | KY        |       7500000 | PA      | $1687875.00     | 0.00%             | 2029-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Long Gilt                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |           312 | NC      | $183381.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO V DAC                                                     | Arini European CLO V DAC, Series 5X, Class A                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       8510000 | PA      | $10050452.71    | 0.02%             | 2039-01-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                                  | Biocon Biologics Global plc                                                                                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |       4091000 | PA      | $4111455.00     | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                                                                | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      25562000 | PA      | $25239174.95    | 0.06%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                                                  | Crown PropTech Acquisitions, Class A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        133068 | NS      | $1514313.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Crown PropTech Acquisitions                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        199600 | NS      | $39.92          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                                          | Avianca Midco 2 plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       9560509 | PA      | $9636132.63     | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd.                                                           | Genius Sports Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       1010711 | NS      | $11138035.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene King Finance plc                                                      | Greene King Finance plc, Series B2                                                                                            | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |        100000 | PA      | $122841.34      | 0.00%             | 2036-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| iQIYI, Inc.                                                                  | iQIYI, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 222100XL8T2Q5B8MS302       | Long             | DBT              | CORP              | KY        |       7000000 | PA      | $7000000.00     | 0.02%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lavoro Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        147996 | NS      | $1613.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |       4000000 | PA      | $3996240.00     | 0.01%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      21000000 | PA      | $20975430.00    | 0.05%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                      | MGM China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        350000 | PA      | $350868.00      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ReNew Energy Global plc                                                      | ReNew Energy Global plc, Class A                                                                                              | CUSIP: N/A<br>LEI: 254900SL77LA2KAG7R65       | Long             | EC               | CORP              | GB        |        427000 | NS      | $2412550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                                                  | Pentair plc                                                                                                                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |          4386 | NS      | $456758.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                                                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       3377000 | PA      | $3175865.88     | 0.01%             | 2031-01-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Darajat II                                            | Star Energy Geothermal Darajat II                                                                                             | CUSIP: N/A<br>LEI: 254900A5FGTHUYFJ7K08       | Long             | DBT              | CORP              | BM        |       2031000 | PA      | $1970070.00     | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                     | Star Energy Geothermal Wayang Windu Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |       8287500 | PA      | $8541346.14     | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STERIS plc                                                                   | STERIS plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |          1734 | NS      | $439603.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                                                 | StoneCo Ltd., Class A                                                                                                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |         32128 | NS      | $475173.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      10000000 | PA      | $10001350.00    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |       9866000 | PA      | $9498195.52     | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                       | Trane Technologies plc                                                                                                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         10832 | NS      | $4215814.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      20646000 | PA      | $20605120.92    | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XP, Inc.                                                                     | XP, Inc., Class A                                                                                                             | CUSIP: N/A<br>LEI: 5493008KDA8NBZRJST80       | Long             | EC               | CORP              | KY        |         33380 | NS      | $546430.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      12795000 | PA      | $13486729.69    | 0.03%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $8592500.00     | 0.02%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                                                              | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |       5350000 | PA      | $5463687.50     | 0.01%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Pound Sterling                                                               | Pound Sterling                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       8118672 | OU      | $10943563.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       2302000 | PA      | $2284735.00     | 0.01%             | 2026-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                                             | Hong Kong Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      69780537 | OU      | $8966109.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                                       | Forint                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    3647066763 | OU      | $11152105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                                       | Rupiah                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |  292524904297 | OU      | $17542722.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Euro-BTP                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1552 | NC      | $225250.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                                                           | New Israeli Sheqel                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |       5449060 | OU      | $1711092.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                                 | Indian Rupee                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |    1043103992 | OU      | $11605595.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. Australian Bank Bills                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |           703 | NC      | $56217.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                                          | Rakuten Group, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2984510.61     | 0.01%             | 2026-04-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Japan 10 Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |           466 | NC      | $-3432764.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                                          | Yen                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    2962225905 | OU      | $18911043.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Korea 10 Year Bond                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          -217 | NC      | $-79656.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Korea 3 Year Bond                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          -467 | NC      | $-72534.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                                          | Won                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    1115063568 | OU      | $774054.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux SARL                                                             | Ambipar Lux SARL                                                                                                              | CUSIP: N/A<br>LEI: 9845008C0E14F9BDEK55       | Long             | DBT              | CORP              | LU        |      18171000 | PA      | $3032194.77     | 0.01%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                                              | Breakwater Energy Holdings Sarl                                                                                               | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |       8885000 | PA      | $9303972.18     | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                             | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       8082000 | PA      | $6189195.60     | 0.01%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                             | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |       2646000 | PA      | $2078194.86     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                             | CSN Resources SA                                                                                                              | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |        282000 | PA      | $261163.02      | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                     | Eagle Funding Luxco SARL                                                                                                      | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |        250000 | PA      | $254250.00      | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                            | MC Brazil Downstream Trading SARL                                                                                             | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |        788367 | PA      | $690806.29      | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                                       | Stena International SA                                                                                                        | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |       9880000 | PA      | $10071731.28    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                      | Raizen Fuels Finance SA                                                                                                       | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |        390000 | PA      | $315900.00      | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                                  | 3R Lux SARL                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |        200000 | PA      | $206126.00      | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Rupee                                                              | Sri Lanka Rupee                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | LK        |    2193163532 | OU      | $7083861.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | MSCI Emerging Markets E-Mini Index                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           315 | NC      | $219611.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                                                 | Mexican Peso                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |      39610142 | OU      | $2199646.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malaysian Ringgit                                                            | Malaysian Ringgit                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MY        |      33727965 | OU      | $8311474.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AM Green Power BV                                                            | AM Green Power BV                                                                                                             | CUSIP: N/A<br>LEI: 89450057OUP37KRY4619       | Long             | DBT              | CORP              | NL        |      26661050 | PA      | $26229140.99    | 0.06%             | 2027-07-09      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Greenko Dutch BV                                                             | Greenko Dutch BV                                                                                                              | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |       5205570 | PA      | $5160021.26     | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                          | Minejesa Capital BV                                                                                                           | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      18000000 | PA      | $17842500.00    | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                               | Mong Duong Finance Holdings BV                                                                                                | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      10813547 | PA      | $10715576.24    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       1009000 | PA      | $701255.00      | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $5377440.00     | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       1123000 | PA      | $1019818.76     | 0.00%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                                                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $197126.00      | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Naira                                                                        | Naira                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NG        |   65426186877 | OU      | $45222869.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Nikkei 225 Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |             6 | NC      | $-10856.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                              | Norwegian Krone                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |       -150973 | OU      | $-14977.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | NASDAQ 100 E-Mini Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -193 | NC      | $-70771.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                           | New Zealand Dollar                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       2983832 | OU      | $1717941.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                    | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1SU                                                          | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       3694768 | PA      | $3698462.89     | 0.01%             | 2045-04-11      | Floating      | 4.98%                 | No            |                  3 | On Loan: No      |
| Arcano Euro CLO I DAC                                                        | Arcano Euro CLO I DAC, Series 1X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400KVFUOP733LMF93       | Long             | ABS-CBDO         | CORP              | IE        |       6840000 | PA      | $8061170.44     | 0.02%             | 2039-04-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       1870000 | PA      | $2183342.30     | 0.00%             | 2037-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                              | Texas Debt Capital Euro CLO DAC, Series 2025-1X, Class A                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       9070000 | PA      | $10677046.90    | 0.02%             | 2039-04-16      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class C                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       1047000 | PA      | $1431104.24     | 0.00%             | 2057-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class B                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       2698000 | PA      | $3635634.42     | 0.01%             | 2057-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class D                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |        227000 | PA      | $305647.15      | 0.00%             | 2057-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK2X, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       6568253 | PA      | $8853402.71     | 0.02%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-1, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1724000 | PA      | $1153468.21     | 0.00%             | 2033-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-1, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       9321566 | PA      | $6225163.58     | 0.01%             | 2033-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-1, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       8483000 | PA      | $5675735.77     | 0.01%             | 2033-03-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-1, Class E                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |        500000 | PA      | $338076.17      | 0.00%             | 2033-03-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro CLO IV Funding DAC                                          | Sound Point Euro CLO IV Funding DAC, Series 4A, Class CR                                                                      | CUSIP: N/A<br>LEI: 549300XQKVE1YQW8R193       | Long             | ABS-CBDO         | CORP              | IE        |       2600000 | PA      | $3065164.75     | 0.01%             | 2039-04-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK2X, Class A                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       6553817 | PA      | $8842539.06     | 0.02%             | 2035-02-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK2X, Class B                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       5311024 | PA      | $7158837.27     | 0.02%             | 2035-02-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Taurus UK DAC                                                                | Taurus UK DAC, Series 2025-UK2X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      14407636 | PA      | $19420014.87    | 0.04%             | 2035-02-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXII Trust                                                         | SAPPHIRE XXXII TRUST, Series 2025-1, Class A1L                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      20453639 | PA      | $13679902.18    | 0.03%             | 2066-06-14      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3481300.60     | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc-, Series 2025-1X, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2829000 | PA      | $3806581.86     | 0.01%             | 2033-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2025-1X, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       4581000 | PA      | $6156310.57     | 0.01%             | 2033-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |        701000 | PA      | $839986.69      | 0.00%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Central Plaza Development Ltd.                                               | Central Plaza Development Ltd.                                                                                                | CUSIP: N/A<br>LEI: 254900HLDKFNM2WUVJ54       | Long             | DBT              | CORP              | VG        |       3480000 | PA      | $3436500.00     | 0.01%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series 388                                                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6401520.00     | 0.01%             | 2028-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-1, Class C                                                                         | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |       2200000 | PA      | $2585390.88     | 0.01%             | 2035-04-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-1, Class B                                                                         | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |       2200000 | PA      | $2583444.04     | 0.01%             | 2035-04-18      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2025-1X, Class A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       6990000 | PA      | $9442324.52     | 0.02%             | 2033-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-1, Class A                                                                         | CUSIP: N/A<br>LEI: 635400DRZLOPFVGZUR29       | Long             | ABS-O            | CORP              | IE        |      11900000 | PA      | $14005186.04    | 0.03%             | 2035-04-18      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                          | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |       4850000 | PA      | $5406563.68     | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                                      | Domi BV, Series 2025-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 72450072GIRER22FKI26       | Long             | ABS-MBS          | CORP              | NL        |       5255532 | PA      | $6186714.27     | 0.01%             | 2057-04-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2025-1X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |      14145773 | PA      | $19082248.71    | 0.04%             | 2035-05-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Paramount Skydance Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1618 | NC      | $6472.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-1, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1700000 | PA      | $1989279.25     | 0.00%             | 2038-12-14      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL                                                                                                          | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |       1784230 | PA      | $83872.07       | 0.00%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-1, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1300000 | PA      | $1532522.03     | 0.00%             | 2038-12-14      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2025-1, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2800000 | PA      | $3276469.82     | 0.01%             | 2038-12-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                                 | Wintershall Dea Finance 2 BV                                                                                                  | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |       9312000 | PA      | $11164060.71    | 0.02%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                     | IPD 3 BV                                                                                                                      | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |       8681000 | PA      | $10318868.36    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Origination Loan Trust DAC                                    | Small Business Origination Loan Trust DAC, Series 2025-1, Class B                                                             | CUSIP: N/A<br>LEI: 635400ZO4NUYBCC9ZI87       | Long             | ABS-CBDO         | CORP              | IE        |        517683 | PA      | $697144.13      | 0.00%             | 2036-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                              | Ocado Group plc                                                                                                               | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |       2753000 | PA      | $3742940.04     | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                          | Metro Finance Trust, Series 2025-1, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |        500000 | PA      | $336541.27      | 0.00%             | 2031-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                                          | Metro Finance Trust, Series 2025-1, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1640000 | PA      | $1101152.06     | 0.00%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       1910225 | PA      | $2578405.14     | 0.01%             | 2032-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2277604 | PA      | $3078339.05     | 0.01%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |       2255316 | PA      | $3046209.99     | 0.01%             | 2032-05-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-O            | CORP              | GB        |        520513 | PA      | $702989.41      | 0.00%             | 2032-05-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-CRE1, Class A                                                           | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |       9916394 | PA      | $13432862.52    | 0.03%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                  | Castell plc, Series 2025-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       4527676 | PA      | $6117765.34     | 0.01%             | 2062-01-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                  | Castell plc, Series 2025-1, Class B                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       1906987 | PA      | $2575360.20     | 0.01%             | 2062-01-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                  | Castell plc, Series 2025-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |        711995 | PA      | $964952.65      | 0.00%             | 2062-01-27      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                  | Castell plc, Series 2025-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |        406997 | PA      | $556402.61      | 0.00%             | 2062-01-27      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Castell plc                                                                  | Castell plc, Series 2025-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 2138002O8DSFIQGKRU14       | Long             | ABS-MBS          | CORP              | GB        |       1164992 | PA      | $1590349.07     | 0.00%             | 2062-01-27      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2025-1X, Class A                                                                         | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       6023442 | PA      | $8136219.38     | 0.02%             | 2067-05-17      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                   | Essendi SA                                                                                                                    | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |       1951000 | PA      | $2322185.43     | 0.01%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2025-1X, Class B                                                                         | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       1246998 | PA      | $1681528.32     | 0.00%             | 2067-05-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2025-1X, Class C                                                                         | CUSIP: N/A<br>LEI: 6354003DBF3NI8QJRR63       | Long             | ABS-MBS          | CORP              | GB        |       1045999 | PA      | $1407697.76     | 0.00%             | 2067-05-17      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | Volkswagen International Finance NV                                                                                           | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1697956.45     | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                              | Sage AR Funding, Series 2025-1X, Class D                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       4591124 | PA      | $6195178.51     | 0.01%             | 2037-05-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                              | Sage AR Funding, Series 2025-1X, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       6563327 | PA      | $8848071.76     | 0.02%             | 2037-05-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                              | Sage AR Funding, Series 2025-1X, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       5329122 | PA      | $7176631.05     | 0.02%             | 2037-05-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                                    | Queensland Treasury Corp.                                                                                                     | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      14700000 | PA      | $17030128.74    | 0.04%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Estate Sky Ltd.                                                              | Estate Sky Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 213800N7Q1FQC8CEUC74       | Long             | DBT              | CORP              | VG        |      33500000 | PA      | $33541875.00    | 0.07%             | 2028-05-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Deep Development 2025 Ltd.                                                   | Deep Development 2025 Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900FHVD3YNZ5XIC45       | Long             | DBT              | CORP              | VG        |     459000000 | PA      | $62456602.46    | 0.14%             | 2032-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                      | Albion Financing 1 SARL                                                                                                       | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       1599000 | PA      | $1938143.18     | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RESIMAC Premier                                                              | RESIMAC Premier, Series 2025-1, Class A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       9181333 | PA      | $6148975.51     | 0.01%             | 2056-09-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                                               | Air France-KLM                                                                                                                | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1785673.92     | 0.00%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                    | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class D                                                                  | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |       1000000 | PA      | $1175988.56     | 0.00%             | 2040-01-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                    | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class C                                                                  | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |       2900000 | PA      | $3419418.68     | 0.01%             | 2040-01-21      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Santander Consumo 8 Fondo de Titulizacion                                    | Santander Consumo 8 Fondo de Titulizacion, Series 8, Class B                                                                  | CUSIP: N/A<br>LEI: 529900MNYVA8N0FZJK96       | Long             | ABS-O            | CORP              | ES        |       2700000 | PA      | $3187334.54     | 0.01%             | 2040-01-21      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                             | Pierpont BTL plc, Series 2025-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |        458000 | PA      | $613634.71      | 0.00%             | 2062-03-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                             | Pierpont BTL plc, Series 2025-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400SRTLDO3B8L9Y97       | Long             | ABS-MBS          | CORP              | GB        |        151000 | PA      | $205534.94      | 0.00%             | 2062-03-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                       | Daimler Truck International Finance BV                                                                                        | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6459838.38     | 0.01%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 00CC088T3<br>LEI: N/A                  | N/A              | DE               |  | US        |           220 | NC      | $6600.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dufry One BV                                                                 | Dufry One BV                                                                                                                  | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |       2285000 | PA      | $2748650.04     | 0.01%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        262000 | PA      | $310682.76      | 0.00%             | 2040-12-28      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2283000 | PA      | $2686187.77     | 0.01%             | 2040-12-28      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2025-1, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       4458000 | PA      | $5247748.89     | 0.01%             | 2040-12-28      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Germany Borrower Lux SARL                               | Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1X, Class A2                                                      | CUSIP: N/A<br>LEI: 2549008VW14T3IH21H24       | Long             | ABS-O            | CORP              | LU        |      13812000 | PA      | $16383532.92    | 0.04%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                            | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class C                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1800000 | PA      | $2117221.52     | 0.00%             | 2039-12-25      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00CC0GLV5<br>LEI: N/A                  | N/A              | DE               |  | US        |           370 | NC      | $403300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Rockwell Automation, Inc.                                                                                                     | CUSIP: 00PC0P2A8<br>LEI: N/A                  | N/A              | DE               |  | US        |          -370 | NC      | $-64750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                            | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 6, Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       2200000 | PA      | $2585871.77     | 0.01%             | 2039-12-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3293739.29     | 0.01%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages plc                                                  | London Bridge Mortgages plc, Series 2025-1, Class C                                                                           | CUSIP: N/A<br>LEI: 63540064LX89RJMR9I46       | Long             | ABS-MBS          | CORP              | GB        |        641000 | PA      | $863964.24      | 0.00%             | 2067-03-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Porteast Investment Pvt Ltd.                                                 | Porteast Investment Pvt Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 335800QCR33GHNFNA954       | Long             | DBT              | CORP              | IN        |    3220000000 | PA      | $44253833.62    | 0.10%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      47575000 | PA      | $903346.52      | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                   | Bletchley Park Funding plc, Series 2025-1, Class B                                                                            | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |       2440000 | PA      | $3291155.58     | 0.01%             | 2070-01-27      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                   | Bletchley Park Funding plc, Series 2025-1, Class D                                                                            | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        728000 | PA      | $985241.66      | 0.00%             | 2070-01-27      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                   | Bletchley Park Funding plc, Series 2025-1, Class C                                                                            | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        746000 | PA      | $1005603.89     | 0.00%             | 2070-01-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding plc                                                   | Bletchley Park Funding plc, Series 2025-1, Class E                                                                            | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |        998000 | PA      | $1346643.74     | 0.00%             | 2070-01-27      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2025-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       2498000 | PA      | $3363360.72     | 0.01%             | 2033-04-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2025-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1960000 | PA      | $2637654.43     | 0.01%             | 2033-04-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                                                              | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     122312000 | PA      | $39194807.80    | 0.09%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2025-1, Class B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       3131000 | PA      | $3687377.61     | 0.01%             | 2044-12-20      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2025-1, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1706000 | PA      | $2018149.55     | 0.00%             | 2044-12-20      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2025-1, Class C                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       3723000 | PA      | $4375588.99     | 0.01%             | 2044-12-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                           | AutoNoria Spain FT, Series 2025-SP, Class E                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       1500000 | PA      | $1778770.97     | 0.00%             | 2043-04-30      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                           | AutoNoria Spain FT, Series 2025-SP, Class D                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       1400000 | PA      | $1644365.22     | 0.00%             | 2043-04-30      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2025-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |       1709000 | PA      | $2302704.36     | 0.01%             | 2033-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2025-1, Class E                                                                                         | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-O            | CORP              | GB        |        928000 | PA      | $1254751.62     | 0.00%             | 2033-04-21      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment Lease                                               | ECARAT DE SA Compartment Lease, Series 2025-1, Class B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       3600000 | PA      | $4239828.74     | 0.01%             | 2034-05-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| AutoNoria Spain FT                                                           | AutoNoria Spain FT, Series 2025-SP, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       3300000 | PA      | $3881084.13     | 0.01%             | 2043-04-30      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4931753.12     | 0.01%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Suntec REIT                                                                  | Suntec REIT                                                                                                                   | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | DBT              | CORP              | SG        |       6750000 | PA      | $5481027.31     | 0.01%             | 2030-06-17      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                          | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      16770000 | PA      | $19514987.63    | 0.04%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                                                               | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | CORP              | US        |       8654000 | PA      | $10091751.31    | 0.02%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MTR Corp. CI Ltd.                                                            | MTR Corp. CI Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 254900SEVE6JAZLGDW04       | Long             | DBT              | CORP              | KY        |       5000000 | PA      | $5270000.00     | 0.01%             | 2035-09-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fifth Third Bancorp                                                                                                           | CUSIP: 00PC1CPU7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3700 | NC      | $-203500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TeamSystem SpA                                                               | TeamSystem SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |       3960000 | PA      | $4696659.19     | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                          | Bausch + Lomb Netherlands BV                                                                                                  | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |       2873000 | PA      | $3429554.76     | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                    | Darling Global Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |       6330000 | PA      | $7536241.63     | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc                                                                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |       4222000 | PA      | $4808389.80     | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fifth Third Bancorp                                                                                                           | CUSIP: 00CC1UCH4<br>LEI: N/A                  | N/A              | DE               |  | US        |          3700 | NC      | $222000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                          | Banca Monte dei Paschi di Siena SpA                                                                                           | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       9225000 | PA      | $10999621.06    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SF Holding Investment 2023 Ltd.                                              | SF Holding Investment 2023 Ltd.                                                                                               | CUSIP: N/A<br>LEI: 836800YIDYE5HS47RZ68       | Long             | DBT              | CORP              | VG        |     126000000 | PA      | $16060236.16    | 0.04%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                           | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     587000000 | PA      | $1161598.27     | 0.00%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9571323.60     | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                       | Techem Verwaltungsgesellschaft 675 mbH                                                                                        | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2619203.41     | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2025-2X, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3307000 | PA      | $4448175.81     | 0.01%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00PC2EFU3<br>LEI: N/A                  | N/A              | DE               |  | US        |          -500 | NC      | $-226250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00CC28CU3<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-30050.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YQ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          -500 | NC      | $-317500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YN7<br>LEI: N/A                  | N/A              | DE               |  | US        |           100 | NC      | $84500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00CC27YH0<br>LEI: N/A                  | N/A              | DE               |  | US        |           500 | NC      | $1056250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2025-2X, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3002000 | PA      | $4037938.90     | 0.01%             | 2033-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                       | Arcano Euro CLO II DAC, Series 2X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1203871.13     | 0.00%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                                       | Arcano Euro CLO II DAC, Series 2A, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1770398.72     | 0.00%             | 2039-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 00PC2EXD1<br>LEI: N/A                  | N/A              | DE               |  | US        |          -700 | NC      | $-353500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 00CC28FS5<br>LEI: N/A                  | N/A              | DE               |  | US        |           700 | NC      | $266000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     694749000 | PA      | $14780381.53    | 0.03%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| Hops Hill No. 5 plc                                                          | Hops Hill No. 5 plc, Series 5, Class C                                                                                        | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |       1233000 | PA      | $1664319.27     | 0.00%             | 2056-06-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 5 plc                                                          | Hops Hill No. 5 plc, Series 5, Class B                                                                                        | CUSIP: N/A<br>LEI: 635400LDVC1LDKJUB342       | Long             | ABS-MBS          | CORP              | GB        |       1578000 | PA      | $2123383.15     | 0.00%             | 2056-06-21      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                        | BCP V Modular Services Finance II plc                                                                                         | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      17447000 | PA      | $19116541.74    | 0.04%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                        | Hikma Finance USA LLC                                                                                                         | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |        470000 | PA      | $474554.30      | 0.00%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-OAT                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1124 | NC      | $-92250.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2025-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |       1226976 | PA      | $1652838.39     | 0.00%             | 2095-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2025-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |        508990 | PA      | $686191.07      | 0.00%             | 2095-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Lenzing AG                                                                   | Lenzing AG                                                                                                                    | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |      14500000 | PA      | $16899816.69    | 0.04%             | 2028-04-09      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2022-6A, Class DRR                                                                                   | CUSIP: N/A<br>LEI: 635400KHBQOJVEDAGW16       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2358536.14     | 0.01%             | 2036-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-2, Class C                                                                                           | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |       2146997 | PA      | $2893978.65     | 0.01%             | 2068-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-2, Class B                                                                                           | CUSIP: N/A<br>LEI: 6354008SKUHLCPHT7N63       | Long             | ABS-MBS          | CORP              | GB        |       1236999 | PA      | $1669077.91     | 0.00%             | 2068-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2025-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400YFBIYXOQAEON61       | Long             | ABS-MBS          | CORP              | GB        |        130997 | PA      | $176603.54      | 0.00%             | 2095-03-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fulvia Spv Srl                                                               | Fulvia Spv Srl, Series 2025-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 815600283046823DB425       | Long             | ABS-O            | CORP              | IT        |       2564000 | PA      | $3013945.01     | 0.01%             | 2041-12-23      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fulvia Spv Srl                                                               | Fulvia Spv Srl, Series 2025-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 815600283046823DB425       | Long             | ABS-O            | CORP              | IT        |       1212000 | PA      | $1422925.18     | 0.00%             | 2041-12-23      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                          | Sona Fios CLO V DAC, Series 5X, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       1130000 | PA      | $1335075.63     | 0.00%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           642 | NC      | $7383.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Port of Newcastle Investments Financing Pty. Ltd.                            | Port of Newcastle Investments Financing Pty. Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300VVWVQBDM9L8K30       | Long             | DBT              | CORP              | AU        |       5450000 | PA      | $3625018.84     | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                          | Sona Fios CLO V DAC, Series 5A, Class D                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       4000000 | PA      | $4725931.41     | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00PC2P9R2<br>LEI: N/A                  | N/A              | DE               |  | US        |          -120 | NC      | $-68100.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Market Bidco Finco plc                                                       | Market Bidco Finco plc                                                                                                        | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       8313000 | PA      | $9662879.31     | 0.02%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                       | Market Bidco Finco plc                                                                                                        | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |       3583000 | PA      | $4751721.10     | 0.01%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FCT Noria                                                                    | FCT Noria, Series 2025-1, Class E                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       2000000 | PA      | $2358807.38     | 0.01%             | 2043-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           410 | NC      | $35875.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mobility SARL                                                          | First Mobility SARL, Series 2025-1, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2100000 | PA      | $2469479.72     | 0.01%             | 2032-10-14      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund V DAC                                                 | CVC Cordatus Loan Fund V DAC, Series 5A, Class DR3                                                                            | CUSIP: N/A<br>LEI: 635400Y6CUJR2Y6EHY69       | Long             | ABS-CBDO         | CORP              | IE        |       4000000 | PA      | $4733158.89     | 0.01%             | 2039-09-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Figeac Aero SA                                                               | Figeac Aero SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      16520000 | PA      | $19245399.54    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       8000000 | PA      | $5257223.14     | 0.01%             | 2040-07-30      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                    | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class A                                                                | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      11701043 | PA      | $13799262.96    | 0.03%             | 2037-06-22      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                    | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                                | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      11160195 | PA      | $13114713.40    | 0.03%             | 2037-06-22      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                    | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                                | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |       7090931 | PA      | $8332870.78     | 0.02%             | 2037-06-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                    | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                                | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      20159215 | PA      | $23690351.14    | 0.05%             | 2037-06-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd.                                                              | Dyno Nobel Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | DBT              | CORP              | AU        |       1520000 | PA      | $990432.82      | 0.00%             | 2035-08-08      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                              | Sage AR Funding, Series 2025-1X, Class A2                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      11069970 | PA      | $14996285.36    | 0.03%             | 2037-05-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust                                     | La Trobe Financial Capital Markets Trust, Series 2025-1, Class A1L                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       7209079 | PA      | $4810882.49     | 0.01%             | 2057-05-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XX DAC                                                             | Cairn CLO XX DAC, Series 2025-20A, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400VNC8GGPJCFVT54       | Long             | ABS-CBDO         | CORP              | IE        |        765000 | PA      | $902740.09      | 0.00%             | 2038-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXVIII DAC                                            | CVC Cordatus Loan Fund XXVIII DAC, Series 28A, Class BR                                                                       | CUSIP: N/A<br>LEI: 549300JSRW9KFNLBLI94       | Long             | ABS-CBDO         | CORP              | IE        |       2430000 | PA      | $2862977.57     | 0.01%             | 2038-08-15      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CC3VQA0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2000 | NC      | $-182000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC Cordatus Loan Fund XXVIII DAC                                            | CVC Cordatus Loan Fund XXVIII DAC, Series 28A, Class DR                                                                       | CUSIP: N/A<br>LEI: 549300JSRW9KFNLBLI94       | Long             | ABS-CBDO         | CORP              | IE        |       1900000 | PA      | $2239035.83     | 0.00%             | 2038-08-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-Bobl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          4936 | NC      | $-497669.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2025-14A, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400IFXA9UJERUJA44       | Long             | ABS-CBDO         | CORP              | IE        |       3580000 | PA      | $4217335.61     | 0.01%             | 2038-10-26      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       7110000 | PA      | $4660637.26     | 0.01%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                               | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                   | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       9000000 | PA      | $8855820.00     | 0.02%             | 2028-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sabre Corp.                                                                                                                   | CUSIP: 00CC4UCJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |          3841 | NC      | $48012.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Asia Financing Corp. Pte. Ltd.                                       | Equinix Asia Financing Corp. Pte. Ltd.                                                                                        | CUSIP: N/A<br>LEI: 2549002E9B0F5FQ3X427       | Long             | DBT              | CORP              | SG        |       7000000 | PA      | $5309631.24     | 0.01%             | 2032-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                    | Signal Harmonic CLO I DAC, Series 1X, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |       1250000 | PA      | $1477225.22     | 0.00%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                    | Signal Harmonic CLO I DAC, Series 1X, Class AR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      11380000 | PA      | $13413853.19    | 0.03%             | 2038-07-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                                           | Aurium CLO VII DAC, Series 7X, Class DR                                                                                       | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |        680000 | PA      | $801204.33      | 0.00%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                                                    | Signal Harmonic CLO I DAC, Series 1A, Class DR                                                                                | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |       1292000 | PA      | $1526860.00     | 0.00%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                                      | RAF ABS, Series 2025-1, Class B                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       1250000 | PA      | $834971.64      | 0.00%             | 2031-12-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                                      | RAF ABS, Series 2025-1, Class C                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |        700000 | PA      | $467579.44      | 0.00%             | 2031-12-09      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |       1052000 | PA      | $1085327.36     | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |        743000 | PA      | $790395.97      | 0.00%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                      | Republic of El Salvador                                                                                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |        226000 | PA      | $245687.99      | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                                           | AES Panama Generation Holdings SRL                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |        770145 | PA      | $719469.47      | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                                                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $4542237.69     | 0.01%             | 2036-08-28      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cheshire plc                                                                 | Cheshire plc, Series 2025-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 635400KAD9IOWKUKQR96       | Long             | ABS-MBS          | CORP              | GB        |       2231000 | PA      | $3005920.17     | 0.01%             | 2048-06-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GMR Energy Ltd.                                                              | GMR Energy Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800FLS48CJQD36X45       | Long             | DBT              | CORP              | IN        |    1050000000 | PA      | $11726164.73    | 0.03%             | 2030-07-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Cheshire plc                                                                 | Cheshire plc, Series 2025-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 635400KAD9IOWKUKQR96       | Long             | ABS-MBS          | CORP              | GB        |       2030000 | PA      | $2735107.15     | 0.01%             | 2048-06-28      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BSF Finance                                                                  | BSF Finance                                                                                                                   | CUSIP: N/A<br>LEI: 549300FJCGREO1P1UL36       | Long             | DBT              | CORP              | KY        |      10000000 | PA      | $9988500.00     | 0.02%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                             | Saudi Awwal Bank                                                                                                              | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |      15000000 | PA      | $15187500.00    | 0.03%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd.                                                    | BHP Billiton Finance Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      19360000 | PA      | $22388976.22    | 0.05%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| RevoCar SA Compartment                                                       | RevoCar SA Compartment, Series 2025-2, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $351211.11      | 0.00%             | 2038-08-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| RevoCar SA Compartment                                                       | RevoCar SA Compartment, Series 2025-2, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        700000 | PA      | $819959.84      | 0.00%             | 2038-08-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Auto FT                                                        | Bbva Consumer Auto FT, Series 2025-1, Class B                                                                                 | CUSIP: N/A<br>LEI: 959800MMSVSVXFLRQM04       | Long             | ABS-O            | CORP              | ES        |       1662579 | PA      | $1954382.48     | 0.00%             | 2042-05-19      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Bbva Consumer Auto FT                                                        | Bbva Consumer Auto FT, Series 2025-1, Class C                                                                                 | CUSIP: N/A<br>LEI: 959800MMSVSVXFLRQM04       | Long             | ABS-O            | CORP              | ES        |       1955975 | PA      | $2305107.50     | 0.01%             | 2042-05-19      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class C                                                                         | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |       3200000 | PA      | $3758936.43     | 0.01%             | 2035-10-18      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class D                                                                         | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |       2600000 | PA      | $3040532.67     | 0.01%             | 2035-10-18      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class E                                                                         | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |       1800000 | PA      | $2110124.48     | 0.00%             | 2035-10-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2025-2, Class B                                                                         | CUSIP: N/A<br>LEI: 635400FJ7YX914D6HX74       | Long             | ABS-O            | CORP              | IE        |       3800000 | PA      | $4463603.04     | 0.01%             | 2035-10-18      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                                             | Dometic Group AB                                                                                                              | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |       4143000 | PA      | $4956067.52     | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                               | Goldman Sachs Finance Corp. International Ltd., Series PCL                                                                    | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $4000000.00     | 0.01%             | 2028-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      10142000 | PA      | $11590203.40    | 0.03%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                           | Sunrise SPV 97 SRL, Series 2025-2, Class C                                                                                    | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |       4055000 | PA      | $4735046.82     | 0.01%             | 2050-10-27      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico                                                     | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |        398000 | PA      | $417601.50      | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 97 SRL                                                           | Sunrise SPV 97 SRL, Series 2025-2, Class D                                                                                    | CUSIP: N/A<br>LEI: 815600D891F71DDF9E74       | Long             | ABS-O            | CORP              | IT        |       1521000 | PA      | $1783128.48     | 0.00%             | 2050-10-27      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment                                                     | ECARAT DE SA Compartment, Series 2025-2, Class B                                                                              | CUSIP: N/A<br>LEI: 213800ETWMJRFLJ8U337       | Long             | ABS-O            | CORP              | LU        |       1300000 | PA      | $1524191.15     | 0.00%             | 2037-02-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| ECARAT DE SA Compartment                                                     | ECARAT DE SA Compartment, Series 2025-2, Class C                                                                              | CUSIP: N/A<br>LEI: 213800ETWMJRFLJ8U337       | Long             | ABS-O            | CORP              | LU        |        400000 | PA      | $469532.36      | 0.00%             | 2037-02-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CC5S104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28760 | NC      | $-53386.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PC5YGJ0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26448 | NC      | $-364666.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CC5S0Z8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -29585 | NC      | $-789980.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO VIII DAC                                                          | Aurium CLO VIII DAC, Series 8X, Class AR                                                                                      | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |      11600000 | PA      | $13668099.38    | 0.03%             | 2038-10-16      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                  | Cencosud SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |        224000 | PA      | $224000.00      | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                          | Al Rajhi Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |      20000000 | PA      | $20157800.00    | 0.04%             | 2036-03-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nanshan Life Pte. Ltd.                                                       | Nanshan Life Pte. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 2138006QCWSN6N7E1140       | Long             | DBT              | CORP              | SG        |       4985000 | PA      | $5012317.80     | 0.01%             | 2041-03-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-3, Class C                                                                                   | CUSIP: N/A<br>LEI: 9845007SF7637H412C03       | Long             | ABS-O            | CORP              | AU        |       3242000 | PA      | $2159437.96     | 0.00%             | 2033-09-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                            | SC Germany SA Compartment Leasing, Series 2025-1, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1300000 | PA      | $1526736.40     | 0.00%             | 2036-09-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                           | Colombia Telecomunicaciones SA ESP                                                                                            | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |       2674000 | PA      | $2432778.46     | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                            | SC Germany SA Compartment Leasing, Series 2025-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1000000 | PA      | $1172131.55     | 0.00%             | 2036-09-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2025-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |       1200000 | PA      | $1400355.63     | 0.00%             | 2042-10-12      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2025-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |        300000 | PA      | $352299.46      | 0.00%             | 2042-10-12      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2025-1, Class E                                                                                               | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |        800000 | PA      | $937136.44      | 0.00%             | 2042-10-12      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2025-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |        500000 | PA      | $586878.43      | 0.00%             | 2042-10-12      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO IX DAC                                                       | Bridgepoint CLO IX DAC, Series 9X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400KHJOULRBQMED20       | Long             | ABS-CBDO         | CORP              | IE        |      11380000 | PA      | $13382854.11    | 0.03%             | 2039-10-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                               | Fidelity Grand Harbour CLO DAC, Series 2025-1A, Class D                                                                       | CUSIP: N/A<br>LEI: 635400KEG2CHBBPUQL38       | Long             | ABS-CBDO         | CORP              | IE        |       2510000 | PA      | $2942845.16     | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |        600000 | PA      | $703025.85      | 0.00%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8868000 | PA      | $10408646.50    | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       5388000 | PA      | $6302280.62     | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                   | Liberty Mutual Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |       7500000 | PA      | $8657171.61     | 0.02%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                       | Hambridge Euro CLO DAC, Series 1X, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      11380000 | PA      | $13410738.43    | 0.03%             | 2038-10-20      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | Veolia Environnement SA                                                                                                       | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $4093012.41     | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                                       | Hambridge Euro CLO DAC, Series 1X, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |       1360000 | PA      | $1609780.84     | 0.00%             | 2038-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                            | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |       1538000 | PA      | $1459054.46     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                            | Corp. Nacional del Cobre de Chile                                                                                             | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |        396000 | PA      | $428184.90      | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                       | Auto1 Car Funding SARL, Series 2, Class C                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        746741 | PA      | $877008.05      | 0.00%             | 2035-07-16      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation 14 plc                                  | Together Asset-Backed Securitisation 14 plc, Series 2025-1ST1X, Class A                                                       | CUSIP: N/A<br>LEI: 213800ATT519H28VFU67       | Long             | ABS-MBS          | CORP              | GB        |       3663546 | PA      | $4934898.91     | 0.01%             | 2066-08-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alphabet, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -500 | NC      | $-281250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |        807000 | PA      | $815070.00      | 0.00%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |        391000 | PA      | $382434.68      | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                              | AGL Energy Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | DBT              | CORP              | AU        |       9370000 | PA      | $6048781.72     | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       7830000 | PA      | $8676657.90     | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |        433000 | PA      | $471342.15      | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                       | Republic of Costa Rica                                                                                                        | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       7148000 | PA      | $8009334.00     | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 41                                   | Pepper Residential Securities Trust No. 41, Series 41, Class A2                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       2140000 | PA      | $1428828.78     | 0.00%             | 2067-07-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                       | Auto1 Car Funding SARL, Series 2, Class B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1120111 | PA      | $1313133.42     | 0.00%             | 2035-07-16      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Frontier Mortgage Funding plc                                                | Frontier Mortgage Funding plc, Series 2025-1, Class B                                                                         | CUSIP: N/A<br>LEI: 213800LC7EZKPEODCU70       | Long             | ABS-MBS          | CORP              | GB        |       4518000 | PA      | $6085799.43     | 0.01%             | 2066-12-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                          | Secucor Finance DAC, Series 2025-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |       1600000 | PA      | $1871892.40     | 0.00%             | 2036-09-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                       | Engie Energia Chile SA                                                                                                        | CUSIP: N/A<br>LEI: 5493000FIKCC3ZDWTO77       | Long             | DBT              | CORP              | CL        |        236000 | PA      | $222651.84      | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                               | Plurinational State of Bolivia                                                                                                | CUSIP: N/A<br>LEI: 529900TGIRPY3SZXEB56       | Long             | DBT              | NUSS              | BO        |        400000 | PA      | $366800.00      | 0.00%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                          | Secucor Finance DAC, Series 2025-1, Class B                                                                                   | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |       2600000 | PA      | $3072783.69     | 0.01%             | 2036-09-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                          | Secucor Finance DAC, Series 2025-1, Class C                                                                                   | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |       3300000 | PA      | $3880211.54     | 0.01%             | 2036-09-20      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                          | Secucor Finance DAC, Series 2025-1, Class F                                                                                   | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |       9100000 | PA      | $10759069.51    | 0.02%             | 2036-09-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Secucor Finance DAC                                                          | Secucor Finance DAC, Series 2025-1, Class D                                                                                   | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |       6800000 | PA      | $7956333.86     | 0.02%             | 2036-09-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Otranto Park CLO DAC                                                         | Otranto Park CLO DAC, Series 1X, Class AR                                                                                     | CUSIP: N/A<br>LEI: 254900C89WZ4XL2PN587       | Long             | ABS-CBDO         | CORP              | IE        |       6569000 | PA      | $7727911.30     | 0.02%             | 2039-10-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Egypt Treasury Bill                                                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    1489375000 | PA      | $27921097.68    | 0.06%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brenntag Finance BV                                                          | Brenntag Finance BV                                                                                                           | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |       8900000 | PA      | $10327705.28    | 0.02%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                            | Corp. Financiera de Desarrollo SA                                                                                             | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |       2071000 | PA      | $2001745.76     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3500 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1900 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                          | Fondo MIVIVIENDA SA                                                                                                           | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |        789000 | PA      | $791177.64      | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                             | PRA Group Europe Holding II SARL                                                                                              | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |       5858000 | PA      | $6712213.56     | 0.01%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                  | Heineken NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      14420000 | PA      | $16848637.25    | 0.04%             | 2034-05-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SRC Sukuk Ltd.                                                               | SRC Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 254900F2OG3526JLAV10       | Long             | DBT              | NUSS              | KY        |      22592000 | PA      | $22583019.68    | 0.05%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                               | Olympus Water US Holding Corp.                                                                                                | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |       6146000 | PA      | $7165928.70     | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cellnex Telecom SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -63100 | NS      | $-134043.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SoftBank Group Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -38400 | NS      | $12311.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Southwest Airlines Co.                                                                                                        | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               |  | US        |         10000 | NS      | $-3900.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                             | Jubilee Place BV, Series 8, Class C                                                                                           | CUSIP: N/A<br>LEI: 724500WEF7MLCPB49563       | Long             | ABS-MBS          | CORP              | NL        |        214000 | PA      | $251761.65      | 0.00%             | 2062-03-17      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Telecom Italia SpA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2414704 | NS      | $31111.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -650 | NC      | $-325000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           650 | NC      | $216125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                   | Grupo Aeromexico SAB de CV                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |        495000 | PA      | $505548.45      | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Grupo Posadas SAB de CV                                                      | Grupo Posadas SAB de CV                                                                                                       | CUSIP: N/A<br>LEI: 529900NRFIXN5G8NUX35       | Long             | DBT              | CORP              | MX        |       4110026 | PA      | $4093339.29     | 0.01%             | 2027-12-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                                                         | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |       5973000 | PA      | $5986080.87     | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                 | Industrias Penoles SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |        323000 | PA      | $316822.63      | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Meituan                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -128600 | NS      | $-37017.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           100 | NS      | $-73.71         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -342788 | NS      | $37706.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Entain plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -180100 | NS      | $-52711.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | State Street SPDR Bloomberg High Yield Bond ETF                                                                               | CUSIP: 78468R622<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9541 | NS      | $-381.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wynn Macau Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -5018400 | NS      | $135923.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kamigumi Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         45000 | NS      | $4483.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Steel Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -954647 | NS      | $-8826.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Telstra Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -431300 | NS      | $25245.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        132347 | NS      | $49875.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Verizon Communications, Inc.                                                                                                  | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               |  | US        |         98800 | NS      | $-39729.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Naturgy Energy Group SA                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         77200 | NS      | $-25383.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | International Business Machines Corp.                                                                                         | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4600 | NS      | $30187.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Daiwa House Industry Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -135000 | NS      | $11718.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | United Overseas Bank Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -88000 | NS      | $-24018.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           211 | NS      | $-69.50         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ford Motor Co.                                                                                                                | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               |  | US        |        265500 | NS      | $-135874.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ferrovial SE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -24300 | NS      | $70523.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sun Life Financial, Inc.                                                                                                      | CUSIP: 866796105<br>LEI: N/A                  | N/A              | DE               |  | US        |         41000 | NS      | $57504.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Brandywine Realty Trust                                                                                                       | CUSIP: 105368203<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12500 | NS      | $2250.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares Preferred & Income Securities ETF                                                                                     | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -815000 | NS      | $65200.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FactSet Research Systems, Inc.                                                                                                | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               |  | US        |          7300 | NS      | $14544.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Invesco Preferred ETF                                                                                                         | CUSIP: 46138E511<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1000000 | NS      | $-30000.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares Preferred & Income Securities ETF                                                                                     | CUSIP: 464288687<br>LEI: N/A                  | N/A              | DE               |  | US        |       -500000 | NS      | $-45000.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | QUALCOMM, Inc.                                                                                                                | CUSIP: 747525103<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6400 | NS      | $20448.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CVB Financial Corp.                                                                                                           | CUSIP: 126600105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -72435 | NS      | $73159.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Community Financial System, Inc.                                                                                              | CUSIP: 203607106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28734 | NS      | $56318.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KBC Group NV                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10900 | NS      | $3388.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Pearson plc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         70100 | NS      | $59055.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SIG Group AG                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -100000 | NS      | $-170424.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alfresa Holdings Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         40000 | NS      | $-3611.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lockheed Martin Corp.                                                                                                         | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               |  | US        |          5200 | NS      | $-3332.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Adobe, Inc.                                                                                                                   | CUSIP: 00724F101<br>LEI: N/A                  | N/A              | DE               |  | US        |          6600 | NS      | $-7656.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -37400 | NS      | $44025.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Elisa OYJ                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23400 | NS      | $5280.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -117200 | NS      | $-102495.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KT&G Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10800 | NS      | $27250.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Gecina SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         16500 | NS      | $27442.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Omnicom Group, Inc.                                                                                                           | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               |  | US        |         15991 | NS      | $5486.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 464287242<br>LEI: N/A                  | N/A              | DE               |  | US        |       -432931 | NS      | $190489.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NEXTDC Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -222000 | NS      | $180962.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Transurban Group                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        255500 | NS      | $-127464.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vanguard Intermediate-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C870<br>LEI: N/A                  | N/A              | DE               |  | US        |      -1849455 | NS      | $129461.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tencent Holdings Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         56600 | NS      | $-56261.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CITIC Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1191000 | NS      | $-22130.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kansai Paint Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -283900 | NS      | $-101431.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Franco-Nevada Corp.                                                                                                           | CUSIP: 351858105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8500 | NS      | $48591.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Trelleborg AB, Class B                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         31800 | NS      | $-6909.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Synchrony Financial                                                                                                           | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               |  | US        |         20000 | NS      | $-1683.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | America Movil SAB de CV, Series B                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        787500 | NS      | $4791.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hyundai Motor Co.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2840 | NS      | $19817.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Powszechny Zaklad Ubezpieczen SA                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         90300 | NS      | $-11944.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Panasonic Holdings Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -70900 | NS      | $56601.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Skyworks Solutions, Inc.                                                                                                      | CUSIP: 83088M102<br>LEI: N/A                  | N/A              | DE               |  | US        |         27800 | NS      | $-79902.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ONEOK, Inc.                                                                                                                   | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               |  | US        |         30652 | NS      | $-9122.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CGI, Inc.                                                                                                                     | CUSIP: 12532H104<br>LEI: N/A                  | N/A              | DE               |  | US        |         18300 | NS      | $14419.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sanofi SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22200 | NS      | $38064.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Macquarie Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         19900 | NS      | $28868.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | XPeng, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        210000 | NS      | $30754.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OSG Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93800 | NS      | $37873.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ORLEN SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -90800 | NS      | $-123991.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RWE AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18800 | NS      | $24065.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | W R Berkley Corp.                                                                                                             | CUSIP: 084423102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -34000 | NS      | $3400.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Canadian Pacific Kansas City Ltd.                                                                                             | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14700 | NS      | $14910.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Eagle Bancorp, Inc.                                                                                                           | CUSIP: 268948106<br>LEI: N/A                  | N/A              | DE               |  | US        |         65550 | NS      | $44574.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Otis Worldwide Corp.                                                                                                          | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         51400 | NS      | $5654.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Terumo Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         62300 | NS      | $-8960.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Synthomer plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        588203 | NS      | $34085.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Haleon plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        283000 | NS      | $14484.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -4200 | NS      | $38607.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ResMed, Inc.                                                                                                                  | CUSIP: 761152107<br>LEI: N/A                  | N/A              | DE               |  | US        |          6100 | NS      | $-35380.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Chailease Holding Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -202344 | NS      | $-24575.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Taiyo Yuden Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -121500 | NS      | $-14043.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JD.com, Inc., Class A                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        347350 | NS      | $-167978.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tenaris SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         74900 | NS      | $4583.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lynas Rare Earths Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -167200 | NS      | $50440.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Santen Pharmaceutical Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        155600 | NS      | $40707.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Coinbase Global, Inc., Class A                                                                                                | CUSIP: 19260Q107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -25802 | NS      | $626472.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Flagstar Bank NA                                                                                                              | CUSIP: 649445400<br>LEI: N/A                  | N/A              | DE               |  | US        |        802872 | NS      | $-232832.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Applied Materials, Inc.                                                                                                       | CUSIP: 038222105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -3200 | NS      | $6464.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alexandria Real Estate Equities, Inc.                                                                                         | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -48000 | NS      | $-15360.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Charter Communications, Inc., Class A                                                                                         | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7300 | NS      | $19929.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Moderna, Inc.                                                                                                                 | CUSIP: 60770K107<br>LEI: N/A                  | N/A              | DE               |  | US        |         59700 | NS      | $-322977.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Albemarle Corp.                                                                                                               | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               |  | US        |          5800 | NS      | $-22852.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | UOL Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        306300 | NS      | $75180.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Toei Animation Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        101600 | NS      | $22859.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wharf Holdings Ltd. (The)                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -273000 | NS      | $44025.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Delivery Hero SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -34300 | NS      | $-9165.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Li Auto, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -91000 | NS      | $-1038.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Orsted A/S                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -50200 | NS      | $129608.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ping An Insurance Group Co. of China Ltd., Class H                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -7404600 | NS      | $-117378.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Equinor ASA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43800 | NS      | $-32710.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         37500 | NS      | $-3275.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Henderson Land Development Co. Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        364000 | NS      | $-28870.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mitsui OSK Lines Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -73400 | NS      | $-99569.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Marui Group Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         79300 | NS      | $18723.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Coloplast A/S, Class B                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22300 | NS      | $-48759.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Infroneer Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -244000 | NS      | $-88116.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tractor Supply Co.                                                                                                            | CUSIP: 892356106<br>LEI: N/A                  | N/A              | DE               |  | US        |         27600 | NS      | $-47196.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PDD Holdings, Inc.                                                                                                            | CUSIP: 722304102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $2.99           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vonovia SE                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35100 | NS      | $18949.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           100 | NS      | $-1.49          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Genius Electronic Optical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         85000 | NS      | $68908.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Merck KGaA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14600 | NS      | $-23144.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Public Service Enterprise Group, Inc.                                                                                         | CUSIP: 744573106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -21100 | NS      | $8862.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Obara Group, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -147000 | NS      | $46089.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hasbro, Inc.                                                                                                                  | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -31000 | NS      | $-13640.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Postal Savings Bank of China Co. Ltd., Class H                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1812000 | NS      | $-1106.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Beazley plc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -91900 | NS      | $11618.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Shopify, Inc., Class A                                                                                                        | CUSIP: 82509L107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8800 | NS      | $81122.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hang Seng Bank Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -67479 | NS      | $-1682.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |        649000 | PA      | $627501.88      | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Republic of Paraguay                                                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |        617000 | PA      | $551598.00      | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | JDE Peet's NV                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -28300 | NS      | $-193.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Norfolk Southern Corp.                                                                                                        | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11500 | NS      | $33120.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Warehouses De Pauw CVA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         75800 | NS      | $93434.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sunny Optical Technology Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        274800 | NS      | $-99905.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Aon plc, Class A                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3700 | NS      | $9546.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sigma Foods SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1078018 | NS      | $4800.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Illinois Tool Works, Inc.                                                                                                     | CUSIP: 452308109<br>LEI: N/A                  | N/A              | DE               |  | US        |         13100 | NS      | $-69037.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alps Alpine Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        193000 | NS      | $30808.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yamaha Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -54000 | NS      | $13832.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Jabil, Inc.                                                                                                                   | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               |  | US        |          4600 | NS      | $28870.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Phillips 66                                                                                                                   | CUSIP: 718546104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -7700 | NS      | $-385.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Spirax Group plc                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -10300 | NS      | $6184.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nagoya Railroad Co., Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -711300 | NS      | $-256599.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        174900 | NS      | $48261.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Toyota Industries Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -7300 | NS      | $6643.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Norwegian Cruise Line Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -69000 | NS      | $134550.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Baidu, Inc., Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        241200 | NS      | $68036.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Northern Data AG                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         66500 | NS      | $186897.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Zijin Mining Group Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -256000 | NS      | $-18720.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nippon Express Holdings, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -53300 | NS      | $-11465.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Delta Air Lines, Inc.                                                                                                         | CUSIP: 247361702<br>LEI: N/A                  | N/A              | DE               |  | GB        |         22300 | NS      | $-59318.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Idemitsu Kosan Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        268300 | NS      | $-315.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGH Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -48800 | NS      | $-718.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        179997 | NS      | $-19799.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JD Sports Fashion plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1089500 | NS      | $-8065.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Intertek Group plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23400 | NS      | $-16760.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nippon Yusen KK                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -53100 | NS      | $-63854.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -16600 | NS      | $-2217.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Smurfit WestRock plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -24100 | NS      | $-13978.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Verisk Analytics, Inc.                                                                                                        | CUSIP: 92345Y106<br>LEI: N/A                  | N/A              | DE               |  | GB        |          6200 | NS      | $20150.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Devon Energy Corp.                                                                                                            | CUSIP: 25179M103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         84200 | NS      | $16840.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Marriott International, Inc., Class A                                                                                         | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6200 | NS      | $21762.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SBI Holdings, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43100 | NS      | $-17546.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Prologis, Inc.                                                                                                                | CUSIP: 74340W103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         17500 | NS      | $1225.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bank of New York Mellon Corp. (The)                                                                                           | CUSIP: 064058100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26500 | NS      | $31005.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Honeywell International, Inc.                                                                                                 | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               |  | GB        |         16000 | NS      | $-13920.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dollar General Corp.                                                                                                          | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               |  | US        |          8800 | NS      | $-1408.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Exxon Mobil Corp.                                                                                                             | CUSIP: 30231G102<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -20000 | NS      | $-43800.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Teradyne, Inc.                                                                                                                | CUSIP: 880770102<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -3700 | NS      | $13542.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Automatic Data Processing, Inc.                                                                                               | CUSIP: 053015103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         11200 | NS      | $-28112.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cosan SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1812300 | NS      | $154039.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Zoetis, Inc.                                                                                                                  | CUSIP: 98978V103<br>LEI: N/A                  | N/A              | DE               |  | US        |         23800 | NS      | $48552.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Charles River Laboratories International, Inc.                                                                                | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4800 | NS      | $16992.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Xiaomi Corp., Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        679600 | NS      | $-288418.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Estee Lauder Cos., Inc. (The)                                                                                                 | CUSIP: 518439104<br>LEI: N/A                  | N/A              | DE               |  | US        |         11900 | NS      | $20083.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yakult Honsha Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -154800 | NS      | $-26243.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NetEase, Inc.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        126500 | NS      | $-41891.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Seatrium Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -553620 | NS      | $-26706.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AMC Networks, Inc., Class A                                                                                                   | CUSIP: 00164V103<br>LEI: N/A                  | N/A              | DE               |  | US        |        418075 | NS      | $75253.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | UNITE Group plc (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -421500 | NS      | $-54211.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Magellan Financial Group Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        280600 | NS      | $83363.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MGM China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        507200 | NS      | $-180408.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Isetan Mitsukoshi Holdings Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         61600 | NS      | $-17643.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Siemens AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5400 | NS      | $-10540.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nipro Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93900 | NS      | $-11265.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Overseas Land & Investment Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        460000 | NS      | $-12351.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TOPPAN Holdings, Inc.                                                                                                         | CUSIP: 890747108<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -56600 | NS      | $95102.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dassault Aviation SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -3900 | NS      | $-3169.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Daiwa Securities Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        320600 | NS      | $22088.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Pool Corp.                                                                                                                    | CUSIP: 73278L105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6600 | NS      | $23430.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDEXX Laboratories, Inc.                                                                                                      | CUSIP: 45168D104<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2400 | NS      | $61416.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Heiwa Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -124200 | NS      | $-35728.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Seven Bank Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -565300 | NS      | $-21972.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Severn Trent plc                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         22800 | NS      | $13154.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Las Vegas Sands Corp.                                                                                                         | CUSIP: 517834107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         15700 | NS      | $-28574.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yokogawa Electric Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -30800 | NS      | $9616.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Keurig Dr Pepper, Inc.                                                                                                        | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               |  | US        |         62600 | NS      | $-14398.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Waters Corp.                                                                                                                  | CUSIP: 941848103<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3800 | NS      | $16378.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Block, Inc.                                                                                                                   | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -16700 | NS      | $1002.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mondelez International, Inc., Class A                                                                                         | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18200 | NS      | $8736.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Amazon.com, Inc.                                                                                                              | CUSIP: 023135106<br>LEI: N/A                  | N/A              | DE               |  | US        |          5600 | NS      | $13384.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Willis Towers Watson plc                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9100 | NS      | $34580.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Quanta Services, Inc.                                                                                                         | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4700 | NS      | $51559.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mosaic Co. (The)                                                                                                              | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -57400 | NS      | $13202.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Principal Financial Group, Inc.                                                                                               | CUSIP: 74251V102<br>LEI: N/A                  | N/A              | DE               |  | GB        |         13200 | NS      | $-13596.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mitsubishi Motors Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -483100 | NS      | $16546.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Salmar ASA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -31000 | NS      | $-24485.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Johnson Controls International plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -16100 | NS      | $3381.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Synopsys, Inc.                                                                                                                | CUSIP: 871607107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2700 | NS      | $31104.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mid-America Apartment Communities, Inc.                                                                                       | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15800 | NS      | $-35234.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kyushu Financial Group, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        223600 | NS      | $1183.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Teledyne Technologies, Inc.                                                                                                   | CUSIP: 879360105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4000 | NS      | $29640.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cigna Group (The)                                                                                                             | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6700 | NS      | $2479.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Promigas SA ESP                                                              | Promigas SA ESP                                                                                                               | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |        875000 | PA      | $821747.50      | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Arkema SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -29900 | NS      | $-12589.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Santos Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        297600 | NS      | $-68099.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MISUMI Group, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         79200 | NS      | $53129.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Airtac International Group                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29000 | NS      | $4096.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Costco Wholesale Corp.                                                                                                        | CUSIP: 22160K105<br>LEI: N/A                  | N/A              | DE               |  | US        |          3100 | NS      | $-54829.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Keysight Technologies, Inc.                                                                                                   | CUSIP: 49338L103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5600 | NS      | $2912.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DCC plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -29300 | NS      | $34056.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Baxter International, Inc.                                                                                                    | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               |  | US        |       -143600 | NS      | $-18668.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tourmaline Oil Corp.                                                                                                          | CUSIP: 89156V106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -61400 | NS      | $-47503.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Banco Bradesco SA (Preference)                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        775300 | NS      | $-165783.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kintetsu Group Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -68500 | NS      | $-34932.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mr Price Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         86200 | NS      | $-32576.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hormel Foods Corp.                                                                                                            | CUSIP: 440452100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -46900 | NS      | $19698.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Canadian National Railway Co.                                                                                                 | CUSIP: 136375102<br>LEI: N/A                  | N/A              | DE               |  | US        |         24100 | NS      | $11425.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Datadog, Inc., Class A                                                                                                        | CUSIP: 23804L103<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5800 | NS      | $34253.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Genting Singapore Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3083000 | NS      | $-15231.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mitsubishi HC Capital, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -292100 | NS      | $-33326.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Engie Brasil Energia SA                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -155820 | NS      | $-2413.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Shandong Gold Mining Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -162250 | NS      | $-4365.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Shimizu Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         72700 | NS      | $7896.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Geely Automobile Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        859000 | NS      | $92823.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MTR Corp. Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -489500 | NS      | $32256.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TELUS Corp.                                                                                                                   | CUSIP: 87971M103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -243800 | NS      | $-122763.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EOG Resources, Inc.                                                                                                           | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               |  | US        |         15900 | NS      | $25281.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Equifax, Inc.                                                                                                                 | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7000 | NS      | $24360.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEIJI Holdings Co. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -71200 | NS      | $-61984.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Symrise AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         19200 | NS      | $9998.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SCOR SE                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -40300 | NS      | $-13319.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nissan Chemical Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57500 | NS      | $-33337.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -22885 | NS      | $15544.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 3M Co.                                                                                                                        | CUSIP: 88579Y101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8900 | NS      | $-890.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KKR & Co., Inc.                                                                                                               | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -23700 | NS      | $93378.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Astellas Pharma, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         85600 | NS      | $-227.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Coca-Cola Bottlers Japan Holdings, Inc.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        100800 | NS      | $21961.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Komatsu Ltd.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         67500 | NS      | $-17306.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Baidu, Inc.                                                                                                                   | CUSIP: 056752108<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $11.83          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NetEase, Inc.                                                                                                                 | CUSIP: 64110W102<br>LEI: N/A                  | N/A              | DE               |  | US        |             1 | NS      | $-0.58          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | International Paper Co.                                                                                                       | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -63700 | NS      | $-6370.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Engie SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         36200 | NS      | $11210.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Harmony Gold Mining Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         42600 | NS      | $-20285.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | WW Grainger, Inc.                                                                                                             | CUSIP: 384802104<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -1100 | NS      | $28402.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Restaurant Brands International, Inc.                                                                                         | CUSIP: 76131D103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -27200 | NS      | $60344.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kose Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29700 | NS      | $17516.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Barratt Redrow plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -482400 | NS      | $-68348.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ansell Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -81000 | NS      | $60902.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Japan Exchange Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        103600 | NS      | $-76030.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yamaha Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        200800 | NS      | $1825.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Galaxy Securities Co. Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        789000 | NS      | $-40152.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hong Kong Exchanges & Clearing Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9200 | NS      | $4022.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Match Group, Inc.                                                                                                             | CUSIP: 57667L107<br>LEI: N/A                  | N/A              | DE               |  | US        |         28400 | NS      | $-52256.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Resources Land Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         62500 | NS      | $-5735.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Temenos AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -9800 | NS      | $5547.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NEC Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29300 | NS      | $34373.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Daito Trust Construction Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -111900 | NS      | $-6961.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AGC, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -29100 | NS      | $16815.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Arthur J Gallagher & Co.                                                                                                      | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4600 | NS      | $-2484.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BYD Co. Ltd., Class H                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         24000 | NS      | $-2729.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Trip.com Group Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         12400 | NS      | $20723.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kakaku.com, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         70300 | NS      | $9972.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wharf Real Estate Investment Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -434000 | NS      | $-12146.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ROCKWOOL A/S, Class B                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -28900 | NS      | $-3263.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 3i Group plc                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         25300 | NS      | $4441.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Construction Bank Corp., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1413000 | NS      | $-27875.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SBA Communications Corp.                                                                                                      | CUSIP: 78410G104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13900 | NS      | $-38920.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CyberAgent, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -110400 | NS      | $-14348.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Techtronic Industries Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        102000 | NS      | $-24571.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Prysmian SpA                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3181 | NS      | $2755.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Endesa SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -66000 | NS      | $16500.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nibe Industrier AB, Class B                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -564200 | NS      | $-24711.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | InPost SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -155100 | NS      | $-52310.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Expand Energy Corp.                                                                                                           | CUSIP: 165167735<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15100 | NS      | $-38052.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | British Land Co. plc (The)                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        637300 | NS      | $99697.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Partners Group Holding AG                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2200 | NS      | $27354.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | WH Group Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2539500 | NS      | $-71837.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Danone SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -13900 | NS      | $3744.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BKW AG                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9700 | NS      | $11621.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Swire Pacific Ltd., Class A                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        124000 | NS      | $-44806.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 464288513<br>LEI: N/A                  | N/A              | DE               |  | US        |       -539488 | NS      | $-107897.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Samsung Electronics Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         20800 | NS      | $261429.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NAVER Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           210 | NS      | $966.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Harmonic Drive Systems, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        112800 | NS      | $-76514.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Disco Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           100 | NS      | $-8.37          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yum China Holdings, Inc.                                                                                                      | CUSIP: 98850P109<br>LEI: N/A                  | N/A              | DE               |  | US        |         14800 | NS      | $-18075.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Comcast Corp., Class A                                                                                                        | CUSIP: 20030N101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -67300 | NS      | $-42399.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DuPont de Nemours, Inc.                                                                                                       | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -29600 | NS      | $37888.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IQVIA Holdings, Inc.                                                                                                          | CUSIP: 46266C105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -6300 | NS      | $-6552.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fresenius Medical Care AG                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         14900 | NS      | $-2734.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AddTech AB, Class B                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -23500 | NS      | $5513.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Worley Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        219300 | NS      | $-90274.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Shenzhou International Group Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         94900 | NS      | $-23456.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Food & Life Cos. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -15500 | NS      | $-26580.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lendlease Corp. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        364600 | NS      | $11849.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Continental AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -21100 | NS      | $-26389.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Northern Star Resources Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -90000 | NS      | $-24746.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Atlas Arteria Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        607900 | NS      | $-2542.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fortinet, Inc.                                                                                                                | CUSIP: 34959E109<br>LEI: N/A                  | N/A              | DE               |  | GB        |         15200 | NS      | $-35416.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Teck Resources Ltd., Class B                                                                                                  | CUSIP: 878742204<br>LEI: N/A                  | N/A              | DE               |  | US        |         19500 | NS      | $51255.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FirstRand Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        345500 | NS      | $105991.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Intercontinental Exchange, Inc.                                                                                               | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        -11500 | NS      | $-5865.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BB Seguridade Participacoes SA                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        168100 | NS      | $22126.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Federal Realty Investment Trust                                                                                               | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         14900 | NS      | $-12963.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               |  | GB        |           600 | NS      | $-30996.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Amcor plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -161200 | NS      | $-3224.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        140600 | NS      | $-14863.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICG plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         35800 | NS      | $-12476.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rentokil Initial plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -334100 | NS      | $7187.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wartsila OYJ Abp                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -43600 | NS      | $4269.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IMI plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -63800 | NS      | $9401.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Zurich Insurance Group AG                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          2900 | NS      | $3194.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Petroleum & Chemical Corp., Class H                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -31604700 | NS      | $-1035061.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Petroleo Brasileiro SA - Petrobras (Preference)                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        292300 | NS      | $-53785.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ENEOS Holdings, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        472700 | NS      | $68989.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Singapore Telecommunications Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -365800 | NS      | $-6927.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Moncler SpA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -23600 | NS      | $60223.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Church & Dwight Co., Inc.                                                                                                     | CUSIP: 171340102<br>LEI: N/A                  | N/A              | DE               |  | GB        |         15000 | NS      | $-5850.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Pfizer, Inc.                                                                                                                  | CUSIP: 717081103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         43400 | NS      | $-13454.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Barry Callebaut AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          -600 | NS      | $-25814.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kyowa Kirin Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -98400 | NS      | $922.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SLC Agricola SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -360000 | NS      | $41842.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Banco do Brasil SA                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -246000 | NS      | $17661.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Challenger Ltd.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -278600 | NS      | $-46207.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nihon Kohden Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         54000 | NS      | $9733.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AGC, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -61100 | NS      | $25941.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Viatris, Inc.                                                                                                                 | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               |  | US        |        192800 | NS      | $262208.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Singapore Technologies Engineering Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        204200 | NS      | $43632.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ackermans & van Haaren NV                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10700 | NS      | $-4588.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EXEO Group, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        113100 | NS      | $85508.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tyler Technologies, Inc.                                                                                                      | CUSIP: 902252105<br>LEI: N/A                  | N/A              | DE               |  | US        |          3100 | NS      | $-34162.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dassault Systemes SE                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         44500 | NS      | $9435.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Gunma Bank Ltd. (The)                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         65500 | NS      | $-18913.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Demant A/S                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -39500 | NS      | $-12176.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Taiwan Mobile Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -279712 | NS      | $-25654.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Klabin SA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -344208 | NS      | $31151.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sino Land Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -1704063 | NS      | $69901.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Steadfast Group Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -325071 | NS      | $-45512.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Investment AB Latour, Class B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -74900 | NS      | $-16923.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Akamai Technologies, Inc.                                                                                                     | CUSIP: 00971T101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         11800 | NS      | $-33748.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Shiseido Co. Ltd.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -64400 | NS      | $33120.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | FinecoBank Banca Fineco SpA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         32800 | NS      | $36400.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wolters Kluwer NV                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14600 | NS      | $-59929.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Schroders plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        291900 | NS      | $20236.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cirsa Enterprises SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        131385 | NS      | $242101.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                         | Samarco Mineracao SA                                                                                                          | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      11505758 | PA      | $11703513.22    | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nissan Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -274600 | NS      | $39216.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sumitomo Mitsui Financial Group, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         32200 | NS      | $-5384.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sugi Holdings Co. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -52300 | NS      | $-29953.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cosmo Energy Holdings Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        110300 | NS      | $-43318.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Iluka Resources Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -203300 | NS      | $63396.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Occidental Petroleum Corp.                                                                                                    | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -30300 | NS      | $-25755.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Swiss Re AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9400 | NS      | $-1303.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CPFL Energia SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -124600 | NS      | $-102698.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Seagate Technology Holdings plc                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4200 | NS      | $31332.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Deckers Outdoor Corp.                                                                                                         | CUSIP: 243537107<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7600 | NS      | $13376.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 35671D857<br>LEI: N/A                  | N/A              | DE               |  | GB        |         30900 | NS      | $4635.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | American Tower Corp.                                                                                                          | CUSIP: 03027X100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6700 | NS      | $-20368.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Builders FirstSource, Inc.                                                                                                    | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8600 | NS      | $6536.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kusuri no Aoki Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -38000 | NS      | $-216507.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MINEBEA MITSUMI, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -71800 | NS      | $64178.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Endeavour Mining plc                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14600 | NS      | $53462.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Paramount Skydance Corp., Class B                                                                                             | CUSIP: 69932A204<br>LEI: N/A                  | N/A              | DE               |  | US        |         86377 | NS      | $-101061.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Airbnb, Inc., Class A                                                                                                         | CUSIP: 009066101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         16800 | NS      | $-20664.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Camden Property Trust                                                                                                         | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15600 | NS      | $-24336.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fortis, Inc.                                                                                                                  | CUSIP: 349553107<br>LEI: N/A                  | N/A              | DE               |  | US        |         62900 | NS      | $43595.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Altria Group, Inc.                                                                                                            | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         51600 | NS      | $-49020.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nissin Foods Holdings Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -63000 | NS      | $-1075.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Croda International plc                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -50800 | NS      | $57275.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IMCD NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -16500 | NS      | $-15758.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEB SA                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -15600 | NS      | $-6312.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Prudential Financial, Inc.                                                                                                    | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               |  | US        |         16200 | NS      | $-31752.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lojas Renner SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        332300 | NS      | $-50726.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Holmen AB, Class B                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -69800 | NS      | $-45186.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sage Group plc (The)                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        143100 | NS      | $-22187.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Capgemini SE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8200 | NS      | $-30484.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Holcim AG                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         17300 | NS      | $-1012.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -304085 | NS      | $-36929.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Atlas Copco AB, Class A                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        131100 | NS      | $-67212.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cencora, Inc.                                                                                                                 | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -8700 | NS      | $19836.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | H & M Hennes & Mauritz AB, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -43400 | NS      | $-20294.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RELX plc                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         44200 | NS      | $-52472.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kirin Holdings Co. Ltd.                                                                                                       | CUSIP: 497350108<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -116500 | NS      | $19969.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Flughafen Zurich AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          5300 | NS      | $-1674.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vanguard Short-Term Corporate Bond ETF                                                                                        | CUSIP: 92206C409<br>LEI: N/A                  | N/A              | DE               |  | GB        |      -1800000 | NS      | $-288000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Aena SME SA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         98600 | NS      | $-5160.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Renault SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         56500 | NS      | $-132289.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Best Buy Co., Inc.                                                                                                            | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               |  | GB        |         35200 | NS      | $-153824.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Venture Corp. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        222600 | NS      | $29982.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Italgas SpA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        185300 | NS      | $49228.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Segro plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        146300 | NS      | $33814.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | M3, Inc.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -90900 | NS      | $-23851.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Merchants Bank Co. Ltd., Class H                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -232500 | NS      | $-68602.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Pacific Insurance Group Co. Ltd., Class H                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3972800 | NS      | $-670845.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hesai Group                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         66460 | NS      | $-9420.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Eaton Corp. plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          6600 | NS      | $-12408.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BXP, Inc.                                                                                                                     | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -31400 | NS      | $61858.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hydro One Ltd.                                                                                                                | CUSIP: 448811208<br>LEI: N/A                  | N/A              | DE               |  | GB        |         32400 | NS      | $22919.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Teijin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        205500 | NS      | $37133.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sembcorp Industries Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -110300 | NS      | $-1453.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Coca-Cola Europacific Partners plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12000 | NS      | $-1678.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EXOR NV                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         28500 | NS      | $-9058.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bechtle AG                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -33300 | NS      | $6246.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BioMerieux                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -14800 | NS      | $13907.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7475 | NS      | $49431.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Marvell Technology, Inc.                                                                                                      | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               |  | US        |         11100 | NS      | $1998.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Gildan Activewear, Inc.                                                                                                       | CUSIP: 375916103<br>LEI: N/A                  | N/A              | DE               |  | GB        |         29200 | NS      | $-26227.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kinross Gold Corp.                                                                                                            | CUSIP: 496902404<br>LEI: N/A                  | N/A              | DE               |  | GB        |         71000 | NS      | $-89579.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Quanta Computer, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -669000 | NS      | $300154.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JB Hi-Fi Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         15500 | NS      | $12693.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | UDR, Inc.                                                                                                                     | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -69800 | NS      | $-39786.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Whitecap Resources, Inc.                                                                                                      | CUSIP: 96467A200<br>LEI: N/A                  | N/A              | DE               |  | US        |       -181800 | NS      | $-26563.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dr Ing hc F Porsche AG (Preference)                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -17700 | NS      | $4133.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Swisscom AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3900 | NS      | $-36267.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Deutsche Telekom AG (Registered)                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         68300 | NS      | $23986.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dow, Inc.                                                                                                                     | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               |  | US        |        -38500 | NS      | $1540.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Open Text Corp.                                                                                                               | CUSIP: 683715106<br>LEI: N/A                  | N/A              | DE               |  | US        |        -60600 | NS      | $79607.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Admiral Group plc                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         22500 | NS      | $30537.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Asahi Intecc Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         69300 | NS      | $-7836.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nikkon Holdings Co. Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -65800 | NS      | $19165.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Roche Holding AG                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7300 | NS      | $-18724.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ottobock SE & Co. KGaA                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18788 | NS      | $-88318.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Leidos Holdings, Inc.                                                                                                         | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7000 | NS      | $39480.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Baker Hughes Co.                                                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -28100 | NS      | $562.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CME Group, Inc.                                                                                                               | CUSIP: 12572Q105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6200 | NS      | $744.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Deere & Co.                                                                                                                   | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3600 | NS      | $11520.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | J Sainsbury plc                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        403900 | NS      | $15260.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DCC plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3600 | NS      | $4184.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mondi plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -98700 | NS      | $-25980.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Tele2 AB, Class B                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         81300 | NS      | $20981.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ALS Ltd.                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -97900 | NS      | $4159.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ANTA Sports Products Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        152800 | NS      | $-8468.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kusuri no Aoki Holdings Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5100 | NS      | $-33116.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Subaru Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         66500 | NS      | $-70305.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | VZ Holding AG                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9400 | NS      | $21524.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MSCI, Inc.                                                                                                                    | CUSIP: 55354G100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          2600 | NS      | $-7566.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Huntington Bancshares, Inc.                                                                                                   | CUSIP: 446150104<br>LEI: N/A                  | N/A              | DE               |  | GB        |        148800 | NS      | $-84816.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fifth Third Bancorp                                                                                                           | CUSIP: 316773100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         27000 | NS      | $-38070.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Elevance Health, Inc.                                                                                                         | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3300 | NS      | $-20724.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIDEC Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         79600 | NS      | $18472.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bridgestone Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        120000 | NS      | $-50730.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Auto Trader Group plc                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        191800 | NS      | $-27744.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Standard Chartered plc                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -102300 | NS      | $-21596.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | M&G plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -626900 | NS      | $-18645.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Siemens Energy AG                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9600 | NS      | $20369.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Danske Bank A/S                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         32200 | NS      | $71713.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rexel SA                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -65500 | NS      | $-13498.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Smiths Group plc                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -42300 | NS      | $29356.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Pirelli & C SpA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -235500 | NS      | $2593.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Standard Bank Group Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -145500 | NS      | $-87089.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fortescue Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         70700 | NS      | $-7862.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Molina Healthcare, Inc.                                                                                                       | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6100 | NS      | $-60146.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Newmont Corp.                                                                                                                 | CUSIP: 651639106<br>LEI: N/A                  | N/A              | DE               |  | US        |         15000 | NS      | $-75450.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lennar Corp., Class A                                                                                                         | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13100 | NS      | $54606.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sany Heavy Industry Co. Ltd., Class H                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        308600 | NS      | $42829.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Swedbank AB, Class A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         38300 | NS      | $14279.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rational AG                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          1500 | NS      | $-2662.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Sekisui Chemical Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -93300 | NS      | $-22837.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Toyota Industries Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12100 | NS      | $11012.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Netmarble Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         25300 | NS      | $496.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Galaxy Digital, Inc., Class A                                                                                                 | CUSIP: 36317J209<br>LEI: N/A                  | N/A              | DE               |  | US        |        -58396 | NS      | $217817.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lionsgate Studios Corp.                                                                                                       | CUSIP: 53626N102<br>LEI: N/A                  | N/A              | DE               |  | US        |         80454 | NS      | $142403.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NiSource, Inc.                                                                                                                | CUSIP: 65473P105<br>LEI: N/A                  | N/A              | DE               |  | US        |        -52500 | NS      | $-16275.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IDEX Corp.                                                                                                                    | CUSIP: 45167R104<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10000 | NS      | $15800.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Stryker Corp.                                                                                                                 | CUSIP: 863667101<br>LEI: N/A                  | N/A              | DE               |  | GB        |          9800 | NS      | $-49490.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | China Overseas Land & Investment Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        987000 | NS      | $-87633.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SKY Perfect JSAT Holdings, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -72000 | NS      | $63030.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Resonac Holdings Corp.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -19800 | NS      | $-23647.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Experian plc                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         24900 | NS      | $-11090.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | J Front Retailing Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -91400 | NS      | $4471.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TIS, Inc.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -37900 | NS      | $-5162.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nippon Sanso Holdings Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -45900 | NS      | $1915.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bunzl plc                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29400 | NS      | $-3342.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Legrand SA                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         18700 | NS      | $-16506.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Reckitt Benckiser Group plc                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26500 | NS      | $1731.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Eurazeo SE                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         24000 | NS      | $-4696.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Orkla ASA                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        137300 | NS      | $71660.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hino Motors Ltd.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        374700 | NS      | $-19831.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Yamaha Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -129300 | NS      | $37118.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nikon Corp.                                                                                                                   | CUSIP: 654111103<br>LEI: N/A                  | N/A              | DE               |  | US        |       -108600 | NS      | $-14031.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Associated British Foods plc                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -48000 | NS      | $-7783.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -182700 | NS      | $-31083.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Geberit AG (Registered)                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1100 | NS      | $6182.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dentsu Soken, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -95100 | NS      | $-77106.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Imperial Oil Ltd.                                                                                                             | CUSIP: 453038408<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18300 | NS      | $69609.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Banco Santander Brasil SA                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -193800 | NS      | $-3376.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ventas, Inc.                                                                                                                  | CUSIP: 92276F100<br>LEI: N/A                  | N/A              | DE               |  | GB        |         15800 | NS      | $-28440.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Garmin Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          8900 | NS      | $-26255.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bunge Global SA                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -11600 | NS      | $8236.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Constellation Software, Inc.                                                                                                  | CUSIP: 21037X100<br>LEI: N/A                  | N/A              | DE               |  | US        |          1100 | NS      | $-28283.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Motorola Solutions, Inc.                                                                                                      | CUSIP: 620076307<br>LEI: N/A                  | N/A              | DE               |  | US        |          3900 | NS      | $41418.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hoshizaki Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         40000 | NS      | $19489.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hitachi Construction Machinery Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         60800 | NS      | $11117.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lowe's Cos., Inc.                                                                                                             | CUSIP: 548661107<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9800 | NS      | $74676.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Becton Dickinson & Co.                                                                                                        | CUSIP: 075887109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6900 | NS      | $41538.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NVIDIA Corp.                                                                                                                  | CUSIP: 67066G104<br>LEI: N/A                  | N/A              | DE               |  | US        |          9900 | NS      | $27819.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Barrick Mining Corp.                                                                                                          | CUSIP: 06849F108<br>LEI: N/A                  | N/A              | DE               |  | US        |         29700 | NS      | $-63261.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Zeon Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        197900 | NS      | $-10014.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Horizon Robotics                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -557609 | NS      | $4750.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LEG Immobilien SE                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         10200 | NS      | $15144.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Singapore Airlines Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -207000 | NS      | $-18143.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Haseko Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        117100 | NS      | $15798.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OKUMA Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -77100 | NS      | $-7005.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Convatec Group plc                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        709800 | NS      | $4010.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Scout24 SE                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7700 | NS      | $-4844.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ningbo Joyson Electronic Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        482000 | NS      | $113395.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MercadoLibre, Inc.                                                                                                            | CUSIP: 58733R102<br>LEI: N/A                  | N/A              | DE               |  | GB        |           500 | NS      | $10305.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Walt Disney Co. (The)                                                                                                         | CUSIP: 254687106<br>LEI: N/A                  | N/A              | DE               |  | GB        |         13600 | NS      | $18904.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Gen Digital, Inc.                                                                                                             | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -82400 | NS      | $25117.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dollarama, Inc.                                                                                                               | CUSIP: 25675T107<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12000 | NS      | $-46371.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Jack Henry & Associates, Inc.                                                                                                 | CUSIP: 426281101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9600 | NS      | $27360.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alibaba Group Holding Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        233000 | NS      | $-314442.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kuaishou Technology                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        269600 | NS      | $-135649.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rheinmetall AG                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1321 | NS      | $-15947.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | WSP Global, Inc.                                                                                                              | CUSIP: 92938W202<br>LEI: N/A                  | N/A              | DE               |  | US        |         11000 | NS      | $-5956.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ferrari NV                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2500 | NS      | $-10833.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Winbond Electronics Corp.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        396000 | NS      | $144258.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Infrastrutture Wireless Italiane SpA                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -98000 | NS      | $-16361.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SMC Corp.                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2800 | NS      | $-5820.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KE Holdings, Inc., Class A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -129300 | NS      | $44128.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Macnica Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -80600 | NS      | $20286.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lottery Corp. Ltd. (The)                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -386600 | NS      | $29940.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ServiceNow, Inc.                                                                                                              | CUSIP: 81762P102<br>LEI: N/A                  | N/A              | DE               |  | US        |         17800 | NS      | $-15918.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Pinnacle West Capital Corp.                                                                                                   | CUSIP: 723484101<br>LEI: N/A                  | N/A              | DE               |  | US        |         36500 | NS      | $14982.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DaVita, Inc.                                                                                                                  | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               |  | US        |          7800 | NS      | $-50232.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Danaher Corp.                                                                                                                 | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8900 | NS      | $-4732.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Dollar Tree, Inc.                                                                                                             | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5300 | NS      | $43248.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cboe Global Markets, Inc.                                                                                                     | CUSIP: 12503M108<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -4000 | NS      | $3320.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Aegon Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        157200 | NS      | $16437.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hikma Pharmaceuticals plc                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         92400 | NS      | $45943.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Diploma plc                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         29800 | NS      | $-44932.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Nissin Foods Holdings Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8300 | NS      | $-141.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EQT Corp.                                                                                                                     | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               |  | US        |         39507 | NS      | $-118460.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Comstock Resources, Inc.                                                                                                      | CUSIP: 205768302<br>LEI: N/A                  | N/A              | DE               |  | US        |         94208 | NS      | $8074.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Wynn Resorts Ltd.                                                                                                             | CUSIP: 983134107<br>LEI: N/A                  | N/A              | DE               |  | US        |         14300 | NS      | $-80795.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CH Robinson Worldwide, Inc.                                                                                                   | CUSIP: 12541W209<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7000 | NS      | $29610.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Salesforce, Inc.                                                                                                              | CUSIP: 79466L302<br>LEI: N/A                  | N/A              | DE               |  | US        |          4900 | NS      | $1372.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Avery Dennison Corp.                                                                                                          | CUSIP: 053611109<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7100 | NS      | $-6035.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Procter & Gamble Co. (The)                                                                                                    | CUSIP: 742718109<br>LEI: N/A                  | N/A              | DE               |  | US        |         26400 | NS      | $-48048.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Telefonica Brasil SA                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        234700 | NS      | $-64410.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Far EasTone Telecommunications Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        455000 | NS      | $8488.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mitsubishi Corp.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -50000 | NS      | $7130.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Bilibili, Inc., Class Z                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         85320 | NS      | $-68197.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CoreWeave, Inc., Class A                                                                                                      | CUSIP: 21873S108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -22813 | NS      | $315982.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Coca-Cola Co. (The)                                                                                                           | CUSIP: 191216100<br>LEI: N/A                  | N/A              | DE               |  | US        |         34700 | NS      | $-10410.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CF Industries Holdings, Inc.                                                                                                  | CUSIP: 125269100<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24100 | NS      | $2169.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Rocket Cos., Inc., Class A                                                                                                    | CUSIP: 77311W101<br>LEI: N/A                  | N/A              | DE               |  | US        |         53300 | NS      | $6929.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Ares Management Corp.                                                                                                         | CUSIP: 03990B101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11000 | NS      | $95260.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PACCAR, Inc.                                                                                                                  | CUSIP: 693718108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11300 | NS      | $37290.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PepsiCo, Inc.                                                                                                                 | CUSIP: 713448108<br>LEI: N/A                  | N/A              | DE               |  | US        |         13900 | NS      | $-49067.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KeyCorp                                                                                                                       | CUSIP: 493267108<br>LEI: N/A                  | N/A              | DE               |  | US        |         90000 | NS      | $-51300.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Marathon Petroleum Corp.                                                                                                      | CUSIP: 56585A102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8000 | NS      | $17120.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Targa Resources Corp.                                                                                                         | CUSIP: 87612G101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5500 | NS      | $-10120.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Cloudflare, Inc., Class A                                                                                                     | CUSIP: 18915M107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -5400 | NS      | $26514.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lululemon Athletica, Inc.                                                                                                     | CUSIP: 550021109<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7600 | NS      | $-34656.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lennox International, Inc.                                                                                                    | CUSIP: 526107107<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -2500 | NS      | $24750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kroger Co. (The)                                                                                                              | CUSIP: 501044101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18300 | NS      | $-3477.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Unilever plc                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -47400 | NS      | $-4276.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INFRONEER Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         96400 | NS      | $39951.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Suncorp Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        106800 | NS      | $-406.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Mitsubishi Materials Corp.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         78300 | NS      | $83932.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Voltronic Power Technology Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         32000 | NS      | $-15894.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Inpex Corp.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         57000 | NS      | $-22459.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Fresnillo plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         23100 | NS      | $94166.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TransDigm Group, Inc.                                                                                                         | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               |  | GB        |          1100 | NS      | $30866.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Comfort Systems USA, Inc.                                                                                                     | CUSIP: 199908104<br>LEI: N/A                  | N/A              | DE               |  | GB        |          -700 | NS      | $12250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vertex Pharmaceuticals, Inc.                                                                                                  | CUSIP: 92532F100<br>LEI: N/A                  | N/A              | DE               |  | US        |          2300 | NS      | $-15985.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Iron Mountain, Inc.                                                                                                           | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10400 | NS      | $-20072.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Carvana Co.                                                                                                                   | CUSIP: 146869102<br>LEI: N/A                  | N/A              | DE               |  | US        |          2200 | NS      | $-25454.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MGM Resorts International                                                                                                     | CUSIP: 552953101<br>LEI: N/A                  | N/A              | DE               |  | US        |         37200 | NS      | $-39432.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Amgen, Inc.                                                                                                                   | CUSIP: 031162100<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4200 | NS      | $17313.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Western Digital Corp.                                                                                                         | CUSIP: 958102105<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5100 | NS      | $23453.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Intuitive Surgical, Inc.                                                                                                      | CUSIP: 46120E602<br>LEI: N/A                  | N/A              | DE               |  | US        |          1700 | NS      | $-23734.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Alamos Gold, Inc., Class A                                                                                                    | CUSIP: 011532108<br>LEI: N/A                  | N/A              | DE               |  | US        |        -30500 | NS      | $59796.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARC Resources Ltd.                                                                                                            | CUSIP: 00208D408<br>LEI: N/A                  | N/A              | DE               |  | US        |        -71600 | NS      | $-16893.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Royal Bank of Canada                                                                                                          | CUSIP: 780087102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9400 | NS      | $-3733.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | First Quantum Minerals Ltd.                                                                                                   | CUSIP: 335934105<br>LEI: N/A                  | N/A              | DE               |  | US        |         32600 | NS      | $17146.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Accenture plc, Class A                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5100 | NS      | $-12001.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Align Technology, Inc.                                                                                                        | CUSIP: 016255101<br>LEI: N/A                  | N/A              | DE               |  | US        |          6500 | NS      | $-20707.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Extra Space Storage, Inc.                                                                                                     | CUSIP: 30225T102<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8800 | NS      | $5106.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | HUB24 Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11800 | NS      | $16654.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SSE plc                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -66174 | NS      | $-14631.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SMG Swiss Marketplace Group AG                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7475 | NS      | $-14411.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REA Group Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6500 | NS      | $-17781.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Japan Post Insurance Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         43100 | NS      | $-4452.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Money Forward, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -34100 | NS      | $-61709.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Hermes International SCA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |           500 | NS      | $14229.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Equinor ASA                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -6700 | NS      | $-4129.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Metaplanet, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        228800 | NS      | $-95162.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Socionext, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         48900 | NS      | $7145.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Kawasaki Kisen Kaisha Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -83000 | NS      | $-23964.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile SA                                                  | Telefonica Moviles Chile SA                                                                                                   | CUSIP: N/A<br>LEI: 549300PDWJ2U6A15B785       | Long             | DBT              | CORP              | CL        |       1287000 | PA      | $739394.37      | 0.00%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |        447000 | PA      | $442977.00      | 0.00%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                                | Republic of Trinidad & Tobago                                                                                                 | CUSIP: N/A<br>LEI: HYBZ5SXKW67ICKUUWH81       | Long             | DBT              | NUSS              | TT        |       6330000 | PA      | $6374310.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno                                                                                                               | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |       1180000 | PA      | $1297610.60     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Philippine Peso                                                              | Philippine Peso                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |     838468394 | OU      | $14251789.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                                        | Zloty                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       6564667 | OU      | $1828597.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMIC Finance USA Pty. Ltd.                                                  | CIMIC Finance USA Pty. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 213800GNWSV32LXHCZ50       | Long             | DBT              | CORP              | AU        |       7500000 | PA      | $8142784.28     | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                       | Nickel Industries Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 54930007K0WX53TSIK16       | Long             | DBT              | CORP              | AU        |       3165000 | PA      | $3275775.00     | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | WTI Crude Oil                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |           500 | NC      | $295000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2022-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        307000 | PA      | $414244.41      | 0.00%             | 2059-10-23      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2022-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |        421000 | PA      | $567773.54      | 0.00%             | 2059-10-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                    | Canada Square Funding plc, Series 6, Class C                                                                                  | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |       2813000 | PA      | $3786137.38     | 0.01%             | 2059-01-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding plc                                                    | Canada Square Funding plc, Series 6, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354009BNGSKPMISBP18       | Long             | ABS-MBS          | CORP              | GB        |        178000 | PA      | $239456.19      | 0.00%             | 2059-01-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                               | Harben Finance, Series 2017-1RX, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |        741000 | PA      | $995956.31      | 0.00%             | 2055-09-28      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Harben Finance                                                               | Harben Finance, Series 2017-1RX, Class D                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |        441000 | PA      | $591356.61      | 0.00%             | 2055-09-28      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Barley Hill No. 2 plc                                                        | Barley Hill No. 2 plc, Series 2, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |        520000 | PA      | $702647.78      | 0.00%             | 2058-08-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Romania New Leu                                                              | Romania New Leu                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       1118550 | OU      | $258048.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Russell 2000 E-Mini Index                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -915 | NC      | $3257874.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Euro-Bund                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -16384 | NC      | $12864130.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Scientia DAC                                                            | Vita Scientia DAC, Series 2022-1X, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400JHBEHLCY2DZM20       | Long             | ABS-MBS          | CORP              | IE        |       2700000 | PA      | $3172833.75     | 0.01%             | 2033-02-27      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                                | Swedish Krona                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |       2238779 | OU      | $243173.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SONIA Index                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1006 | NC      | $233930.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            -2 | NC      | $-54.74         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          3301 | NC      | $-175906.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           339 | NC      | $62875.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -2327 | NC      | $-22627.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | 3-mo. SOFR                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1103 | NC      | $265117.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                             | Singapore Dollar                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        507491 | OU      | $394811.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baht                                                                         | Baht                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TH        |      20827469 | OU      | $661084.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                                             | New Turkish Lira                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |            -0 | OU      | $0.00           | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 2-Year Note                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          8208 | NC      | $143224.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                            | New Taiwan Dollar                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |      22924052 | OU      | $729589.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10-Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -34172 | NC      | $6480646.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2022-SP, Class C                                                                                      | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        596036 | PA      | $714627.77      | 0.00%             | 2040-01-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2022-SP, Class D                                                                                      | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        149009 | PA      | $181214.85      | 0.00%             | 2040-01-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain                                                              | AutoNoria Spain, Series 2022-SP, Class E                                                                                      | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |        856801 | PA      | $1051052.64     | 0.00%             | 2040-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 2 plc                                                          | Hops Hill No. 2 plc, Series 2, Class C                                                                                        | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       1077000 | PA      | $1465054.63     | 0.00%             | 2054-11-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 2 plc                                                          | Hops Hill No. 2 plc, Series 2, Class B                                                                                        | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |       4073000 | PA      | $5530465.48     | 0.01%             | 2054-11-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                  | Resorts World Las Vegas LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900LHVH9D3APT8R82       | Long             | DBT              | CORP              | US        |      14000000 | PA      | $12407920.00    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC                                                  | Resorts World Las Vegas LLC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       2600000 | PA      | $2568878.00     | 0.01%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |       8174000 | PA      | $8275030.64     | 0.02%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                        | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        297000 | PA      | $294401.25      | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                        | Stillwater Mining Co.                                                                                                         | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |        284000 | PA      | $267670.00      | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                             | Volkswagen Financial Services NV                                                                                              | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      16100000 | PA      | $21963844.76    | 0.05%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Euro-Buxl                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          1046 | NC      | $-932803.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | U.S. Treasury Long Bond                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -2798 | NC      | $1733525.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           -60 | NC      | $-9844.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | CBOE Volatility Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |            60 | NC      | $-63574.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10-Year Ultra Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -16449 | NC      | $4612937.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                                                          | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |       9900000 | PA      | $12414383.05    | 0.03%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Clean Renewable Power Mauritius Pte. Ltd.                                    | Clean Renewable Power Mauritius Pte. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |      13867700 | PA      | $13538342.13    | 0.03%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamond II Ltd.                                                              | Diamond II Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      27500000 | PA      | $27560225.00    | 0.06%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                         | Fomento Economico Mexicano SAB de CV                                                                                          | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | DBT              | CORP              | MX        |       8400000 | PA      | $9866469.92     | 0.02%             | 2026-02-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                                      | Domi BV, Series 2023-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 724500Q9WQ341T63UP90       | Long             | ABS-MBS          | CORP              | NL        |       1988474 | PA      | $2354280.72     | 0.01%             | 2055-02-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Domi BV                                                                      | Domi BV, Series 2023-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 724500Q9WQ341T63UP90       | Long             | ABS-MBS          | CORP              | NL        |        803000 | PA      | $955108.92      | 0.00%             | 2055-02-15      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                             | FCT Autonoria DE, Series 2023-DE, Class B                                                                                     | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        140291 | PA      | $165287.60      | 0.00%             | 2043-01-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                             | FCT Autonoria DE, Series 2023-DE, Class C                                                                                     | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        560291 | PA      | $666829.00      | 0.00%             | 2043-01-26      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                             | FCT Autonoria DE, Series 2023-DE, Class E                                                                                     | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        140114 | PA      | $170057.01      | 0.00%             | 2043-01-26      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                             | FCT Autonoria DE, Series 2023-DE, Class D                                                                                     | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |        175419 | PA      | $210306.22      | 0.00%             | 2043-01-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FCT Autonoria DE                                                             | FCT Autonoria DE, Series 2023-DE, Class F                                                                                     | CUSIP: N/A<br>LEI: 549300XVWRQGZCNHXF23       | Long             | ABS-O            | CORP              | DE        |         35184 | PA      | $43353.33       | 0.00%             | 2043-01-26      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                         | Greenko Wind Projects Mauritius Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |       7234000 | PA      | $7304079.38     | 0.02%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                  | India Clean Energy Holdings                                                                                                   | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |       8000000 | PA      | $7760000.00     | 0.02%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| India Cleantech Energy                                                       | India Cleantech Energy                                                                                                        | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |      13662000 | PA      | $13496689.80    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                   | India Green Power Holdings                                                                                                    | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      13196585 | PA      | $12866670.18    | 0.03%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| India Vehicle Finance                                                        | India Vehicle Finance                                                                                                         | CUSIP: N/A<br>LEI: 254900FDW5H9JZP2A596       | Long             | DBT              | CORP              | MU        |       1496000 | PA      | $1514670.08     | 0.00%             | 2029-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PCL Funding VIII plc                                                         | PCL Funding VIII plc, Series 2023-1, Class C                                                                                  | CUSIP: N/A<br>LEI: 21380059YXNYYIS74Q45       | Long             | ABS-O            | CORP              | GB        |        712000 | PA      | $966191.77      | 0.00%             | 2028-05-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Delamare Cards MTN Issuer plc                                                | Delamare Cards MTN Issuer plc, Series 2023-1, Class A1                                                                        | CUSIP: N/A<br>LEI: 635400IAJKM25WRCSE95       | Long             | ABS-O            | CORP              | GB        |       3454000 | PA      | $4658300.85     | 0.01%             | 2031-04-19      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                        | Allwyn Entertainment Financing UK plc                                                                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |       3055000 | PA      | $3769747.80     | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus IV DAC                                                       | LT Autorahoitus IV DAC, Series 4, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400KKBO3HTOD1TP83       | Long             | ABS-O            | CORP              | IE        |       5800000 | PA      | $6954378.09     | 0.02%             | 2033-07-18      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2023-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |        505000 | PA      | $689601.49      | 0.00%             | 2061-01-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2023-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400GE1FMJVQH5B467       | Long             | ABS-MBS          | CORP              | GB        |        987000 | PA      | $1344184.60     | 0.00%             | 2061-01-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       1284554 | PA      | $1733479.47     | 0.00%             | 2055-06-14      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       1672000 | PA      | $2265559.63     | 0.01%             | 2055-06-14      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       2602000 | PA      | $3521907.44     | 0.01%             | 2055-06-14      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800UGYTY5Y43KYF61       | Long             | ABS-MBS          | CORP              | GB        |       6190000 | PA      | $8356309.53     | 0.02%             | 2055-06-14      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                             | Pierpont Btl plc, Series 2023-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 635400IF88EBOGQRNX86       | Long             | ABS-MBS          | CORP              | GB        |       2890072 | PA      | $3904959.66     | 0.01%             | 2054-09-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Pierpont Btl plc                                                             | Pierpont Btl plc, Series 2023-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 635400IF88EBOGQRNX86       | Long             | ABS-MBS          | CORP              | GB        |       2246000 | PA      | $3041543.28     | 0.01%             | 2054-09-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg SARL                                               | Dana Financing Luxembourg SARL                                                                                                | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       4623000 | PA      | $5807290.53     | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                          | Hops Hill No. 3 plc, Series 3, Class A                                                                                        | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5882832 | PA      | $7959302.21     | 0.02%             | 2055-12-21      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                          | Hops Hill No. 3 plc, Series 3, Class B                                                                                        | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5513733 | PA      | $7504053.88     | 0.02%             | 2055-12-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 3 plc                                                          | Hops Hill No. 3 plc, Series 3, Class C                                                                                        | CUSIP: N/A<br>LEI: 2138005EW2MRRQCIRX60       | Long             | ABS-MBS          | CORP              | GB        |       5088694 | PA      | $6972936.43     | 0.02%             | 2055-12-21      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       1093000 | PA      | $1495382.48     | 0.00%             | 2061-02-23      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-1, Class B                                                                                           | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       2389000 | PA      | $3257130.88     | 0.01%             | 2061-02-23      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 635400VADRWDQSM8BE46       | Long             | ABS-MBS          | CORP              | GB        |       1770000 | PA      | $2420872.23     | 0.01%             | 2061-02-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                           | AutoFlorence 3 SRL, Series 3, Class A                                                                                         | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |       3914656 | PA      | $4615726.61     | 0.01%             | 2046-12-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                           | AutoFlorence 3 SRL, Series 3, Class C                                                                                         | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        420579 | PA      | $506033.79      | 0.00%             | 2046-12-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                           | AutoFlorence 3 SRL, Series 3, Class D                                                                                         | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        293504 | PA      | $354704.28      | 0.00%             | 2046-12-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| AutoFlorence 3 SRL                                                           | AutoFlorence 3 SRL, Series 3, Class B                                                                                         | CUSIP: N/A<br>LEI: 815600F88BB8BFD30863       | Long             | ABS-O            | CORP              | IT        |        323376 | PA      | $385720.96      | 0.00%             | 2046-12-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Providus CLO VI DAC                                                          | Providus CLO VI DAC, Series 6X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400OVFLV2AMKOP534       | Long             | ABS-CBDO         | CORP              | IE        |       1000000 | PA      | $1179127.52     | 0.00%             | 2034-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| London Cards No. 1 plc                                                       | London Cards No. 1 plc, Series 1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400THJ5YVVA4HYO05       | Long             | ABS-O            | CORP              | GB        |       1425000 | PA      | $1938354.39     | 0.00%             | 2033-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Rockfield Park CLO DAC                                                       | Rockfield Park CLO DAC, Series 1X, Class C                                                                                    | CUSIP: N/A<br>LEI: 254900FQNC3OT6YHSV84       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2357831.73     | 0.01%             | 2034-07-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Brants Bridge plc                                                            | Brants Bridge plc, Series 2023-1, Class A                                                                                     | CUSIP: N/A<br>LEI: 213800NJ1MKTCTWHO378       | Long             | ABS-MBS          | CORP              | GB        |        860639 | PA      | $1161187.55     | 0.00%             | 2066-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      16017076 | PA      | $88822169.06    | 0.20%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                  | SCIL IV LLC                                                                                                                   | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |       6219000 | PA      | $7678971.60     | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Taurus Law 130 Securities SRL                                                | Taurus Law 130 Securities SRL                                                                                                 | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |      14556721 | PA      | $17007499.26    | 0.04%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2023-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 213800HDJNNMA7VXZZ69       | Long             | ABS-O            | CORP              | GB        |        167518 | PA      | $225866.76      | 0.00%             | 2033-09-21      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO STOXX 50 Index                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |           166 | NC      | $122326.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red & Black Auto Germany 10 UG                                               | Red & Black Auto Germany 10 UG, Series 10, Class B                                                                            | CUSIP: N/A<br>LEI: 391200NRHS61DTNNBX69       | Long             | ABS-O            | CORP              | DE        |        691590 | PA      | $815253.32      | 0.00%             | 2032-09-15      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany 10 UG                                               | Red & Black Auto Germany 10 UG, Series 10, Class C                                                                            | CUSIP: N/A<br>LEI: 391200NRHS61DTNNBX69       | Long             | ABS-O            | CORP              | DE        |        377231 | PA      | $448161.00      | 0.00%             | 2032-09-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class A                                                          | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |       2705138 | PA      | $3665909.37     | 0.01%             | 2065-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class B                                                          | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |       2053000 | PA      | $2811757.18     | 0.01%             | 2065-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class D                                                          | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |        278000 | PA      | $388697.05      | 0.00%             | 2065-04-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2023-1ST2X, Class C                                                          | CUSIP: N/A<br>LEI: 635400JKBWLFDKJDAA39       | Long             | ABS-MBS          | CORP              | GB        |        438000 | PA      | $608050.98      | 0.00%             | 2065-04-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CAVDXE7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2500 | NC      | $-8150.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Carrier Global Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2200 | NC      | $16500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CAVBYD2<br>LEI: N/A                  | N/A              | DE               |  | US        |          1617 | NC      | $52552.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Apple, Inc.                                                                                                                   | CUSIP: 00CAV9770<br>LEI: N/A                  | N/A              | DE               |  | US        |           551 | NC      | $65569.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PAVKCP5<br>LEI: N/A                  | N/A              | DE               |  | US        |          2500 | NC      | $18769.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Walt Disney Co. (The)                                                                                                         | CUSIP: 00CAVM5X6<br>LEI: N/A                  | N/A              | DE               |  | US        |           450 | NC      | $204750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00PAVKCN0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -27501 | NC      | $-81142.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Walt Disney Co. (The)                                                                                                         | CUSIP: 00PAVSV10<br>LEI: N/A                  | N/A              | DE               |  | US        |          -450 | NC      | $-1125.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Boeing Co. (The)                                                                                                              | CUSIP: 00PAVGMJ7<br>LEI: N/A                  | N/A              | DE               |  | US        |          -220 | NC      | $-3520.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Palo Alto Networks, Inc.                                                                                                      | CUSIP: 00CBPS5H3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1120 | NC      | $-6160.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           518 | NC      | $3367.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -518 | NC      | $-11914.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00CAVDXA5<br>LEI: N/A                  | N/A              | DE               |  | US        |          2500 | NC      | $517819.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PAVKK27<br>LEI: N/A                  | N/A              | DE               |  | US        |          -750 | NC      | $-9878.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: 00CAVDSY9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11923 | NC      | $-54027.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Carrier Global Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -2200 | NC      | $-60500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | iShares Russell 2000 ETF                                                                                                      | CUSIP: 00PAVKK68<br>LEI: N/A                  | N/A              | DE               |  | US        |           750 | NC      | $212894.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                 | CUSIP: 00CAVDPH9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -39673 | NC      | $-305304.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Paramount Skydance Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -1618 | NC      | $-2427.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Palo Alto Networks, Inc.                                                                                                      | CUSIP: 00CBPS419<br>LEI: N/A                  | N/A              | DE               |  | US        |          1120 | NC      | $18480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Sabre Corp.                                                                                                                   | CUSIP: 00CAVKQT6<br>LEI: N/A                  | N/A              | DE               |  | US        |          1637 | NC      | $12277.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Tesla, Inc.                                                                                                                   | CUSIP: 00PAVQ398<br>LEI: N/A                  | N/A              | DE               |  | US        |          -100 | NC      | $-9850.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Oracle Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           691 | NC      | $3800.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Financial Services NV                                             | Volkswagen Financial Services NV                                                                                              | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4866477.30     | 0.01%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                           | Autonoria Spain FT, Series 2023-SP, Class D                                                                                   | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        340210 | PA      | $408664.18      | 0.00%             | 2041-09-30      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Autonoria Spain FT                                                           | Autonoria Spain FT, Series 2023-SP, Class B                                                                                   | CUSIP: N/A<br>LEI: 959800XCSR4Q127ENL67       | Long             | ABS-O            | CORP              | ES        |        283508 | PA      | $334348.02      | 0.00%             | 2041-09-30      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                | Banco BPM SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      49840000 | PA      | $59240955.90    | 0.13%             | 2026-09-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Freeport-McMoRan, Inc.                                                                                                        | CUSIP: 00CAWUAS2<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1617 | NC      | $-9702.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Sabre Corp.                                                                                                                   | CUSIP: 00CAWXPF8<br>LEI: N/A                  | N/A              | DE               |  | US        |          4503 | NC      | $45030.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-2, Class D                                                                                           | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       1337000 | PA      | $1838608.37     | 0.00%             | 2059-09-27      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-2, Class B                                                                                           | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       2321000 | PA      | $3167605.49     | 0.01%             | 2059-09-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2023-2, Class C                                                                                           | CUSIP: N/A<br>LEI: 6354009LRHDVGD1A8T64       | Long             | ABS-MBS          | CORP              | GB        |       2150000 | PA      | $2950498.71     | 0.01%             | 2059-09-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sunrise SPV 50 SRL                                                           | Sunrise SPV 50 SRL, Series 2023-2, Class A1                                                                                   | CUSIP: N/A<br>LEI: 815600889DEEA162CF57       | Long             | ABS-O            | CORP              | IT        |       1179130 | PA      | $1388867.57     | 0.00%             | 2048-07-27      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                     | Bayer AG                                                                                                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $3615506.05     | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cars Alliance Auto Leases France V                                           | Cars Alliance Auto Leases France V, Series 2023-1FRV, Class B                                                                 | CUSIP: N/A<br>LEI: 969500DTYOZRZOZB2H88       | Long             | ABS-O            | CORP              | FR        |       4000000 | PA      | $4718625.43     | 0.01%             | 2038-10-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Citizen Irish Auto Receivables Trust DAC                                     | Citizen Irish Auto Receivables Trust, Series 2023-1, Class B                                                                  | CUSIP: N/A<br>LEI: 635400MYX7WSO6NKWI32       | Long             | ABS-O            | CORP              | IE        |       1000000 | PA      | $1179189.80     | 0.00%             | 2032-12-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2023-2, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1697383 | PA      | $2063151.23     | 0.00%             | 2043-09-22      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2023-2, Class B                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1649235 | PA      | $1975928.72     | 0.00%             | 2043-09-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2023-2, Class C                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2016747 | PA      | $2428297.60     | 0.01%             | 2043-09-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 2, Class B                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        527699 | PA      | $625115.66      | 0.00%             | 2034-07-28      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 2, Class A1                                                                                | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1066818 | PA      | $1259209.39     | 0.00%             | 2034-07-28      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 2, Class C                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        574844 | PA      | $686749.59      | 0.00%             | 2034-07-28      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 2, Class D                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        201650 | PA      | $242613.22      | 0.00%             | 2034-07-28      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding VIII Ltd.                                                 | Alpha Star Holding VIII Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |       7000000 | PA      | $7216510.00     | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                   | Aurorus BV, Series 2023-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |       2865665 | PA      | $3378220.35     | 0.01%             | 2049-08-13      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                   | Aurorus BV, Series 2023-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |        568668 | PA      | $673680.49      | 0.00%             | 2049-08-13      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Aurorus BV                                                                   | Aurorus BV, Series 2023-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 724500Q9IUHAPFT3D811       | Long             | ABS-O            | CORP              | NL        |        825406 | PA      | $980681.35      | 0.00%             | 2049-08-13      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables No. 1 DAC                                   | Finance Ireland Auto Receivables No. 1 DAC, Series 1, Class C                                                                 | CUSIP: N/A<br>LEI: 635400BLNU2XY7TLEN04       | Long             | ABS-O            | CORP              | IE        |        277713 | PA      | $328852.62      | 0.00%             | 2033-09-12      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                             | Iccrea Banca SpA                                                                                                              | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      33040000 | PA      | $39919104.78    | 0.09%             | 2027-11-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 2 DAC                                                      | Toro European CLO 2 DAC, Series 2A, Class CRR                                                                                 | CUSIP: N/A<br>LEI: 213800UUXX2DYH3TCG21       | Long             | ABS-CBDO         | CORP              | IE        |        320000 | PA      | $376702.40      | 0.00%             | 2034-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    7309240000 | PA      | $22643606.76    | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dryden 46 Euro CLO DAC                                                       | Dryden 46 Euro CLO DAC, Series 2016-46A, Class CRR                                                                            | CUSIP: N/A<br>LEI: 635400UFQKWHKYRULP20       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $294702.00      | 0.00%             | 2034-04-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2023-1X, Class B                                                                     | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       4377000 | PA      | $5979255.14     | 0.01%             | 2031-11-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2023-1X, Class C                                                                     | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       5555000 | PA      | $7620577.12     | 0.02%             | 2031-11-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                         | Carlyle Euro CLO DAC, Series 2021-2A, Class B                                                                                 | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $294840.09      | 0.00%             | 2035-10-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-2, Class D                                                                                      | CUSIP: N/A<br>LEI: 2138006QP9OIWZ8XHY17       | Long             | ABS-MBS          | CORP              | GB        |        890000 | PA      | $1227241.64     | 0.00%             | 2056-05-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Twin Bridges plc                                                             | Twin Bridges plc, Series 2023-2, Class B                                                                                      | CUSIP: N/A<br>LEI: 2138006QP9OIWZ8XHY17       | Long             | ABS-MBS          | CORP              | GB        |        891000 | PA      | $1213693.05     | 0.00%             | 2056-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank SA                                                             | Deutsche Bank SA                                                                                                              | CUSIP: N/A<br>LEI: 529900SICIK5OVMVY186       | Long             | DBT              | CORP              | ES        |      39400000 | PA      | $46861484.40    | 0.10%             | 2026-11-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                    | Kering SA                                                                                                                     | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $25679063.57    | 0.06%             | 2026-11-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                            | SC Germany SA Compartment Leasing, Series 2023-1, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        494019 | PA      | $586714.84      | 0.00%             | 2032-12-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Leasing                                            | SC Germany SA Compartment Leasing, Series 2023-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        543420 | PA      | $642404.57      | 0.00%             | 2032-12-14      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                               | Abu Dhabi Commercial Bank PJSC                                                                                                | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | DBT              | CORP              | AE        |        557000 | PA      | $592224.68      | 0.00%             | 2028-11-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2023-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        832000 | PA      | $1133882.42     | 0.00%             | 2056-12-22      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2023-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1036160.07     | 0.00%             | 2056-12-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL plc                                                             | Mortimer BTL plc, Series 2023-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 213800KSBQOFMOAKV375       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1042185.63     | 0.00%             | 2056-12-22      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                     | Iliad SA                                                                                                                      | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      13600000 | PA      | $16813146.48    | 0.04%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                 | Gemgarto plc, Series 2023-1, Class E                                                                                          | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |        873000 | PA      | $1191979.39     | 0.00%             | 2073-12-16      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                            | Cairn CLO XVI DAC, Series 2023-16A, Class D                                                                                   | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |        939000 | PA      | $1104434.67     | 0.00%             | 2037-01-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                 | Gemgarto plc, Series 2023-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |       1294000 | PA      | $1752930.16     | 0.00%             | 2073-12-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Gemgarto plc                                                                 | Gemgarto plc, Series 2023-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 635400VBSEGPUXLYKP64       | Long             | ABS-MBS          | CORP              | GB        |       1236000 | PA      | $1670857.81     | 0.00%             | 2073-12-16      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVI DAC                                                            | Cairn CLO XVI DAC, Series 2023-16A, Class C                                                                                   | CUSIP: N/A<br>LEI: 635400R6LXK7VH6CDK32       | Long             | ABS-CBDO         | CORP              | IE        |       1520000 | PA      | $1787727.86     | 0.00%             | 2037-01-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| 10x Future Technologies Services Ltd.                                        | 10x Future Technologies Services Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |       4816121 | PA      | $5047445.08     | 0.01%             | 2026-06-19      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                   | Jupiter Mortgage No. 1 plc, Series 1X, Class BR                                                                               | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |      29187000 | PA      | $39612270.94    | 0.09%             | 2055-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                   | Jupiter Mortgage No. 1 plc, Series 1X, Class DR                                                                               | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |       6280000 | PA      | $8529951.93     | 0.02%             | 2055-07-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgage No. 1 plc                                                   | Jupiter Mortgage No. 1 plc, Series 1X, Class CR                                                                               | CUSIP: N/A<br>LEI: 6354009QIELPOGEAFS09       | Long             | ABS-MBS          | CORP              | GB        |       9209000 | PA      | $12507662.07    | 0.03%             | 2055-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class D                                                          | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |       1039000 | PA      | $1424148.23     | 0.00%             | 2055-08-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class C                                                          | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |        817000 | PA      | $1108952.14     | 0.00%             | 2055-08-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2024-2ND1X, Class B                                                          | CUSIP: N/A<br>LEI: 635400IODF9CE3RX8L03       | Long             | ABS-MBS          | CORP              | GB        |       2576000 | PA      | $3501320.01     | 0.01%             | 2055-08-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class C                                                                         | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |       2589111 | PA      | $3077081.83     | 0.01%             | 2034-02-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2024-1, Class B                                                                         | CUSIP: N/A<br>LEI: 635400N6ZVLRSMHBQG89       | Long             | ABS-O            | CORP              | IE        |       3804408 | PA      | $4486991.21     | 0.01%             | 2034-02-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                                      | Hill FL, Series 2024-1FL, Class D                                                                                             | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        136524 | PA      | $161054.61      | 0.00%             | 2032-02-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                                      | Hill FL, Series 2024-1FL, Class C                                                                                             | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        614358 | PA      | $725102.43      | 0.00%             | 2032-02-18      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Hill FL                                                                      | Hill FL, Series 2024-1FL, Class B                                                                                             | CUSIP: N/A<br>LEI: 7245006MK9ZZTYTYIQ03       | Long             | ABS-O            | CORP              | NL        |        546088 | PA      | $641941.02      | 0.00%             | 2032-02-18      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       6309000 | PA      | $7588462.50     | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                    | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class B                                                                              | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |        518000 | PA      | $605977.68      | 0.00%             | 2062-05-20      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| PMF plc                                                                      | PMF plc, Series 2024-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 635400CIMKRXMLBEGI82       | Long             | ABS-MBS          | CORP              | GB        |       1502059 | PA      | $2029571.19     | 0.00%             | 2060-07-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Dilosk Rmbs No. 8 Sts DAC                                                    | Dilosk Rmbs No. 8 Sts DAC, Series 8-STS, Class A                                                                              | CUSIP: N/A<br>LEI: 635400TGDQ2OBCBXQK26       | Long             | ABS-MBS          | CORP              | IE        |       1518960 | PA      | $1786397.74     | 0.00%             | 2062-05-20      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Elstree Funding No. 4 plc                                                    | Elstree Funding No. 4 plc, Series 4, Class A                                                                                  | CUSIP: N/A<br>LEI: 635400JAGLODYUGMIF69       | Long             | ABS-MBS          | CORP              | GB        |       1044503 | PA      | $1413468.19     | 0.00%             | 2055-10-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus V DAC                                                        | LT Autorahoitus V DAC, Series 5, Class B                                                                                      | CUSIP: N/A<br>LEI: 635400FHUEZVXRTDBK19       | Long             | ABS-O            | CORP              | IE        |       1800000 | PA      | $2112597.34     | 0.00%             | 2035-05-18      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                   | Kronos International, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |       6916000 | PA      | $7545230.34     | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd.                                                                | DBS Bank Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      21840000 | PA      | $25822419.50    | 0.06%             | 2026-08-19      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                          | Ardonagh Finco Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      14690000 | PA      | $17793206.04    | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |       1671000 | PA      | $2257055.44     | 0.01%             | 2061-02-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |        566000 | PA      | $769126.37      | 0.00%             | 2061-02-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2024-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 635400SJNGQKQ4OKRU39       | Long             | ABS-MBS          | CORP              | GB        |        356000 | PA      | $490313.62      | 0.00%             | 2061-02-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TSB Bank plc                                                                 | TSB Bank plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      11130000 | PA      | $13326761.26    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Compartment BL Consumer Credit                                               | Compartment BL Consumer Credit, Series 2024-1, Class B                                                                        | CUSIP: N/A<br>LEI: 549300BCEKCIKD7MN312       | Long             | ABS-O            | CORP              | LU        |       1236000 | PA      | $1449226.67     | 0.00%             | 2041-09-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                                       | Booking Holdings, Inc.                                                                                                        | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      10390000 | PA      | $11296262.84    | 0.03%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                   | RRE 18 Loan Management DAC, Series 18X, Class A1                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5750000 | PA      | $6758700.12     | 0.01%             | 2039-04-15      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                                                   | RRE 18 Loan Management DAC, Series 18A, Class SUB                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5394755.60     | 0.01%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                           | Aston Martin Capital Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      14696000 | PA      | $18032339.21    | 0.04%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                           | Pinewood Finco plc                                                                                                            | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      14421000 | PA      | $19548176.58    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                | Stratton Mortgage Funding plc, Series 2024-2X, Class C                                                                        | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |       2576000 | PA      | $3469148.97     | 0.01%             | 2050-06-28      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                | Stratton Mortgage Funding plc, Series 2024-2X, Class B                                                                        | CUSIP: N/A<br>LEI: 635400BEV82LZKPTAB28       | Long             | ABS-MBS          | CORP              | GB        |       1121000 | PA      | $1511363.23     | 0.00%             | 2050-06-28      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                               | Newday Funding, Series 2024-1X, Class A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       1910000 | PA      | $2588036.70     | 0.01%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                  | Progroup AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |       7794000 | PA      | $9362918.59     | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                               | Newday Funding, Series 2024-1X, Class B                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3309000 | PA      | $4486406.17     | 0.01%             | 2032-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NewDay Funding                                                               | Newday Funding, Series 2024-1X, Class C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       3128000 | PA      | $4276462.68     | 0.01%             | 2032-03-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Avoca CLO Xxx DAC                                                            | Avoca CLO Xxx DAC, Series 30A, Class SUB                                                                                      | CUSIP: N/A<br>LEI: 5493000B1ML5TE0RID68       | Long             | ABS-CBDO         | CORP              | IE        |       4550000 | PA      | $4207145.49     | 0.01%             | 2037-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIV DAC                                              | CVC Cordatus Loan Fund XXIV DAC, Series 24A, Class ER                                                                         | CUSIP: N/A<br>LEI: 635400IRY8SRLOFLY839       | Long             | ABS-CBDO         | CORP              | IE        |       1350000 | PA      | $1599502.66     | 0.00%             | 2034-10-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |       4500000 | PA      | $5317130.35     | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                 | East One plc, Series 2024-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       1015634 | PA      | $1376710.68     | 0.00%             | 2055-12-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                                       | Cumulus Static CLO DAC, Series 2024-1A, Class D                                                                               | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |        974000 | PA      | $1147014.33     | 0.00%             | 2033-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                 | East One plc, Series 2024-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       1969000 | PA      | $2666598.51     | 0.01%             | 2055-12-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                 | East One plc, Series 2024-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800PCKNACOVV1MZ66       | Long             | ABS-MBS          | CORP              | GB        |       2438000 | PA      | $3307751.80     | 0.01%             | 2055-12-27      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                       | London Cards No. 2 plc, Series 2, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1383000 | PA      | $1876682.71     | 0.00%             | 2034-03-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                       | London Cards No. 2 plc, Series 2, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1784000 | PA      | $2438115.82     | 0.01%             | 2034-03-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                       | London Cards No. 2 plc, Series 2, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       1708000 | PA      | $2331183.24     | 0.01%             | 2034-03-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| London Cards No. 2 plc                                                       | London Cards No. 2 plc, Series 2, Class E                                                                                     | CUSIP: N/A<br>LEI: 635400SWIULSFYESTP47       | Long             | ABS-O            | CORP              | GB        |       2066000 | PA      | $2850949.54     | 0.01%             | 2034-03-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-2X, Class B                                                                             | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |       1489000 | PA      | $2012073.14     | 0.00%             | 2066-05-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-2X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400KGPH6QBBQEL802       | Long             | ABS-MBS          | CORP              | GB        |        676000 | PA      | $912953.70      | 0.00%             | 2066-05-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                          | Boels Topholding BV                                                                                                           | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       7780000 | PA      | $9453851.78     | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                              | Youni Italy SRL, Series 2024-1, Class A                                                                                       | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |       5799022 | PA      | $6831257.98     | 0.02%             | 2034-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                              | Youni Italy SRL, Series 2024-1, Class B                                                                                       | CUSIP: N/A<br>LEI: 8156008D82FF6A71F833       | Long             | ABS-O            | CORP              | IT        |       1001459 | PA      | $1185307.73     | 0.00%             | 2034-04-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2024-1ST1X, Class A                                                          | CUSIP: N/A<br>LEI: 635400TPBBDP9FM5EY24       | Long             | ABS-MBS          | CORP              | GB        |       8490725 | PA      | $11481033.35    | 0.03%             | 2064-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2024-1, Class C                                                                                             | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |       3161000 | PA      | $4240873.69     | 0.01%             | 2031-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Henley CLO X DAC                                                             | Henley CLO X DAC, Series 10A, Class SUB                                                                                       | CUSIP: N/A<br>LEI: 635400SUYBCVULAPDB42       | Long             | ABS-CBDO         | CORP              | IE        |       4000000 | PA      | $3924697.92     | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2024-1, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1785302 | PA      | $2100073.28     | 0.00%             | 2038-01-14      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2024-1, Class E                                                                                             | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |        549000 | PA      | $736644.86      | 0.00%             | 2031-01-17      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2024-1, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      10523883 | PA      | $12366133.56    | 0.03%             | 2038-01-14      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Satus plc                                                                    | Satus plc, Series 2024-1, Class D                                                                                             | CUSIP: N/A<br>LEI: 213800P7IESQH1HBW693       | Long             | ABS-O            | CORP              | GB        |        568000 | PA      | $754934.31      | 0.00%             | 2031-01-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                             | Multiversity SpA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |       6409000 | PA      | $7615992.98     | 0.02%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                          | Hops Hill No. 4 plc, Series 4, Class A                                                                                        | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       1948186 | PA      | $2633698.90     | 0.01%             | 2056-04-21      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Auburn 15 plc                                                                | Auburn 15 plc, Series 15, Class A2                                                                                            | CUSIP: N/A<br>LEI: 635400AVCSC2I7SWKL40       | Long             | ABS-MBS          | CORP              | GB        |       2398350 | PA      | $3240510.63     | 0.01%             | 2045-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                          | Hops Hill No. 4 plc, Series 4, Class B                                                                                        | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |        980000 | PA      | $1327319.87     | 0.00%             | 2056-04-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                          | Hops Hill No. 4 plc, Series 4, Class C                                                                                        | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       2900000 | PA      | $3927130.47     | 0.01%             | 2056-04-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                             | Molossus Btl plc, Series 2024-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 635400TPGD2VZXFZMM69       | Long             | ABS-MBS          | CORP              | GB        |       2155316 | PA      | $2908744.74     | 0.01%             | 2061-04-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Hops Hill No. 4 plc                                                          | Hops Hill No. 4 plc, Series 4, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354008RKIF9MECMNJ80       | Long             | ABS-MBS          | CORP              | GB        |       1795000 | PA      | $2415919.13     | 0.01%             | 2056-04-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                              | Fiber Midco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |       2476000 | PA      | $2231471.39     | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                                | Fedrigoni SpA                                                                                                                 | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       4745000 | PA      | $5434369.97     | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                        | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       2714000 | PA      | $3208975.18     | 0.01%             | 2031-06-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                        | Lottomatica Group SpA                                                                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |       3691000 | PA      | $4483849.96     | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                                                    | CUSIP: 902973BD7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       8591000 | PA      | $10118146.63    | 0.02%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance SA-Compartment                                       | TREVA Equipment Finance SA-Compartment, Series 2024-1, Class B                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1332033 | PA      | $1565761.52     | 0.00%             | 2035-01-20      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2024-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       1601381 | PA      | $2168499.98     | 0.00%             | 2061-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                               | Arbour CLO DAC                                                                                                                | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-O            | CORP              | IE        |       1200000 | PA      | $1420477.64     | 0.00%             | 2038-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2024-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        152544 | PA      | $180179.95      | 0.00%             | 2041-09-16      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                               | Arbour CLO DAC, Series 11A, Class B1R                                                                                         | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2357120.90     | 0.01%             | 2038-05-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                     | Unipol Assicurazioni SpA                                                                                                      | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       3500000 | PA      | $4309744.45     | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                         | OI European Group BV                                                                                                          | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       2255000 | PA      | $2734011.32     | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbour CLO DAC                                                               | Arbour CLO DAC, Series 11A, Class CR                                                                                          | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2363241.41     | 0.01%             | 2038-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PCL Funding IX plc                                                           | PCL Funding IX plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 213800OC928ETRJNHM43       | Long             | ABS-O            | CORP              | GB        |        150000 | PA      | $203098.52      | 0.00%             | 2029-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                                | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X                                                                 | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |      12433000 | PA      | $17143431.45    | 0.04%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | U.S. Treasury Ultra Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          3457 | NC      | $-7331513.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                              | Texas Debt Capital Euro CLO DAC, Series 2024-1X, Class D                                                                      | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       1243000 | PA      | $1461299.48     | 0.00%             | 2038-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                              | Texas Debt Capital Euro CLO DAC, Series 2024-1A, Class C                                                                      | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       1500000 | PA      | $1763537.55     | 0.00%             | 2038-07-16      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                                              | Texas Debt Capital Euro CLO DAC, Series 2024-1A, Class B                                                                      | CUSIP: N/A<br>LEI: 6354005CUY8PX5XJT459       | Long             | ABS-CBDO         | CORP              | IE        |       2000000 | PA      | $2351033.43     | 0.01%             | 2038-07-16      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan                                                                                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       7250000 | PA      | $8705343.94     | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10300000 | PA      | $12322534.31    | 0.03%             | 2029-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV                                                                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       7579826 | PA      | $7655623.76     | 0.02%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2024-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |       5339053 | PA      | $6281821.42     | 0.01%             | 2041-09-16      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance SRL                                                | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                              | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |       8612000 | PA      | $10138857.70    | 0.02%             | 2062-04-28      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        292918 | PA      | $343734.59      | 0.00%             | 2041-09-16      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Mila BV                                                                      | Mila BV, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 7245000GAIRCK7Y7VJ68       | Long             | ABS-O            | CORP              | NL        |        217457 | PA      | $256515.18      | 0.00%             | 2041-09-16      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2024-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |        364631 | PA      | $501528.05      | 0.00%             | 2061-09-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2024-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400BMBKLDPBSN2U43       | Long             | ABS-MBS          | CORP              | GB        |       1102885 | PA      | $1499426.14     | 0.00%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vistra Corp.                                                                                                                  | CUSIP: 00PBCBDY4<br>LEI: N/A                  | N/A              | DE               |  | US        |          -643 | NC      | $-100951.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RRE 19 Loan Management DAC                                                   | RRE 19 Loan Management DAC, Series 19X, Class A1                                                                              | CUSIP: N/A<br>LEI: 254900RQVMUR7JSWUL38       | Long             | ABS-CBDO         | CORP              | IE        |       2865000 | PA      | $3381846.07     | 0.01%             | 2037-07-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                | Stratton Mortgage Funding plc, Series 2024-3, Class A                                                                         | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |       6178134 | PA      | $8383937.42     | 0.02%             | 2049-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        454000 | PA      | $616794.68      | 0.00%             | 2094-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        967000 | PA      | $1312631.03     | 0.00%             | 2094-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2024-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |        196000 | PA      | $267591.30      | 0.00%             | 2094-03-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding plc                                                           | Exmoor Funding plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400TJWGCUUIZAGH30       | Long             | ABS-MBS          | CORP              | GB        |       7482260 | PA      | $10109917.69    | 0.02%             | 2094-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                | Stratton Mortgage Funding plc, Series 2024-3, Class C                                                                         | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |        933000 | PA      | $1258178.13     | 0.00%             | 2049-06-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding plc                                                | Stratton Mortgage Funding plc, Series 2024-3, Class B                                                                         | CUSIP: N/A<br>LEI: 635400HN3D5CAXKQB937       | Long             | ABS-MBS          | CORP              | GB        |      11150000 | PA      | $15031836.83    | 0.03%             | 2049-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                        | Harvest CLO XXXII DAC, Series 32A, Class D                                                                                    | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |       2105000 | PA      | $2483863.11     | 0.01%             | 2037-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXXII DAC                                                        | Harvest CLO XXXII DAC, Series 32A, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400AU6OVIWCGACH33       | Long             | ABS-CBDO         | CORP              | IE        |       2222000 | PA      | $2616772.90     | 0.01%             | 2037-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                                | Penta CLO DAC, Series 2024-17X, Class D                                                                                       | CUSIP: N/A<br>LEI: 254900P6EQ7DE06DX267       | Long             | ABS-CBDO         | CORP              | IE        |       1640000 | PA      | $1939882.04     | 0.00%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       4467551 | PA      | $5271550.04     | 0.01%             | 2036-12-29      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      10321829 | PA      | $12145667.28    | 0.03%             | 2036-12-29      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                      | MGM China Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |        370000 | PA      | $391275.00      | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        944976 | PA      | $1124045.82     | 0.00%             | 2036-12-29      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Auto ABS Italian Stella Loans SRL                                            | Auto ABS Italian Stella Loans SRL, Series 2024-1, Class C                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1025750 | PA      | $1213724.38     | 0.00%             | 2036-12-29      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                   | Quarzo SRL, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |        563780 | PA      | $669168.73      | 0.00%             | 2041-06-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                   | Quarzo SRL, Series 2024-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |        643372 | PA      | $765139.65      | 0.00%             | 2041-06-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Quarzo SRL                                                                   | Quarzo SRL, Series 2024-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 815600702F68B2ED0B22       | Long             | ABS-O            | CORP              | IT        |       3639363 | PA      | $4304600.59     | 0.01%             | 2041-06-15      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       4901000 | PA      | $6651562.73     | 0.01%             | 2032-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Quarz International, Inc.                                                    | Quarz International, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |      13744284 | PA      | $16176333.10    | 0.04%             | 2041-06-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                 | Brignole Co., Series 2024, Class B                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        968071 | PA      | $1139499.82     | 0.00%             | 2042-02-24      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                 | Brignole Co., Series 2024, Class D                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        394340 | PA      | $468005.20      | 0.00%             | 2042-02-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Brignole Co.                                                                 | Brignole Co., Series 2024, Class C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        346574 | PA      | $410110.30      | 0.00%             | 2042-02-24      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                           | PrestigeBidCo GmbH                                                                                                            | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |       6078000 | PA      | $7201249.80     | 0.02%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series gtmn                                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      13000000 | PA      | $13371560.80    | 0.03%             | 2031-06-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                          | Q-Park Holding I BV                                                                                                           | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |       6830000 | PA      | $8287232.35     | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2024-2X, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       1949000 | PA      | $2633614.72     | 0.01%             | 2032-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                                               | Palmer Square European CLO DAC, Series 2024-2X, Class A                                                                       | CUSIP: N/A<br>LEI: 2549001Y8MR5PODEEG55       | Long             | ABS-CBDO         | CORP              | IE        |       5200000 | PA      | $6134978.16     | 0.01%             | 2037-10-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                | RCI Banque SA                                                                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6564538.92     | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1470400000 | PA      | $25331813.83    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Tikehau CLO XII DAC                                                          | Tikehau CLO XII DAC, Series 12X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400XEDWHMLUXZJY76       | Long             | ABS-CBDO         | CORP              | IE        |       5073000 | PA      | $5983486.34     | 0.01%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                      | Pony SA, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |       1075360 | PA      | $1262731.94     | 0.00%             | 2033-01-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                      | Pony SA, Series 2024-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |        537680 | PA      | $632702.40      | 0.00%             | 2033-01-14      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Pony SA                                                                      | Pony SA, Series 2024-1, Class D                                                                                               | CUSIP: N/A<br>LEI: 2221001FWHVHKUW4NQ77       | Long             | ABS-O            | CORP              | LU        |        358453 | PA      | $423078.42      | 0.00%             | 2033-01-14      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Hermitage plc                                                                | Hermitage plc, Series 2024-1, Class D                                                                                         | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |        497133 | PA      | $674348.41      | 0.00%             | 2033-04-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                        | Mex Bonos Desarr Fix Rt                                                                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       4656188 | PA      | $26107943.61    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                           | Hermitage 2024 plc, Series 2024-1, Class A                                                                                    | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       3827925 | PA      | $5170733.84     | 0.01%             | 2033-04-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                           | Hermitage 2024 plc, Series 2024-1, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       1143406 | PA      | $1542236.18     | 0.00%             | 2033-04-21      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                           | Hermitage 2024 plc, Series 2024-1, Class E                                                                                    | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |        748185 | PA      | $1017342.99     | 0.00%             | 2033-04-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hermitage 2024 plc                                                           | Hermitage 2024 plc, Series 2024-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400OUUMGTAI2EJA52       | Long             | ABS-O            | CORP              | GB        |       1193617 | PA      | $1612948.26     | 0.00%             | 2033-04-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      11958000 | PA      | $14587552.82    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                               | Edenbrook Mortgage Funding plc, Series 2024-1, Class A                                                                        | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       4508370 | PA      | $6086197.44     | 0.01%             | 2057-03-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                               | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                                        | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       4409830 | PA      | $6019407.12     | 0.01%             | 2057-03-22      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding plc                                               | Edenbrook Mortgage Funding plc, Series 2024-1, Class D                                                                        | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       1133219 | PA      | $1558956.17     | 0.00%             | 2057-03-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                              | Amber Finco plc                                                                                                               | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |       1244000 | PA      | $1535189.79     | 0.00%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                                                  | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |       3200000 | PA      | $3799707.41     | 0.01%             | 2037-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                                 | Rossini SARL                                                                                                                  | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       4406448 | PA      | $5270040.65     | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                       | Auto1 Car Funding SARL, Series 2024-1, Class C                                                                                | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $354004.09      | 0.00%             | 2033-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2024-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |       1654000 | PA      | $2233794.42     | 0.00%             | 2031-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2024-1, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400ED9TX8KJO28Q39       | Long             | ABS-O            | CORP              | GB        |        504471 | PA      | $680152.90      | 0.00%             | 2031-09-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                       | Auto1 Car Funding SARL, Series 2024-1, Class A                                                                                | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |       2091845 | PA      | $2463056.59     | 0.01%             | 2033-12-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding SARL                                                       | Auto1 Car Funding SARL, Series 2024-1, Class D                                                                                | CUSIP: N/A<br>LEI: 984500380CAE46K6F380       | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $362782.48      | 0.00%             | 2033-12-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                     | Noria DE, Series 2024-DE1, Class B                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       2576094 | PA      | $3029872.29     | 0.01%             | 2043-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                     | Noria DE, Series 2024-DE1, Class D                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1127041 | PA      | $1325612.84     | 0.00%             | 2043-02-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                     | Noria DE, Series 2024-DE1, Class F                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |        644024 | PA      | $761531.63      | 0.00%             | 2043-02-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                     | Noria DE, Series 2024-DE1, Class C                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1610059 | PA      | $1890425.17     | 0.00%             | 2043-02-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Noria DE                                                                     | Noria DE, Series 2024-DE1, Class E                                                                                            | CUSIP: N/A<br>LEI: 9695003DRUTU793B4N34       | Long             | ABS-O            | CORP              | FR        |       1207544 | PA      | $1434184.01     | 0.00%             | 2043-02-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                      | Republic of Cameroon                                                                                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       7952000 | PA      | $7932120.00     | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                              | Stonegate Pub Co. Financing plc                                                                                               | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |       1825000 | PA      | $2429391.13     | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                        | Sona Fios CLO III DAC, Series 3X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |       2830000 | PA      | $3351835.85     | 0.01%             | 2037-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO III DAC                                                        | Sona Fios CLO III DAC, Series 3X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400CQGC8D7FRXGH67       | Long             | ABS-CBDO         | CORP              | IE        |       6700000 | PA      | $7888434.95     | 0.02%             | 2037-04-20      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXIII DAC                                             | CVC Cordatus Loan Fund XXIII DAC, Series 23A, Class ER                                                                        | CUSIP: N/A<br>LEI: 549300UZHWKVESFC2U21       | Long             | ABS-CBDO         | CORP              | IE        |        470000 | PA      | $554249.32      | 0.00%             | 2036-04-25      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                  | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                                           | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       5216000 | PA      | $7061182.29     | 0.02%             | 2031-08-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                  | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                                           | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       3951000 | PA      | $5361922.94     | 0.01%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                  | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class B                                                           | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |       2918000 | PA      | $3944118.99     | 0.01%             | 2031-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                       | Celestial Dynasty Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900A85ZVOMCLC2410       | Long             | DBT              | CORP              | VG        |       4636000 | PA      | $4602678.75     | 0.01%             | 2028-08-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      31520000 | PA      | $37298857.12    | 0.08%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2024-1, Class A                                                                          | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-MBS          | CORP              | GB        |       7806860 | PA      | $10539252.60    | 0.02%             | 2067-02-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                                                   | CUSIP: N/A<br>LEI: GL16H1DHB0QSHP25F723       | Long             | DBT              | CORP              | US        |      97000000 | PA      | $14127976.72    | 0.03%             | 2029-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FACT SA                                                                      | FACT SA, Series 2024-1, Class B                                                                                               | CUSIP: N/A<br>LEI: 529900S1VYMIDC5XAC48       | Long             | ABS-O            | CORP              | LU        |       2400000 | PA      | $2827957.09     | 0.01%             | 2031-09-22      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2024-1, Class B                                                                          | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-MBS          | CORP              | GB        |       2882996 | PA      | $3898880.58     | 0.01%             | 2067-02-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                       | San Miguel Global Power Holdings Corp.                                                                                        | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |       7000000 | PA      | $7205625.00     | 0.02%             | 2029-06-12      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-3X, Class B                                                                             | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |       2371379 | PA      | $3193290.53     | 0.01%             | 2066-12-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-3X, Class C                                                                             | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |        349908 | PA      | $471482.04      | 0.00%             | 2066-12-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding plc                                                     | Tower Bridge Funding plc, Series 2024-3X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400XMA28GDAPK1E69       | Long             | ABS-MBS          | CORP              | GB        |        362905 | PA      | $490037.15      | 0.00%             | 2066-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 3, Class C                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |        587282 | PA      | $692696.89      | 0.00%             | 2036-07-28      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Arini European CLO III DAC                                                   | Arini European CLO III DAC, Series 3A, Class E                                                                                | CUSIP: N/A<br>LEI: 6354005SWQQLRGJ9FR02       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1075068.79     | 0.00%             | 2037-10-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy SRL                                                   | Red & Black Auto Italy SRL, Series 3, Class B                                                                                 | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       1170864 | PA      | $1380138.67     | 0.00%             | 2036-07-28      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7575000 | PA      | $10627788.37    | 0.02%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       3200000 | PA      | $3914901.23     | 0.01%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       2800000 | PA      | $3379144.25     | 0.01%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       6300000 | PA      | $8703428.11     | 0.02%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class C                                                                         | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       2033611 | PA      | $2399106.09     | 0.01%             | 2034-10-18      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXVIII DAC                                                         | Avoca CLO XXVIII DAC, Series 28A, Class B1R                                                                                   | CUSIP: N/A<br>LEI: 5493008B729CK5OGWZ51       | Long             | ABS-CBDO         | CORP              | IE        |       3400000 | PA      | $4004520.44     | 0.01%             | 2037-10-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class B                                                                         | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       1503104 | PA      | $1772437.91     | 0.00%             | 2034-10-18      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS DAC                                                | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                                         | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |       5128237 | PA      | $6125018.17     | 0.01%             | 2034-10-18      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation SRL                                                | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                                         | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |       3467143 | PA      | $4094433.26     | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                           | UBS Switzerland AG                                                                                                            | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      44030000 | PA      | $51882232.26    | 0.12%             | 2027-09-23      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       3900000 | PA      | $4708485.17     | 0.01%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                            | Bubbles Bidco SpA                                                                                                             | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |       7461000 | PA      | $8995422.05     | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RRE 22 Loan Management DAC                                                   | RRE 22 Loan Management DAC, Series 22A, Class SUB                                                                             | CUSIP: N/A<br>LEI: 25490049HOB468882G14       | Long             | ABS-CBDO         | CORP              | IE        |       4500000 | PA      | $4558600.80     | 0.01%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Providus CLO II DAC                                                          | Providus CLO II DAC, Series 2X, Class DRR                                                                                     | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |       1349000 | PA      | $1586129.70     | 0.00%             | 2038-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbour CLO VI DAC                                                            | Arbour CLO VI DAC, Series 6X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 635400HEJB8VLV1GBH66       | Long             | ABS-CBDO         | CORP              | IE        |       1790000 | PA      | $2110938.44     | 0.00%             | 2037-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                                    | Auto ABS Spanish Loans FT, Series 2024-1, Class A                                                                             | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |       8792873 | PA      | $10358370.52    | 0.02%             | 2038-09-28      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Auto ABS Spanish Loans FT                                                    | Auto ABS Spanish Loans FT, Series 2024-1, Class B                                                                             | CUSIP: N/A<br>LEI: 9598007LTXPL84RD7W58       | Long             | ABS-O            | CORP              | ES        |       3226742 | PA      | $3805548.47     | 0.01%             | 2038-09-28      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO VIII DAC                                                    | Capital Four CLO VIII DAC, Series 8X, Class D                                                                                 | CUSIP: N/A<br>LEI: 2549006Z0XBVN3OW8T93       | Long             | ABS-CBDO         | CORP              | IE        |       2600000 | PA      | $3065954.60     | 0.01%             | 2037-10-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                   | Wintershall Dea Finance BV                                                                                                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      21680000 | PA      | $25458538.30    | 0.06%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                         | Dynamo Newco II GmbH                                                                                                          | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3590980.24     | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                   | Hill FL BV, Series 2024-2FL, Class A                                                                                          | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |       3454749 | PA      | $4056509.10     | 0.01%             | 2032-10-18      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                   | Hill FL BV, Series 2024-2FL, Class D                                                                                          | CUSIP: N/A<br>LEI: 724500H2AN902EY7W191       | Long             | ABS-O            | CORP              | NL        |        450215 | PA      | $522955.73      | 0.00%             | 2032-10-18      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Riyad T1 Sukuk Ltd.                                                          | Riyad T1 Sukuk Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 254900U0H7PYCRKOV841       | Long             | DBT              | CORP              | KY        |      12000000 | PA      | $11853360.00    | 0.03%             | 2029-10-03      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO DAC                                                              | Jubilee CLO DAC, Series 2024-29X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400VFSWKTVSOVPY94       | Long             | ABS-CBDO         | CORP              | IE        |       2230000 | PA      | $2633460.62     | 0.01%             | 2039-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     389440000 | PA      | $8276238.45     | 0.02%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                        | Belron UK Finance plc                                                                                                         | CUSIP: N/A<br>LEI: 9845006BC9D1A77B8178       | Long             | DBT              | CORP              | GB        |       3908000 | PA      | $4719838.75     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | Canadian Government Bond                                                                                                      | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     121270000 | PA      | $87816602.97    | 0.19%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1079430 | PA      | $1283816.68     | 0.00%             | 2042-10-27      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1233634 | PA      | $1459528.05     | 0.00%             | 2042-10-27      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class C                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        539715 | PA      | $640868.14      | 0.00%             | 2042-10-27      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                               | ADLER Group SA                                                                                                                | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       5755512 | NS      | $67.64          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                                                       | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2546787 | PA      | $1860066.66     | 0.00%             | 2041-11-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics DAC                                                        | Thunder Logistics DAC, Series 2024-1X, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       1308453 | PA      | $1536236.55     | 0.00%             | 2036-11-17      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2024-2, Class C                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2300000 | PA      | $2709028.14     | 0.01%             | 2038-05-14      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                           | Development Bank of Kazakhstan JSC                                                                                            | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    5082500000 | PA      | $9407332.87     | 0.02%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2024-2, Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       3000000 | PA      | $3529791.94     | 0.01%             | 2038-05-14      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| SC Germany SA Compartment Consumer                                           | SC Germany SA Compartment Consumer, Series 2024-2, Class D                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       1600000 | PA      | $1882589.55     | 0.00%             | 2038-05-14      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding DAC                                      | Palmer Square European Loan Funding DAC, Series 2024-3X, Class D                                                              | CUSIP: N/A<br>LEI: 254900IYUKLJNYNCCC63       | Long             | ABS-CBDO         | CORP              | IE        |       1320000 | PA      | $1551519.18     | 0.00%             | 2034-05-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2024-1, Class B                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       3281000 | PA      | $4428682.94     | 0.01%             | 2031-08-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2024-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       2490000 | PA      | $3348541.53     | 0.01%             | 2031-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2024-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |        631000 | PA      | $844542.17      | 0.00%             | 2031-08-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2024-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1212000 | PA      | $1626299.96     | 0.00%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                        | California Buyer Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |       6015000 | PA      | $7220948.40     | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL           | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class D                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |        518585 | PA      | $613888.78      | 0.00%             | 2034-03-21      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2024-1, Class F                                                                                            | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |       1476000 | PA      | $1961873.36     | 0.00%             | 2031-08-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL           | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class C                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       1037170 | PA      | $1226111.37     | 0.00%             | 2034-03-21      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Henley CLO XII DAC                                                           | Henley CLO XII DAC, Series 12X, Class D                                                                                       | CUSIP: N/A<br>LEI: 635400SQELBB2FR6QN30       | Long             | ABS-CBDO         | CORP              | IE        |       1320000 | PA      | $1555013.87     | 0.00%             | 2038-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL plc                                                             | Pierpont BTL plc, Series 2024-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 6354004XBFL8EVVJME24       | Long             | ABS-MBS          | CORP              | GB        |        138000 | PA      | $185701.80      | 0.00%             | 2061-09-21      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL           | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class E                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |        432154 | PA      | $512840.10      | 0.00%             | 2034-03-21      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Arini European CLO IV DAC                                                    | Arini European CLO IV DAC, Series 4X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400S1CQWFRKNVAN93       | Long             | ABS-CBDO         | CORP              | IE        |       2480000 | PA      | $2949945.60     | 0.01%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Three SARL           | Asset-Backed European Securitisation Transaction Twenty-Three SARL, Series 23, Class B                                        | CUSIP: N/A<br>LEI: 213800WQKYRCMTF4FR47       | Long             | ABS-O            | CORP              | LU        |       2506494 | PA      | $2962206.99     | 0.01%             | 2034-03-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer plc                                             | Newday Funding Master Issuer plc, Series 2024-3X, Class B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       2090000 | PA      | $2822641.46     | 0.01%             | 2032-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Contego CLO XI DAC                                                           | Contego CLO XI DAC, Series 11X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 6354008HTD4GEZHRKR02       | Long             | ABS-CBDO         | CORP              | IE        |       1330000 | PA      | $1567100.63     | 0.00%             | 2038-11-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                             | Winchester 1 plc, Series 1, Class B                                                                                           | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |       1624000 | PA      | $2191032.20     | 0.00%             | 2056-10-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Winchester 1 plc                                                             | Winchester 1 plc, Series 1, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800AWJGG72JJNBW66       | Long             | ABS-MBS          | CORP              | GB        |        886000 | PA      | $1199562.43     | 0.00%             | 2056-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                  | Golden Ray SA-Compartment 1, Series 1, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        500000 | PA      | $585035.71      | 0.00%             | 2057-12-27      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                  | Golden Ray SA-Compartment 1, Series 1, Class A2                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       2894881 | PA      | $3400362.74     | 0.01%             | 2057-12-27      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA-Compartment 1                                                  | Golden Ray SA-Compartment 1, Series 1, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $350581.43      | 0.00%             | 2057-12-27      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                        | Mortimer 2024-Mix plc, Series 2024-MIX, Class C                                                                               | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |        821000 | PA      | $1110394.21     | 0.00%             | 2067-09-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Mortimer 2024-Mix plc                                                        | Mortimer 2024-Mix plc, Series 2024-MIX, Class D                                                                               | CUSIP: N/A<br>LEI: 213800F12CZ391USLI51       | Long             | ABS-MBS          | CORP              | GB        |        198000 | PA      | $265661.59      | 0.00%             | 2067-09-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                                        | Ahlstrom Holding 3 Oy                                                                                                         | CUSIP: N/A<br>LEI: 743700UEY0YM039XN974       | Long             | DBT              | CORP              | FI        |       3800000 | PA      | $3732479.89     | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                  | Citadel plc, Series 2024-1, Class B                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        929000 | PA      | $1261798.93     | 0.00%             | 2060-04-28      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                  | Citadel plc, Series 2024-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |       1062000 | PA      | $1453163.23     | 0.00%             | 2060-04-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                  | Citadel plc, Series 2024-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        973000 | PA      | $1320834.61     | 0.00%             | 2060-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                  | Citadel plc, Series 2024-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |       6648142 | PA      | $8984043.67     | 0.02%             | 2060-04-28      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Citadel plc                                                                  | Citadel plc, Series 2024-1, Class E                                                                                           | CUSIP: N/A<br>LEI: 213800XKX6NBEB5W9Z43       | Long             | ABS-MBS          | CORP              | GB        |        929000 | PA      | $1270746.23     | 0.00%             | 2060-04-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Avoca Static CLO I DAC                                                       | Avoca Static CLO I DAC, Series 1X, Class DR                                                                                   | CUSIP: N/A<br>LEI: 549300D0MXVAW7ZB0873       | Long             | ABS-CBDO         | CORP              | IE        |        900000 | PA      | $1057665.72     | 0.00%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO I DAC                                                     | Victory Street CLO I DAC, Series 1X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400D4KWYZ4IFHKI82       | Long             | ABS-CBDO         | CORP              | IE        |       1960000 | PA      | $2315490.33     | 0.01%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CBMVQV5<br>LEI: N/A                  | N/A              | DE               |  | US        |            85 | NC      | $239275.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Vistra Corp.                                                                                                                  | CUSIP: 00CBMZUK5<br>LEI: N/A                  | N/A              | DE               |  | US        |           643 | NC      | $3858.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       3400000 | PA      | $4300949.95     | 0.01%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                             | TUI Cruises GmbH                                                                                                              | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |       5800000 | PA      | $6993940.71     | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                                                                             | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |       8572000 | PA      | $10399516.73    | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV                                                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      11024146 | PA      | $11134387.22    | 0.02%             | 2026-05-21      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Italian Stella Loans SRL                                                     | Italian Stella Loans SRL, Series 2024-2, Class D                                                                              | CUSIP: N/A<br>LEI: 81560077D223209D3A80       | Long             | ABS-O            | CORP              | IT        |        389171 | PA      | $464614.41      | 0.00%             | 2039-05-27      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans SRL                                                     | Italian Stella Loans SRL, Series 2024-2, Class C                                                                              | CUSIP: N/A<br>LEI: 81560077D223209D3A80       | Long             | ABS-O            | CORP              | IT        |        908355 | PA      | $1075344.84     | 0.00%             | 2039-05-27      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                                 | Worldline SA                                                                                                                  | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $9231050.93     | 0.02%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2024-2X, Class A                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       5384902 | PA      | $7212043.40     | 0.02%             | 2035-02-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2024-2X, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       3115963 | PA      | $4163642.30     | 0.01%             | 2035-02-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2024-2X, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       3443378 | PA      | $4602739.60     | 0.01%             | 2035-02-17      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2024-2X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       1492499 | PA      | $1994661.03     | 0.00%             | 2035-02-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL             | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class B                                          | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |       2253307 | PA      | $2657522.01     | 0.01%             | 2039-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL             | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class E                                          | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        801892 | PA      | $947928.29      | 0.00%             | 2039-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL             | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class D                                          | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        282099 | PA      | $334047.00      | 0.00%             | 2039-11-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Five SRL             | Asset-Backed European Securitisation Transaction Twenty-Five SRL, Series 25, Class C                                          | CUSIP: N/A<br>LEI: 8156006F7517955B5E95       | Long             | ABS-O            | CORP              | IT        |        585964 | PA      | $693075.95      | 0.00%             | 2039-11-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                          | Citycon Treasury BV                                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |        875000 | PA      | $976848.52      | 0.00%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                         | Agence France Locale                                                                                                          | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      10100000 | PA      | $12715223.29    | 0.03%             | 2031-06-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                          | Contego CLO VII DAC, Series 7X, Class DR                                                                                      | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |       1870000 | PA      | $2195046.84     | 0.00%             | 2038-01-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                                          | Contego CLO VII DAC, Series 7X, Class AR                                                                                      | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |       5570000 | PA      | $6583502.71     | 0.01%             | 2038-01-23      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Midnights SPV SRL                                                            | Midnights SPV SRL                                                                                                             | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |      19305076 | PA      | $22655481.42    | 0.05%             | 2026-08-22      | Floating      | 5.20%                 | No            |                  3 | On Loan: No      |
| Avoca CLO XVIII DAC                                                          | Avoca CLO XVIII DAC, Series 18X, Class BR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       5800000 | PA      | $6843847.24     | 0.02%             | 2038-01-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                                                                    | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |       6353000 | PA      | $7832980.09     | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                          | Avoca CLO XVIII DAC, Series 18A, Class CR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |        250000 | PA      | $293451.55      | 0.00%             | 2038-01-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                                          | Avoca CLO XVIII DAC, Series 18X, Class DR                                                                                     | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       1100000 | PA      | $1293320.86     | 0.00%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        290361 | PA      | $274754.10      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        384569 | PA      | $291712.74      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        452739 | PA      | $433498.00      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        534026 | PA      | $484628.60      | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        266899 | PA      | $241877.22      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Sri Lanka Government Bond                                                                                                     | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |        569539 | PA      | $487667.77      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5999 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -7500 | NC      | $0.00           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                                                | AIB Group plc                                                                                                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       3000000 | PA      | $3610154.46     | 0.01%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                     | Enel SpA                                                                                                                      | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       6675000 | PA      | $7941872.26     | 0.02%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                        | Deutsche Lufthansa AG                                                                                                         | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2683130.85     | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |        605000 | PA      | $716911.49      | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                      | Eni SpA                                                                                                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       4225000 | PA      | $5033491.77     | 0.01%             | 2034-01-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vistra Corp.                                                                                                                  | CUSIP: 00CBRGXF0<br>LEI: N/A                  | N/A              | DE               |  | US        |          -643 | NC      | $-3215.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Oceana Australian Fixed Income Trust                                         | Oceana Australian Fixed Income Trust                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |      23159000 | PA      | $15436612.46    | 0.03%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Republic of Ireland                                                          | Republic of Ireland                                                                                                           | CUSIP: N/A<br>LEI: 549300KXBEJAOJ9OVF93       | Long             | DBT              | NUSS              | IE        |      65274000 | PA      | $68333809.21    | 0.15%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                                               | Elior Group SA                                                                                                                | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |       2791000 | PA      | $3401343.33     | 0.01%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -500 | NC      | $-66250.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | United Airlines Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           500 | NC      | $318750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00PBSXGS9<br>LEI: N/A                  | N/A              | DE               |  | US        |          -700 | NC      | $-110950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           950 | NC      | $1004625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -950 | NC      | $-85975.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | Delta Air Lines, Inc.                                                                                                         | CUSIP: 00CBSR319<br>LEI: N/A                  | N/A              | DE               |  | US        |           700 | NC      | $209300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $4363988.12     | 0.01%             | 2079-12-31      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV                                                                                            | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      18008107 | PA      | $19164227.47    | 0.04%             | 2028-02-03      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |        604000 | PA      | $669766.54      | 0.00%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Jefferies GmbH                                                               | Jefferies GmbH                                                                                                                | CUSIP: N/A<br>LEI: 5493004I3LZM39BWHQ75       | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $13427629.53    | 0.03%             | 2028-02-06      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                             | Jubilee Place BV, Series 7, Class A                                                                                           | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |       4367198 | PA      | $5138274.38     | 0.01%             | 2062-09-18      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                             | Jubilee Place BV, Series 7, Class B                                                                                           | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |       1030000 | PA      | $1208589.48     | 0.00%             | 2062-09-18      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                                                | OVH Groupe SA                                                                                                                 | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | DBT              | CORP              | FR        |       4694000 | PA      | $5509600.77     | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jubilee Place BV                                                             | Jubilee Place BV, Series 7, Class C                                                                                           | CUSIP: N/A<br>LEI: 724500E73QDBSXZ44959       | Long             | ABS-MBS          | CORP              | NL        |        163000 | PA      | $192162.92      | 0.00%             | 2062-09-18      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                                          | Aurium CLO XIII DAC, Series 13X, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |       1020000 | PA      | $1192297.16     | 0.00%             | 2038-04-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       4225000 | PA      | $4943373.03     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc.                                                                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      13000000 | PA      | $13485940.00    | 0.03%             | 2031-12-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       1552000 | PA      | $1916254.98     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-1, Class A                                                                                           | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       6895963 | PA      | $9306559.11     | 0.02%             | 2068-02-26      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-1, Class C                                                                                           | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       1566000 | PA      | $2112983.70     | 0.00%             | 2068-02-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-1, Class B                                                                                           | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |       1631000 | PA      | $2200252.06     | 0.00%             | 2068-02-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-1, Class D                                                                                           | CUSIP: N/A<br>LEI: 635400MKPQQD5URNMC45       | Long             | ABS-MBS          | CORP              | GB        |        529000 | PA      | $713983.98      | 0.00%             | 2068-02-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class A                                                          | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       2894187 | PA      | $3909528.29     | 0.01%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class B                                                          | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       1672000 | PA      | $2256528.77     | 0.01%             | 2056-09-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class D                                                          | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |        429000 | PA      | $579273.86      | 0.00%             | 2056-09-12      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Together Asset-Backed Securitisation plc                                     | Together Asset-Backed Securitisation plc, Series 2025-2ND1X, Class C                                                          | CUSIP: N/A<br>LEI: 635400YLGUIWG9EKBV27       | Long             | ABS-MBS          | CORP              | GB        |       1030000 | PA      | $1389844.92     | 0.00%             | 2056-09-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                               | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class AR                                                                      | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |       7940000 | PA      | $9337489.12     | 0.02%             | 2038-02-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Gabon Government Bond                                                        | Gabon Government Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       9103000 | PA      | $7879829.89     | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                                            | Henley CLO XI DAC, Series 11X, Class D                                                                                        | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |       2150000 | PA      | $2521926.06     | 0.01%             | 2039-04-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                               | Fidelity Grand Harbour CLO DAC, Series 2023-1X, Class DR                                                                      | CUSIP: N/A<br>LEI: 635400GMXFDXRDDHLG52       | Long             | ABS-CBDO         | CORP              | IE        |       1950000 | PA      | $2279877.93     | 0.01%             | 2038-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                        | Saudi Electricity Sukuk Programme Co.                                                                                         | CUSIP: N/A<br>LEI: 549300KZ4IZK3RMUO096       | Long             | DBT              | CORP              | KY        |        356000 | PA      | $364657.92      | 0.00%             | 2030-02-18      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LT Rahoitus DAC                                                              | LT Rahoitus DAC, Series 6, Class B                                                                                            | CUSIP: N/A<br>LEI: 635400OFIJ3A8BN2BV40       | Long             | ABS-O            | CORP              | IE        |        300000 | PA      | $351919.40      | 0.00%             | 2036-07-18      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                               | Goldman Sachs Finance Corp. International Ltd., Series 1MTN                                                                   | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       2900000 | PA      | $2938280.00     | 0.01%             | 2028-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     522441000 | PA      | $10968029.97    | 0.02%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                   | Alpha Star Holding IX Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |       3545000 | PA      | $3623238.15     | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                   | Treasury Corp. of Victoria                                                                                                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      27590000 | PA      | $17941939.26    | 0.04%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                                                     | Arini European CLO V DAC, Series 5X, Class D                                                                                  | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |       1470000 | PA      | $1734362.27     | 0.00%             | 2039-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series MU0C                                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      23000000 | PA      | $2909761.39     | 0.01%             | 2028-03-02      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                     | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class E                                                                  | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      13536852 | PA      | $15879427.91    | 0.04%             | 2033-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       4300000 | PA      | $6013101.43     | 0.01%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                   | NSW Electricity Networks Finance Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | SN               | CORP              | AU        |      20410000 | PA      | $13797681.48    | 0.03%             | 2055-03-11      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                                            | Contego CLO V DAC, Series 5X, Class DR                                                                                        | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |       1470000 | PA      | $1717846.78     | 0.00%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                  | NN Group NV                                                                                                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       2850000 | PA      | $3409982.88     | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                    | Sappi Papier Holding GmbH                                                                                                     | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |       1735000 | PA      | $1979271.35     | 0.00%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayfront Infrastructure Capital Pte. Ltd.                                    | Bayfront Infrastructure Capital Pte. Ltd., Series 2025-1, Class A1                                                            | CUSIP: N/A<br>LEI: 254900OCG10BRFBMON33       | Long             | ABS-CBDO         | CORP              | SG        |       3085407 | PA      | $3089109.60     | 0.01%             | 2045-04-11      | Floating      | 4.99%                 | No            |                  3 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                | Rockford Tower Europe CLO DAC, Series 2025-1X, Class A                                                                        | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |       6840000 | PA      | $8054174.65     | 0.02%             | 2037-10-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Australia 10 Year Bonds                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         -1875 | NC      | $149495.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elstree 1st plc                                                              | Elstree 1st plc, Series 252-1ST, Class C                                                                                      | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |        550000 | PA      | $738822.92      | 0.00%             | 2065-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elstree 1st plc                                                              | Elstree 1st plc, Series 252-1ST, Class B                                                                                      | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |       2074999 | PA      | $2797232.33     | 0.01%             | 2065-10-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                 | Glencore Capital Finance DAC                                                                                                  | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      11799000 | PA      | $13776928.16    | 0.03%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Cross Ocean Bosphorus CLO VIII DAC                                           | Cross Ocean Bosphorus CLO VIII DAC, Series 8A, Class AR                                                                       | CUSIP: N/A<br>LEI: 635400MROFJVI8UCDM56       | Long             | ABS-CBDO         | CORP              | IE        |       2275000 | PA      | $2685034.16     | 0.01%             | 2038-07-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XX DAC                                                             | Cairn CLO XX DAC, Series 2025-20A, Class C                                                                                    | CUSIP: N/A<br>LEI: 635400VNC8GGPJCFVT54       | Long             | ABS-CBDO         | CORP              | IE        |        660000 | PA      | $777954.16      | 0.00%             | 2038-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                                          | Sona Fios CLO V DAC, Series 5A, Class C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       1950000 | PA      | $2299331.44     | 0.01%             | 2038-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                | Nidda Healthcare Holding GmbH                                                                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      12638000 | PA      | $14986263.94    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CRNCL                                                                        | CRNCL                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       4060000 | PA      | $4791711.26     | 0.01%             | 2038-01-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                            | Republic of Kenya                                                                                                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       1360000 | PA      | $1360027.20     | 0.00%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bonos Para La Reconstruccion De Una Argentina Libre                          | Bonos Para La Reconstruccion De Una Argentina Libre                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |       5767070 | PA      | $4817425.61     | 0.01%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hill FL BV                                                                   | Hill FL BV, Series 2025-1FL, Class C                                                                                          | CUSIP: N/A<br>LEI: 72450069R7MTUFTXDC59       | Long             | ABS-O            | CORP              | NL        |       6346000 | PA      | $7460861.99     | 0.02%             | 2032-10-18      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       1875000 | PA      | $2215200.58     | 0.00%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       2688000 | PA      | $3138086.08     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO III DAC                                                  | Signal Harmonic CLO III DAC, Series 3A, Class C                                                                               | CUSIP: N/A<br>LEI: 635400QY5JW9P3LCDV06       | Long             | ABS-CBDO         | CORP              | IE        |       5900000 | PA      | $6967513.58     | 0.02%             | 2038-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                               | Axis Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $14812500.00    | 0.03%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXIII Series Trust                                                 | Sapphire XXXIII Series Trust, Series 2025-2, Class A2                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       2680000 | PA      | $1786620.08     | 0.00%             | 2067-02-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sapphire XXXIII Series Trust                                                 | Sapphire XXXIII Series Trust, Series 2025-2, Class A1L                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      20880000 | PA      | $13919637.02    | 0.03%             | 2067-02-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation Srl                                                | Golden Bar Securitisation Srl, Series 2025-2, Class D                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |        573000 | PA      | $674786.21      | 0.00%             | 2044-12-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Sammaan Capital Ltd.                                                         | Sammaan Capital Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 335800A2A3G53ZQZTQ21       | Long             | DBT              | CORP              | IN        |       6775000 | PA      | $6675492.19     | 0.01%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                         | Carlyle Euro CLO DAC, Series 2013-1A, Class A1R3                                                                              | CUSIP: N/A<br>LEI: 635400OJLSUEGFECDT29       | Long             | ABS-CBDO         | CORP              | IE        |       7430000 | PA      | $8740469.47     | 0.02%             | 2038-10-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Continuum Energy Aura Pte. Ltd.                                              | Continuum Energy Aura Pte. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      17000000 | PA      | $17255000.00    | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3             | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3, Series 3, Class D                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        600000 | PA      | $705378.07      | 0.00%             | 2035-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 3, Class B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        700000 | PA      | $822841.55      | 0.00%             | 2043-10-27      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 3, Class C                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        200000 | PA      | $235097.11      | 0.00%             | 2043-10-27      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 3, Class A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      11400000 | PA      | $13414977.80    | 0.03%             | 2043-10-27      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 3, Class D                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       1200000 | PA      | $1410572.82     | 0.00%             | 2043-10-27      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                              | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 3, Class E                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |        800000 | PA      | $942340.23      | 0.00%             | 2043-10-27      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund V DAC                                                 | CVC Cordatus Loan Fund V DAC, Series 5A, Class BR3                                                                            | CUSIP: N/A<br>LEI: 635400Y6CUJR2Y6EHY69       | Long             | ABS-CBDO         | CORP              | IE        |       3680000 | PA      | $4335231.26     | 0.01%             | 2039-09-21      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fair Oaks Loan Funding VI DAC                                                | Fair Oaks Loan Funding VI DAC, Series 6A, Class A                                                                             | CUSIP: N/A<br>LEI: 635400P4E8VQ2D7S4T27       | Long             | ABS-CBDO         | CORP              | IE        |       9750000 | PA      | $11486894.77    | 0.03%             | 2039-07-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Vertiv Holdings Co.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -650 | NC      | $-60775.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Terminals Finance Pty. Ltd.                                          | Patrick Terminals Finance Pty. Ltd.                                                                                           | CUSIP: N/A<br>LEI: 9845009C9611092B6G88       | Long             | DBT              | CORP              | AU        |      11670000 | PA      | $7482374.38     | 0.02%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salzgitter AG                                                                | Salzgitter AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900E12Z6HXIMHFA15       | Long             | DBT              | CORP              | DE        |       4100000 | PA      | $5249559.64     | 0.01%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                                | Penta CLO DAC, Series 2022-11A, Class DR                                                                                      | CUSIP: N/A<br>LEI: 5493006SWLDNT2XZHH97       | Long             | ABS-CBDO         | CORP              | IE        |       2500000 | PA      | $2943454.10     | 0.01%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO VII DAC                                                      | Armada Euro CLO VII DAC, Series 7A, Class C                                                                                   | CUSIP: N/A<br>LEI: 254900X3N0A6IK91HI28       | Long             | ABS-CBDO         | CORP              | IE        |       3750000 | PA      | $4417034.30     | 0.01%             | 2039-04-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       8706000 | PA      | $10034932.26    | 0.02%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                         | London Cards No3 plc, Series 3X, Class B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       5297000 | PA      | $7142176.05     | 0.02%             | 2035-12-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                         | London Cards No3 plc, Series 3X, Class C                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       5827000 | PA      | $7856766.75     | 0.02%             | 2035-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| London Cards No3 plc                                                         | London Cards No3 plc, Series 3X, Class A                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |       7596000 | PA      | $10249308.18    | 0.02%             | 2035-12-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                               | Northumbrian Water Finance plc                                                                                                | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       5488000 | PA      | $7428500.73     | 0.02%             | 2032-07-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1075 | NC      | $91375.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO XIII DAC                                                         | Contego CLO XIII DAC, Series 13A, Class D                                                                                     | CUSIP: N/A<br>LEI: 635400UNAJUGFI2R9867       | Long             | ABS-CBDO         | CORP              | IE        |       4750000 | PA      | $5592856.98     | 0.01%             | 2037-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO VI DAC                                                       | Armada Euro CLO VI DAC, Series 6A, Class D                                                                                    | CUSIP: N/A<br>LEI: 5493007EGG9FQTGU0L09       | Long             | ABS-CBDO         | CORP              | IE        |        830000 | PA      | $975418.34      | 0.00%             | 2037-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                                        | Public Power Corp. SA                                                                                                         | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |       5051000 | PA      | $6015922.40     | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO DAC                                                         | Carlyle Euro CLO DAC, Series 2021-2A, Class A2A                                                                               | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |       2050000 | PA      | $2412084.97     | 0.01%             | 2035-10-15      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                                 | Mortimer plc, Series 2025-1, Class A                                                                                          | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |      10989000 | PA      | $14805956.87    | 0.03%             | 2070-09-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2025-2X, Class B                                                                                     | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |       7164000 | PA      | $9660393.00     | 0.02%             | 2035-08-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| UK Logistics DAC                                                             | UK Logistics DAC, Series 2025-2X, Class C                                                                                     | CUSIP: N/A<br>LEI: 635400CRV6HKMHJF8S64       | Long             | ABS-MBS          | CORP              | IE        |       2983000 | PA      | $4022434.66     | 0.01%             | 2035-08-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                             | CIFC European Funding CLO II DAC, Series 2X, Class AR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      25520000 | PA      | $30038705.86    | 0.07%             | 2039-10-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                                 | Mortimer plc, Series 2025-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |       1677000 | PA      | $2262257.26     | 0.01%             | 2070-09-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                                 | Mortimer plc, Series 2025-1, Class C                                                                                          | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |        871000 | PA      | $1177634.78     | 0.00%             | 2070-09-22      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Mortimer plc                                                                 | Mortimer plc, Series 2025-1, Class D                                                                                          | CUSIP: N/A<br>LEI: 213800PI5SCJ8WPLJX58       | Long             | ABS-MBS          | CORP              | GB        |        353000 | PA      | $476394.48      | 0.00%             | 2070-09-22      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                         | Meridian Funding plc, Series 2025-1, Class E                                                                                  | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |        405000 | PA      | $543961.54      | 0.00%             | 2068-02-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                         | Meridian Funding plc, Series 2025-1, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |        663000 | PA      | $893883.89      | 0.00%             | 2068-02-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                         | Meridian Funding plc, Series 2025-1, Class B                                                                                  | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |       2140000 | PA      | $2884941.85     | 0.01%             | 2068-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                         | Meridian Funding plc, Series 2025-1, Class A                                                                                  | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |      12024704 | PA      | $16207792.28    | 0.04%             | 2068-02-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Meridian Funding plc                                                         | Meridian Funding plc, Series 2025-1, Class C                                                                                  | CUSIP: N/A<br>LEI: 6354007VNVP2YBYBAX64       | Long             | ABS-MBS          | CORP              | GB        |        754000 | PA      | $1015198.70     | 0.00%             | 2068-02-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                    | Silver Point Euro CLO DAC, Series 1A, Class C                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |       2500000 | PA      | $2952975.78     | 0.01%             | 2039-01-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                             | CIFC European Funding CLO II DAC, Series 2X, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       1360000 | PA      | $1605091.99     | 0.00%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                             | CIFC European Funding CLO II DAC, Series 2A, Class AR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       4750000 | PA      | $5591060.06     | 0.01%             | 2039-10-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                             | CIFC European Funding CLO II DAC, Series 2A, Class DR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       2250000 | PA      | $2655483.07     | 0.01%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                                             | CIFC European Funding CLO II DAC, Series 2A, Class CR                                                                         | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       2500000 | PA      | $2937964.15     | 0.01%             | 2039-10-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      13600000 | PA      | $250704.74      | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                  | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |      14870000 | PA      | $15004759.38    | 0.03%             | 2030-09-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                  | GC Treasury Center Co. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 549300LUFQBC2EQNAR40       | Long             | DBT              | CORP              | TH        |      10670000 | PA      | $10860370.94    | 0.02%             | 2035-03-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                               | Hanwha Life Insurance Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |       7000000 | PA      | $7268800.00     | 0.02%             | 2055-06-24      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                    | Silver Point Euro CLO DAC, Series 1X, Class A                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      10800000 | PA      | $12726953.01    | 0.03%             | 2039-01-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                    | Silver Point Euro CLO DAC, Series 1X, Class D                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |       1187000 | PA      | $1397886.66     | 0.00%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                                                    | Silver Point Euro CLO DAC, Series 1A, Class D                                                                                 | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |       2187000 | PA      | $2569413.24     | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     710173034 | PA      | $18737621.38    | 0.04%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HIVE BV                                                                      | HIVE BV, Series 2025-1, Class A                                                                                               | CUSIP: N/A<br>LEI: 724500W27MWLGM594D53       | Long             | ABS-O            | CORP              | NL        |      10480046 | PA      | $12327751.93    | 0.03%             | 2045-11-21      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Finance Corp. International Ltd.                               | Goldman Sachs Finance Corp. International Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300KQWCT26VXWW684       | Long             | DBT              | CORP              | JE        |       3000000 | PA      | $2933580.00     | 0.01%             | 2028-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                               | HDFC Bank Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |      15000000 | PA      | $14751600.00    | 0.03%             | 2026-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| HIVE BV                                                                      | HIVE BV, Series 2025-1, Class C                                                                                               | CUSIP: N/A<br>LEI: 724500W27MWLGM594D53       | Long             | ABS-O            | CORP              | NL        |       2525925 | PA      | $2970244.85     | 0.01%             | 2045-11-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                              | SC Austria Sarl, Series 2025-1, Class B                                                                                       | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |       4602000 | PA      | $5417734.87     | 0.01%             | 2041-07-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                      | Aroundtown Finance SARL                                                                                                       | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      27060000 | PA      | $30997351.59    | 0.07%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                              | SC Austria Sarl, Series 2025-1, Class C                                                                                       | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |       4903000 | PA      | $5778058.55     | 0.01%             | 2041-07-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| SC Austria SARL                                                              | SC Austria Sarl, Series 2025-1, Class D                                                                                       | CUSIP: N/A<br>LEI: 81560007AFE688B7A894       | Long             | ABS-O            | CORP              | LU        |       4188000 | PA      | $4938441.97     | 0.01%             | 2041-07-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2025-2, Class E                                                                                     | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |        498000 | PA      | $670329.71      | 0.00%             | 2067-07-20      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2025-2, Class B                                                                                     | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |        764000 | PA      | $1029738.03     | 0.00%             | 2067-07-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Atlas Funding plc                                                            | Atlas Funding plc, Series 2025-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800W2FS9Z1VKVEA38       | Long             | ABS-MBS          | CORP              | GB        |        195000 | PA      | $262807.94      | 0.00%             | 2067-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Peak RE Bvi Holding Ltd.                                                     | Peak RE Bvi Holding Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 549300KB2UHI8ALPSD62       | Long             | DBT              | CORP              | VG        |       6380000 | PA      | $6435825.00     | 0.01%             | 2030-11-05      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Energean plc                                                                 | Energean plc                                                                                                                  | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |       1664000 | PA      | $1955521.13     | 0.00%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                                                                        | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |       2440000 | PA      | $2853119.59     | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                | Rockford Tower Europe CLO DAC, Series 2025-3X, Class A                                                                        | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      31392000 | PA      | $36845390.92    | 0.08%             | 2040-01-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                    | Victory Street CLO II DAC, Series 2X, Class A                                                                                 | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |       7940000 | PA      | $9355277.91     | 0.02%             | 2039-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                                                    | Victory Street CLO II DAC, Series 2X, Class D                                                                                 | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |       3970000 | PA      | $4691860.93     | 0.01%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-3X, Class D                                                                                          | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |        377000 | PA      | $508333.67      | 0.00%             | 2069-10-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-3X, Class C                                                                                          | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |        414000 | PA      | $558223.74      | 0.00%             | 2069-10-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Polaris plc                                                                  | Polaris plc, Series 2025-3X, Class B                                                                                          | CUSIP: N/A<br>LEI: 2138004HHDTEKA2ZLF42       | Long             | ABS-MBS          | CORP              | GB        |        828000 | PA      | $1117552.41     | 0.00%             | 2069-10-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl             | Asset-Backed European Securitisation Transaction Twenty-Four Srl, Series 2024-R, Class D                                      | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |       1207000 | PA      | $1422038.10     | 0.00%             | 2040-08-16      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl             | Asset-Backed European Securitisation Transaction Twenty-Four Srl, Series 2024-R, Class C                                      | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |        900000 | PA      | $1060954.58     | 0.00%             | 2040-08-16      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction Twenty-Four Srl             | Asset-Backed European Securitisation Transaction Twenty-Four Srl, Series 2024-R, Class B                                      | CUSIP: N/A<br>LEI: 8156003524A4F7B21C64       | Long             | ABS-O            | CORP              | IT        |       4032000 | PA      | $4753043.34     | 0.01%             | 2040-08-16      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | Eurobank SA                                                                                                                   | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       5425000 | PA      | $6289748.31     | 0.01%             | 2033-11-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                    | Arini European CLO II DAC, Series 2A, Class AR                                                                                | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |       4750000 | PA      | $5596196.81     | 0.01%             | 2038-10-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Arini European CLO II DAC                                                    | Arini European CLO II DAC, Series 2A, Class BR                                                                                | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |       2300000 | PA      | $2697742.47     | 0.01%             | 2038-10-15      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Alinma Sukuk Ltd.                                                            | Alinma Sukuk Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 549300UOBOJVBACQKT03       | Long             | DBT              | CORP              | KY        |      10000000 | PA      | $9999000.00     | 0.02%             | 2035-11-10      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                                                                | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      25180000 | PA      | $29112066.99    | 0.06%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                                                | FR Bondco SAS                                                                                                                 | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |       1460000 | PA      | $1721794.96     | 0.00%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                              | BMS Ireland Capital Funding DAC                                                                                               | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      17130000 | PA      | $19725036.56    | 0.04%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          3000 | NC      | $1348542.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto ABS Italian Stella Loans                                                | Auto ABS Italian Stella Loans, Series 2025-2, Class C                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1479000 | PA      | $1738056.49     | 0.00%             | 2040-06-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: 00CC9W0P7<br>LEI: N/A                  | N/A              | DE               |  | US        |           120 | NC      | $552300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                        | JSW Hydro Energy Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |       4964385 | PA      | $4626186.28     | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2025-1, Class E                                                                                            | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |       1229000 | PA      | $1656655.41     | 0.00%             | 2032-12-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2025-1, Class C                                                                                            | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |       1248000 | PA      | $1682359.36     | 0.00%             | 2032-12-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2025-1, Class F                                                                                            | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |       1970000 | PA      | $2655482.74     | 0.01%             | 2032-12-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Dowson plc                                                                   | Dowson plc, Series 2025-1, Class D                                                                                            | CUSIP: N/A<br>LEI: 635400KCWWV87X81YE49       | Long             | ABS-O            | CORP              | GB        |       1079000 | PA      | $1454500.59     | 0.00%             | 2032-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                             | Molossus Btl plc, Series 2025-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 635400EK2YUIDKJ84N95       | Long             | ABS-MBS          | CORP              | GB        |        164000 | PA      | $221011.19      | 0.00%             | 2063-03-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Molossus Btl plc                                                             | Molossus Btl plc, Series 2025-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 635400EK2YUIDKJ84N95       | Long             | ABS-MBS          | CORP              | GB        |        169000 | PA      | $227751.38      | 0.00%             | 2063-03-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       3475000 | PA      | $4080422.26     | 0.01%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO DAC                                                    | Bain Capital Euro CLO DAC, Series 2024-3A, Class A1                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       4750000 | PA      | $5601444.64     | 0.01%             | 2038-01-18      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -4020 | NC      | $-84988.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -5010 | NC      | $-20.12         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | Invesco QQQ Trust 1                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          4020 | NC      | $2381984.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5010 | NC      | $12541.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                   | NSW Electricity Networks Finance Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       4800000 | PA      | $3209846.72     | 0.01%             | 2055-11-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty. Ltd.                                   | NSW Electricity Networks Finance Pty. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       4840000 | PA      | $3180038.60     | 0.01%             | 2055-11-20      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                  | Medco Laurel Tree Pte. Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |      15120000 | PA      | $15166418.40    | 0.03%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                   | Medco Maple Tree Pte. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900T5AQZNR0THA508       | Long             | DBT              | CORP              | SG        |      15000000 | PA      | $15646950.00    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2025-2X, Class D                                                                         | CUSIP: N/A<br>LEI: 213800WUDDAGMT94UJ09       | Long             | ABS-MBS          | CORP              | GB        |        350000 | PA      | $471665.97      | 0.00%             | 2068-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-2, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |        694000 | PA      | $935352.88      | 0.00%             | 2032-12-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |        822000 | PA      | $1107868.65     | 0.00%             | 2032-12-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-2, Class E                                                                                     | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |       1571000 | PA      | $2117817.92     | 0.00%             | 2032-12-16      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Asimi Funding plc                                                            | Asimi Funding plc, Series 2025-2, Class F                                                                                     | CUSIP: N/A<br>LEI: 213800AXPL92U14G2M23       | Long             | ABS-O            | CORP              | GB        |       1784000 | PA      | $2397723.28     | 0.01%             | 2032-12-16      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| East One plc                                                                 | East One plc, Series 2025-1, Class B                                                                                          | CUSIP: N/A<br>LEI: 213800NEAFVXSQQHPC92       | Long             | ABS-MBS          | CORP              | GB        |        732000 | PA      | $987558.81      | 0.00%             | 2058-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding plc                                                 | Braccan Mortgage Funding plc, Series 2025-2X, Class C                                                                         | CUSIP: N/A<br>LEI: 213800WUDDAGMT94UJ09       | Long             | ABS-MBS          | CORP              | GB        |        648000 | PA      | $873268.09      | 0.00%             | 2068-01-17      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Netflix, Inc.                                                                                                                 | CUSIP: 00CCA3TL7<br>LEI: N/A                  | N/A              | DE               |  | US        |           660 | NC      | $1650.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt Treasury Bills                                                                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |      14900000 | PA      | $255877.04      | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LG Electronics, Inc.                                                         | LG Electronics, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | DBT              | CORP              | KR        |        469000 | PA      | $477554.56      | 0.00%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                       | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |       9000000 | PA      | $8718750.00     | 0.02%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Mongolia                                                            | State of Mongolia                                                                                                             | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |        293000 | PA      | $301240.63      | 0.00%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNB Sukuk Ltd.                                                               | SNB Sukuk Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 549300NDOY781U1WVO54       | Long             | DBT              | CORP              | KY        |      15000000 | PA      | $15281250.00    | 0.03%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Lionsgate Studios Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           693 | NC      | $41580.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepper Prime Trust                                                           | Pepper Prime Trust, Series 2025-1, Class B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |       1250000 | PA      | $831326.24      | 0.00%             | 2067-04-12      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Pepper Prime Trust                                                           | Pepper Prime Trust, Series 2025-1, Class A2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |        770000 | PA      | $512970.52      | 0.00%             | 2067-04-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Pepper Prime Trust                                                           | Pepper Prime Trust, Series 2025-1, Class A1A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      19340000 | PA      | $12891835.54    | 0.03%             | 2067-04-12      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       3917000 | PA      | $4654048.36     | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower Spv Ltd.                                | Vantage Data Centers Jersey Borrower Spv Ltd., Series 2024-1X, Class B                                                        | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |       6666000 | PA      | $8984050.95     | 0.02%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                                             | Elm Park CLO DAC, Series 1X, Class DR3                                                                                        | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |       2573000 | PA      | $3040878.85     | 0.01%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                      | Vivion Investments Sarl                                                                                                       | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2610554.38     | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                              | Youni Italy Srl, Series 2025-2, Class C                                                                                       | CUSIP: N/A<br>LEI: 8156001A7AEEA1E59607       | Long             | ABS-O            | CORP              | IT        |        284000 | PA      | $333797.85      | 0.00%             | 2036-01-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Residential 1 FT                                                   | Santander Residential 1 FT, Series 1, Class B                                                                                 | CUSIP: N/A<br>LEI: 959800E7PWPHWSWPK316       | Long             | ABS-MBS          | CORP              | ES        |        900000 | PA      | $1054913.11     | 0.00%             | 2068-10-18      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Youni Italy SRL                                                              | Youni Italy Srl, Series 2025-2, Class D                                                                                       | CUSIP: N/A<br>LEI: 8156001A7AEEA1E59607       | Long             | ABS-O            | CORP              | IT        |        479000 | PA      | $562986.09      | 0.00%             | 2036-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Residential 1 FT                                                   | Santander Residential 1 FT, Series 1, Class A                                                                                 | CUSIP: N/A<br>LEI: 959800E7PWPHWSWPK316       | Long             | ABS-MBS          | CORP              | ES        |       3400000 | PA      | $3991808.18     | 0.01%             | 2068-10-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7201038.00     | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       1108000 | PA      | $1110770.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |       5018000 | PA      | $5106994.23     | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                                                                         | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      15035000 | PA      | $15320364.30    | 0.03%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                              | Duomo Bidco SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |       8575000 | PA      | $10154499.97    | 0.02%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ReNew Pvt Ltd.                                                               | ReNew Pvt Ltd.                                                                                                                | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      10000000 | PA      | $9935600.00     | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ReNew Wind Energy AP2                                                        | ReNew Wind Energy AP2                                                                                                         | CUSIP: N/A<br>LEI: 335800HUUTPY6YMI3284       | Long             | DBT              | CORP              | IN        |       8000000 | PA      | $7675000.00     | 0.02%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autoflorence 4 Srl                                                           | Autoflorence 4 Srl, Series 4, Class C                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       1489000 | PA      | $1750002.29     | 0.00%             | 2044-12-24      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Autoflorence 4 Srl                                                           | Autoflorence 4 Srl, Series 4, Class B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IT        |       2358000 | PA      | $2773332.95     | 0.01%             | 2044-12-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Fairbridge BV                                                                | Fairbridge BV, Series 2025-1, Class A                                                                                         | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |       8027000 | PA      | $9424000.83     | 0.02%             | 2062-02-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                             | Shinhan Financial Group Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |       5716000 | PA      | $5648151.08     | 0.01%             | 2026-05-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fairbridge BV                                                                | Fairbridge BV, Series 2025-1, Class B                                                                                         | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |        922000 | PA      | $1079283.69     | 0.00%             | 2062-02-24      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fairbridge BV                                                                | Fairbridge BV, Series 2025-1, Class C                                                                                         | CUSIP: N/A<br>LEI: 724500T08SS1ZWOYTR56       | Long             | ABS-MBS          | CORP              | NL        |        327000 | PA      | $385030.93      | 0.00%             | 2062-02-24      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         10018 | NC      | $778492.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SPDR S&P 500 ETF Trust                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -10018 | NC      | $-64785.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SV Vanir Logistics Finance Sarl                                              | SV Vanir Logistics Finance Sarl, Series 1X, Class C                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | LU        |       2170000 | PA      | $2550222.25     | 0.01%             | 2037-07-23      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Encore Issuances SA                                                          | Encore Issuances SA                                                                                                           | CUSIP: N/A<br>LEI: 529900AZGF6OODGSBY09       | Long             | DBT              | CORP              | LU        |       3906434 | PA      | $4609257.79     | 0.01%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SV Vanir Logistics Finance Sarl                                              | SV Vanir Logistics Finance Sarl, Series 1X, Class B                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | LU        |       1485000 | PA      | $1745206.90     | 0.00%             | 2037-07-23      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| SV Vanir Logistics Finance Sarl                                              | SV Vanir Logistics Finance Sarl, Series 1X, Class A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | LU        |       3409000 | PA      | $4006328.91     | 0.01%             | 2037-07-23      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                             | WPP Finance 2013                                                                                                              | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |      27000000 | PA      | $31323774.91    | 0.07%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO STOXX Banks Price Index                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -2001 | NC      | $-758383.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ray SA Compartment 2                                                  | Golden Ray SA Compartment 2, Series 2, Class C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        300000 | PA      | $352604.42      | 0.00%             | 2058-12-27      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       7933000 | PA      | $9547342.12     | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                               | SK Hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |        383000 | PA      | $383268.10      | 0.00%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                               | SK hynix, Inc.                                                                                                                | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |        213000 | PA      | $222327.27      | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Golden Ray SA Compartment 2                                                  | Golden Ray SA Compartment 2, Series 2, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |        700000 | PA      | $822745.30      | 0.00%             | 2058-12-27      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-4, Class A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      24819000 | PA      | $16548549.88    | 0.04%             | 2034-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Greenko Rj01 Irep Pvt Ltd.                                                   | Greenko Rj01 Irep Pvt Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800WGED7FT6CH4Y04       | Long             | DBT              | CORP              | IN        |     400000000 | PA      | $4493461.24     | 0.01%             | 2027-09-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-4, Class B                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       5716000 | PA      | $3825041.81     | 0.01%             | 2034-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                    | Biffa Group Holdings Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |       3475000 | PA      | $4724493.91     | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                          | Panorama Auto Trust, Series 2025-4, Class C                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |       3646000 | PA      | $2436469.22     | 0.01%             | 2034-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt                                             | Continuum Green Energy India Pvt                                                                                              | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |       5445061 | PA      | $5615219.16     | 0.01%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                                                               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      11660000 | PA      | $13682962.89    | 0.03%             | 2036-12-18      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                    | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800WU93PC1E28MY29       | Long             | DBT              | CORP              | IN        |       4792988 | PA      | $4978092.68     | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -11922 | NC      | $-281570.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBMS DAC                                                                     | DBMS DAC, Series 2025-1X, Class C                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       1708000 | PA      | $2302236.14     | 0.01%             | 2036-02-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1839820 | PA      | $1370665.90     | 0.00%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | Australia 3 Year Bond                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |          5539 | NC      | $-171943.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sona Fios CLO DAC                                                            | Sona Fios CLO DAC                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | IE        |       1520000 | PA      | $1792937.62     | 0.00%             | 2038-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        616000 | PA      | $616000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                                         | Rand                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |       5319808 | OU      | $321244.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2488824 | PA      | $2488824.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      34849600 | PA      | $40955249.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Europe Ltd.                                                              | RBC Europe Ltd.                                                                                                               | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      18415346 | PA      | $24822965.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      34991200 | PA      | $41121658.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |       1750000 | PA      | $1750000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |        510750 | PA      | $510750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                      | Goldman Sachs & Co. LLC                                                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |       7501200 | PA      | $7501200.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                      | JPMorgan Securities plc                                                                                                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       2550520 | PA      | $2997371.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                      | JPMorgan Securities plc                                                                                                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      10186300 | PA      | $11970939.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      16912215 | PA      | $16912215.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        776000 | PA      | $776000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        298125 | PA      | $298125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        294222 | PA      | $294222.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        294750 | PA      | $294750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        161906 | PA      | $161906.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |         89250 | PA      | $89250.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        157312 | PA      | $157312.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        310125 | PA      | $310125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2340250 | PA      | $2340250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        101875 | PA      | $101875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        717500 | PA      | $717500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        462500 | PA      | $462500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        409736 | PA      | $409736.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        901125 | PA      | $901125.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        292500 | PA      | $292500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        215250 | PA      | $215250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        188750 | PA      | $188750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        491640 | PA      | $491640.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        600750 | PA      | $600750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        140940 | PA      | $140940.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        955404 | PA      | $955404.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1257750 | PA      | $1257750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        151145 | PA      | $151145.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1612170 | PA      | $1612170.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        494375 | PA      | $494375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        757000 | PA      | $757000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        217250 | PA      | $217250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        232500 | PA      | $232500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        609000 | PA      | $609000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2320762 | PA      | $-2320762.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -14591388 | PA      | $-14591387.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                                       | Morgan Stanley & Co. International plc                                                                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Short            | RA               | CORP              | GB        |     -17284394 | PA      | $-17284393.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -22955335 | PA      | $-22955335.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |     -10972500 | PA      | $-10972500.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -2313000 | PA      | $-2313000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |      10323300 | PA      | $12131942.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2198662 | PA      | $-2198662.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2627892 | PA      | $-2627892.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Short            | RA               | CORP              | US        |      -8633271 | PA      | $-8633271.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        202500 | PA      | $202500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        565000 | PA      | $565000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        467500 | PA      | $467500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        107250 | PA      | $107250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                        | Nomura Securities International, Inc.                                                                                         | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |        202674 | PA      | $202674.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                      | Goldman Sachs & Co. LLC                                                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | RA               | CORP              | US        |        717600 | PA      | $717600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -14950532 | PA      | $-14950532.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       1308300 | PA      | $1308300.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -3855000 | PA      | $-3855000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -2925000 | PA      | $-2925000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -2526881 | PA      | $-2526881.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |      -3143811 | PA      | $-3143811.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                                       | Morgan Stanley & Co. International plc                                                                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Short            | RA               | CORP              | GB        |     -17693677 | PA      | $-17693676.62   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International plc                                       | Morgan Stanley & Co. International plc                                                                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | GB        |      10288600 | PA      | $12091162.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -1164000 | PA      | $-1164000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -2356620 | PA      | $-2356620.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Short            | RA               | NUSS              | DE        |     -70591071 | PA      | $-82958626.59   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -2991350 | PA      | $-2991350.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                               | Citigroup Global Markets, Inc.                                                                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |      -9619845 | PA      | $-9619845.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -7161000 | PA      | $-7161000.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |      -9642792 | PA      | $-9642792.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |      -1321573 | PA      | $-1321572.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |       -668643 | PA      | $-668643.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |       -866856 | PA      | $-866855.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |       -990903 | PA      | $-990903.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -13667462 | PA      | $-13667462.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |      -1155109 | PA      | $-1155108.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities plc                                                      | JPMorgan Securities plc                                                                                                       | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       1351980 | PA      | $1588846.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -4351200 | PA      | $-4351200.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -10896123 | PA      | $-10896122.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -17204203 | PA      | $-17204203.13   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |     -21956405 | PA      | $-21956405.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Limited                                             | Citigroup Global Markets Limited                                                                                              | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | Short            | RA               | NUSS              | GB        |     -44949800 | PA      | $-52825004.93   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |      -5226400 | PA      | $-5226400.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities (USA), Inc.                                                  | HSBC Securities (USA), Inc.                                                                                                   | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Short            | RA               | CORP              | US        |      -4858838 | PA      | $-4858838.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |        885269 | PA      | $885268.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -1954662 | PA      | $-1954662.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                      | RBC Capital Markets LLC                                                                                                       | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |       2047400 | PA      | $2047400.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |      -1986875 | PA      | $-1986875.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                                                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Short            | RA               | CORP              | US        |     -28914561 | PA      | $-28914561.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |     -16859374 | PA      | $-16859373.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |     -13251330 | PA      | $-13251330.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        100750 | PA      | $100750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       4391375 | PA      | $4391375.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -2325000 | PA      | $-2325000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -1125000 | PA      | $-1125000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        978750 | PA      | $978750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |         99375 | PA      | $99375.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -3800000 | PA      | $-3800000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -9112688 | PA      | $-9112687.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |        312375 | PA      | $312375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       1303250 | PA      | $1303250.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |     -10253075 | PA      | $-10253075.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                  | Merrill Lynch International                                                                                                   | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | Short            | RA               | CORP              | GB        |       -448254 | PA      | $-448253.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                  | Merrill Lynch International                                                                                                   | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | Short            | RA               | CORP              | GB        |      -1055493 | PA      | $-1055492.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                  | Merrill Lynch International                                                                                                   | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | Short            | RA               | CORP              | GB        |     -16925448 | PA      | $-16925448.20   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                  | Merrill Lynch International                                                                                                   | CUSIP: N/A<br>LEI: GGDZP1UYGU9STUHRDP48       | Short            | RA               | CORP              | GB        |       -303015 | PA      | $-303015.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -6845740 | PA      | $-6845740.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2749550 | PA      | $-2749550.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -273275 | PA      | $-273275.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        408500 | PA      | $408500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1455075 | PA      | $-1455075.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1442500 | PA      | $-1442500.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -794062 | PA      | $-794062.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2362500 | PA      | $-2362500.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -952330 | PA      | $-952330.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2193319 | PA      | $-2193318.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1840625 | PA      | $-1840625.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -801250 | PA      | $-801250.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -5568975 | PA      | $-5568975.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -519210 | PA      | $-519210.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -132635 | PA      | $-132635.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       4887500 | PA      | $4887500.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1632500 | PA      | $-1632500.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2174025 | PA      | $-2174025.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -947722 | PA      | $-947722.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       7003500 | PA      | $7003500.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -864686 | PA      | $-864686.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2952062 | PA      | $-2952062.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1467612 | PA      | $-1467612.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -660660 | PA      | $-660660.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1580948 | PA      | $-1580947.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1063844 | PA      | $-1063843.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        202500 | PA      | $202500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -9450000 | PA      | $-9450000.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1259242 | PA      | $-1259241.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1191516 | PA      | $-1191516.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1451250 | PA      | $-1451250.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -614436 | PA      | $-614436.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1244308 | PA      | $-1244308.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |         92125 | PA      | $92125.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -4066150 | PA      | $-4066150.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -478500 | PA      | $-478500.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        196000 | PA      | $196000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       3928250 | PA      | $3928250.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -720888 | PA      | $-720887.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -5118750 | PA      | $-5118750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2118510 | PA      | $-2118510.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |       1226500 | PA      | $1226500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1442500 | PA      | $-1442500.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -993000 | PA      | $-993000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -656782 | PA      | $-656782.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -449089 | PA      | $-449088.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1012800 | PA      | $-1012800.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -844751 | PA      | $-844751.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -958750 | PA      | $-958750.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |        858000 | PA      | $858000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |       5264075 | PA      | $5264075.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | RA               | CORP              | US        |       7132719 | PA      | $7132718.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1389960 | PA      | $-1389960.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -13573534 | PA      | $-13573533.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1249500 | PA      | $1249500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |    -239584000 | PA      | $-239584000.00  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -17668694 | PA      | $-17668693.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2407000 | PA      | $2407000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        371024 | PA      | $371024.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       2007500 | PA      | $2007500.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -17924625 | PA      | $-17924625.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        528500 | PA      | $528500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         98875 | PA      | $98875.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         99625 | PA      | $99625.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1466168 | PA      | $-1466167.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -20206294 | PA      | $-20206293.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        179500 | PA      | $179500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -19995559 | PA      | $-19995558.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1178125 | PA      | $1178125.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        306000 | PA      | $306000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        196000 | PA      | $196000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        104250 | PA      | $104250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         89750 | PA      | $89750.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         94125 | PA      | $94125.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |         88705 | PA      | $88705.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        388000 | PA      | $388000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        312375 | PA      | $312375.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -12333825 | PA      | $-12333825.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       5191267 | PA      | $5191267.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        397500 | PA      | $397500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        433964 | PA      | $433964.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       1815545 | PA      | $1815545.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -347018 | PA      | $-347017.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -2961750 | PA      | $-2961750.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co LLC                                                      | Morgan Stanley & Co LLC                                                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Short            | RA               | CORP              | US        |       -342125 | PA      | $-342125.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |      -2188775 | PA      | $-2188775.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1203072 | PA      | $-1203072.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                      | JPMorgan Securities LLC                                                                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |       2012294 | PA      | $2012293.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -29031125 | PA      | $-29031125.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -14342981 | PA      | $-14342981.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                       | Barclays Capital, Inc.                                                                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |      -1603249 | PA      | $-1603248.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -28171920 | PA      | $-28171920.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -2079000 | PA      | $-2079000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -12137200 | PA      | $-12137200.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -13149160 | PA      | $-13149160.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -1842165 | PA      | $-1842165.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -22473244 | PA      | $-22473243.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -22779200 | PA      | $-22779200.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -1051610 | PA      | $-1051610.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -13894931 | PA      | $-13894931.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -29239575 | PA      | $-29239575.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |       -910565 | PA      | $-910565.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -1712288 | PA      | $-1712287.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -29076085 | PA      | $-29076084.55   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -14262067 | PA      | $-14262066.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -10128662 | PA      | $-10128661.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -1100495 | PA      | $-1100495.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -12303125 | PA      | $-12303125.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -23682900 | PA      | $-23682900.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       8511210 | PA      | $8511210.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |       -939028 | PA      | $-939027.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -7792875 | PA      | $-7792875.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |     -12445254 | PA      | $-12445254.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |       3550062 | PA      | $3550062.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Short            | RA               | CORP              | GB        |      -9043239 | PA      | $-9043238.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                       | Barclays Capital, Inc.                                                                                                        | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |       5457167 | PA      | $5457167.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |        302250 | PA      | $302250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -475038 | PA      | $-475037.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -177410 | PA      | $-177410.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -557468 | PA      | $-557467.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |       -189762 | PA      | $-189762.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -1085119 | PA      | $-1085118.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                                        | BofA Securities, Inc.                                                                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |      -2388150 | PA      | $-2388150.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

**Name of Applicant:** BlackRock Funds V

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer