# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-013156
**Filing Date:** 2026-6
**Character Count:** 1753859
**Document Hash:** 0965ad3b3707fdcb732dd63adf0b322e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013156.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013156

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds II
- **CENTRAL INDEX KEY:** 0001398078

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 261064336

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Fixed Income Trust
- **DATE OF NAME CHANGE:** 20070501

## Series and Classes Contracts Data

### BLACKROCK MULTI-ASSET INCOME PORTFOLIO (Series ID: S000020792)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000058060 | INVESTOR C SHARES    |  |
| C000058061 | INSTITUTIONAL SHARES |  |
| C000058062 | INVESTOR A SHARES    |  |
| C000182622 | 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 II

- **b. Investment Company Act file number:** 811-22061

- **c. CIK number of Registrant:** 0001398078

- **d. LEI of Registrant:** 549300D3TWJFD5S1P721

- **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 Multi-Asset Income Portfolio

- **b. EDGAR series identifier (if any):** S000020792

- **c. LEI of Series:** IBB3EVPMDEHKHDPXA468

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $10966237198.37

**Total Liabilities:** $562665826.61

**Net Assets:** $10403571371.76

**Cash Not Reported:** $109309356.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 284390.13000000 | **1-Year:** 42256.68000000 | **5-Year:** 397107.72000000 | **10-Year:** 110849.55000000 | **30-Year:** 23173.57000000

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

- **3-Month:** 554395.79000000 | **1-Year:** 53609.36000000 | **5-Year:** 316655.42000000 | **10-Year:** 30673.65000000 | **30-Year:** 29230.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 1.96%                | 1.90%                | 0.10%                |
| Class ID C000182622 | 2.04%                | 1.98%                | 0.19%                |
| Class ID C000058061 | 1.94%                | 2.07%                | 0.09%                |
| Class ID C000058062 | 2.02%                | 2.05%                | 0.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18013531.84            | $184251527.44                              |
| Month 2  | $59187477.00             | $102704243.67                              |
| Month 3  | $51281223.85             | $-74905186.25                              |

**Designated Index Information**

- **Index Name:** 33.34% MSCI World High Div / 33.33% US Agg / 33.33% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Battalion CLO X Ltd.                                                      | Battalion CLO X Ltd., Series 2016-10A, Class BR2                                            | CUSIP: 07132JBG8<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003104.40   | 0.02%             | 2035-01-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    518000 | PA      | $540898.71    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171985.35    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     25136 | NS      | $2985179.67   | 0.03%             | 2025-08-21      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                                         | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     30951 | NS      | $2827992.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     48345 | NS      | $3034876.00   | 0.03%             | 2025-09-11      | Fixed         | 18.75%                | 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      | $-6097.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Benin                                                         | Benin Government Bond                                                                       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    649000 | PA      | $627706.31    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   2006332 | PA      | $2539331.05   | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | 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        |   2949956 | PA      | $2955487.48   | 0.03%             | 2040-12-09      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                 | OHA Credit Funding 6 Ltd., Series 2020-6A, Class B1R2                                       | CUSIP: 67098UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012893.00   | 0.05%             | 2037-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                    | SKF AB, Class B                                                                             | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     48402 | NS      | $1127401.61   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    113088 | NS      | $20902055.04  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2028185.64   | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    771000 | PA      | $942081.50    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | 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        |    269561 | NS      | $3554188.74   | 0.03%             | 2025-09-12      | Fixed         | 43.51%                | No            |                  2 | On Loan: No      |
| Alrosa PJSC                                                               | Alrosa PJSC                                                                                 | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |    607124 | NS      | $74.86        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   2337000 | PA      | $2374800.98   | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan                                                 | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |   2576260 | PA      | $2578037.67   | 0.02%             | 2031-07-01      | Variable      | 6.83%                 | 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        |    657692 | PA      | $657692.31    | 0.01%             | 2037-06-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    302000 | PA      | $299315.04    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1731687.18   | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                                       | Ares XLIII CLO Ltd., Series 2017-43A, Class A1R2                                            | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015190.80   | 0.04%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22646.67     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241805.25    | 0.00%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                                        | Agree Realty Corp.                                                                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     82449 | NS      | $5911593.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc., 1st Lien Term Loan B                                           | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   1997960 | PA      | $1996721.26   | 0.02%             | 2031-11-26      | Variable      | 6.36%                 | 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        |   4884446 | PA      | $3860432.34   | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                     | Camden Property Trust                                                                       | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1154066.28   | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | 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        |   3561857 | PA      | $3545828.75   | 0.03%             | 2031-06-23      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    392000 | PA      | $390830.94    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465453.39    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | 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        |   1667478 | PA      | $1081885.70   | 0.01%             | 2036-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     68822 | NS      | $4083326.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $237539.87    | 0.00%             | 2032-10-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1417546.46   | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | 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        |    770000 | PA      | $877616.10    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    325000 | PA      | $324790.25    | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    492000 | PA      | $502124.26    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | 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        |   1193225 | PA      | $1083066.86   | 0.01%             | 2029-04-30      | Variable      | 8.55%                 | 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        |    500000 | PA      | $489000.00    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     88929 | NS      | $22567512.33  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-INV1, Class B2                                      | CUSIP: 924929AH5<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |   2093751 | PA      | $2046217.83   | 0.02%             | 2070-02-25      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                     | Kraft Heinz Co. (The)                                                                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    248327 | NS      | $6819059.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2616000 | PA      | $2599701.85   | 0.02%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                       | Amcor Flexibles North America, Inc.                                                         | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2243464.64   | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $4476445.77   | 0.04%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1199612.42   | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | 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        |       735 | PA      | $718.04       | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      2945 | NS      | $1133000.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inversion Escrow Issuer LLC                                               | Inversion Escrow Issuer LLC                                                                 | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    906000 | PA      | $895275.03    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     40400 | NS      | $4255223.15   | 0.04%             | 2025-08-07      | Fixed         | 23.42%                | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    269000 | PA      | $254672.82    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series E10c                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12500 | NS      | $6502719.23   | 0.06%             | 2025-09-11      | Fixed         | 14.66%                | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                                           | Tidewater, Inc.                                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335614.34    | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | 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        |   1142000 | PA      | $1317808.22   | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $2886277.02   | 0.03%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |     29700 | NS      | $2312288.19   | 0.02%             | 2025-08-07      | Fixed         | 24.96%                | No            |                  2 | On Loan: No      |
| Bakrie Telecom Pte. Ltd.                                                  | Bakrie Telecom Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $7583.82      | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    434000 | PA      | $439564.87    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5014991.50   | 0.05%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                              | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                          | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    416500 | PA      | $418178.50    | 0.00%             | 2028-11-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     30600 | NS      | $4788491.10   | 0.05%             | 2025-09-15      | Fixed         | 20.41%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-7CB, Class 1A6                                          | CUSIP: 12668BXX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742018 | PA      | $380244.24    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    819000 | PA      | $1011657.37   | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    686000 | PA      | $796542.50    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                    | BWX Technologies, Inc.                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125811.69    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    258000 | PA      | $260900.39    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    348000 | PA      | $358822.97    | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     54100 | NS      | $1814441.68   | 0.02%             | 2025-08-28      | Fixed         | 38.63%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     64283 | NS      | $3683191.20   | 0.04%             | 2025-08-04      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    935000 | PA      | $963050.00    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                  | Encino Acquisition Partners Holdings LLC                                                    | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    359000 | PA      | $396165.84    | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1448755.50   | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    909000 | PA      | $952979.24    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    475000 | PA      | $491245.95    | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                                | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class C                        | CUSIP: 64134JAE3<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003622.80   | 0.01%             | 2033-04-16      | Floating      | 6.33%                 | 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        |   8900000 | PA      | $8827601.17   | 0.08%             | 2036-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    451000 | PA      | $457765.00    | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    635000 | PA      | $731179.93    | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    672000 | PA      | $677496.96    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   1712000 | PA      | $1959246.92   | 0.02%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                     | International Business Machines Corp.                                                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1619699.96   | 0.02%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                         | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                                       | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    251224 | PA      | $250910.05    | 0.00%             | 2030-10-04      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    550000 | PA      | $639623.20    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $2017431.00   | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1217915.90   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3825369.85   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Children's Hospital, Inc.                                      | Nationwide Children's Hospital, Inc.                                                        | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    136000 | PA      | $114800.62    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    693000 | PA      | $686181.02    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                            | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    329000 | PA      | $302274.08    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     59558 | NS      | $6649055.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd.                                             | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |   3375540 | PA      | $3360788.88   | 0.03%             | 2031-02-18      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                   | Bank Leumi Le-Israel BM                                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1018000 | PA      | $1004776.18   | 0.01%             | 2031-01-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    934000 | PA      | $866397.96    | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |   1876000 | PA      | $2157314.94   | 0.02%             | 2028-05-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    284000 | PA      | $287690.01    | 0.00%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    359000 | PA      | $364878.47    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    546000 | PA      | $558246.78    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class A                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    197267 | NS      | $37855537.30  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                                                         | Hanesbrands, Inc.                                                                           | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45257.93     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    329000 | PA      | $335580.00    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    389000 | PA      | $363866.33    | 0.00%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Target Corp.                                                              | Target Corp.                                                                                | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    701000 | PA      | $708287.81    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $525461.24    | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2129467.56   | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp., 1st Lien Term Loan B                                           | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1307995 | PA      | $1274889.53   | 0.01%             | 2029-11-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1291471.08   | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    324762 | NS      | $31820180.76  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3279000 | PA      | $2913507.31   | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                            | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  20250000 | PA      | $20239990.43  | 0.19%             | 2038-01-25      | Floating      | 5.50%                 | 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        |    951000 | PA      | $1300387.98   | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |   1400000 | PA      | $1671572.70   | 0.02%             | 2031-09-17      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                                     | Apidos CLO XXXIX Ltd., Series 2022-39A, Class C                                             | CUSIP: 03766HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001516.30   | 0.01%             | 2035-04-21      | Floating      | 6.58%                 | 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        |    236000 | PA      | $236295.00    | 0.00%             | 2031-10-16      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1171255.33   | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |    555000 | PA      | $587272.08    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                | Hess Corp.                                                                                  | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $571646.85    | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                                    | Beazer Homes USA, Inc.                                                                      | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62836.50     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   7000000 | PA      | $119997.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D217<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     10900 | NS      | $816842.27    | 0.01%             | 2025-09-15      | Fixed         | 20.96%                | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | Evonik Industries AG                                                                        | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     23605 | NS      | $468749.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   5183404 | PA      | $5174332.98   | 0.05%             | 2029-09-12      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135816.43    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1291550.14   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A6                                  | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606601 | PA      | $201900.08    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc.                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65347.33     | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3145192.24   | 0.03%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1704000 | PA      | $26757.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    513453 | PA      | $89707.04     | 0.00%             |  |  |  | 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        |  12500000 | PA      | $12539021.25  | 0.12%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp., 1st Lien Term Loan B5                                                          | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   3751796 | PA      | $3744930.03   | 0.04%             | 2031-06-04      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2005-A9, Class 2A1E                          | CUSIP: 59020U2H7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208822 | PA      | $201077.14    | 0.00%             | 2035-12-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |   1031000 | PA      | $840364.92    | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    739000 | PA      | $656848.67    | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA                             | Banco Latinoamericano de Comercio Exterior SA                                               | CUSIP: 05968CAC6<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |    608000 | PA      | $604960.00    | 0.01%             | 2025-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                                        | Kosmos Energy Ltd.                                                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   2797262 | NS      | $6014113.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3914000 | PA      | $3962729.07   | 0.04%             | 2034-08-15      | Fixed         | 5.38%                 | 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      | $6117268.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                     | Aeroports de Paris SA                                                                       | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |     27032 | NS      | $3280997.22   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   4367000 | PA      | $4714787.88   | 0.05%             | 2030-05-16      | Variable      | 8.00%                 | 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        |   3738542 | PA      | $3737383.34   | 0.04%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class BRR                                              | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |  10265000 | PA      | $10275265.00  | 0.10%             | 2036-07-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp., 1st Lien Term Loan                                              | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   2548845 | PA      | $2545251.51   | 0.02%             | 2029-02-01      | Variable      | 7.34%                 | No            |                  2 | 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        |   8480000 | PA      | $8511800.00   | 0.08%             | 2028-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                                     | Applied Systems, Inc., 1st Lien Term Loan B                                                 | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4753492 | PA      | $4755155.86   | 0.05%             | 2031-02-24      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42239.16     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                              | Wisconsin Electric Power Co.                                                                | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2258787.88   | 0.02%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 4 SA                                                   | Garfunkelux Holdco 4 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    183477 | PA      | $41353.33     | 0.00%             | 2030-05-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance SAS                                            | Bertrand Franchise Finance SAS                                                              | CUSIP: N/A<br>LEI: 969500HGPPEHSTNJFW57       | Long             | DBT              | CORP              | FR        |   1163000 | PA      | $1292451.34   | 0.01%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    803000 | PA      | $807776.24    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp., Class A                                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     87240 | NS      | $9291932.40   | 0.09%             |  |  |  | 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        |   4380000 | PA      | $4366312.50   | 0.04%             | 2041-06-15      | Floating      | 6.18%                 | 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        |   8630000 | PA      | $8637650.50   | 0.08%             | 2039-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     22425 | NS      | $1994952.95   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Cos. of New York (The)                                             | Nassau Cos. of New York (The)                                                               | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $148402.01    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    928000 | PA      | $1094900.91   | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                            | Bread Financial Holdings, Inc.                                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47515.15     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                                 | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6001596.60   | 0.06%             | 2032-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class B                                         | CUSIP: 83012KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.03%             | 2034-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1963611.22   | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1116369.30   | 0.01%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                 | Insight Enterprises, Inc.                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    162000 | PA      | $165665.34    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                             | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    489000 | PA      | $494068.49    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Financing B.V.                                                    | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   2042000 | PA      | $2039447.50   | 0.02%             | 2032-06-04      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10743.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citycon OYJ                                                               | Citycon OYJ                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |   1597000 | PA      | $1753865.73   | 0.02%             | 2026-06-10      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |   1414000 | PA      | $58335.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc.                                                                  | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    239000 | PA      | $255680.77    | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                                  | Clearwater Analytics LLC, 1st Lien Term Loan                                                | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1522000 | PA      | $1522958.86   | 0.01%             | 2032-04-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc., 1st Lien Term Loan B                                               | CUSIP: 72766TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2354486 | PA      | $2363315.06   | 0.02%             | 2030-12-18      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XI Ltd.                                            | Atlas Senior Loan Fund XI Ltd., Series 2018-11A, Class A1L                                  | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |    289264 | PA      | $289559.03    | 0.00%             | 2031-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                                       | Rivian Holdings LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $342592.70    | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                                        | eircom Finance DAC                                                                          | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |   1869000 | PA      | $2163286.47   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    120000 | PA      | $1244.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                      | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12383447 | PA      | $12312535.84  | 0.12%             | 2033-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan                                                       | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    337955 | PA      | $285879.41    | 0.00%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     16947 | NS      | $4782104.93   | 0.05%             | 2025-08-29      | Fixed         | 13.52%                | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433443.92    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER, Inc.                                                      | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                                  | CUSIP: 12658HAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1671000 | PA      | $1592463.00   | 0.02%             | 2030-07-08      | Variable      | 9.61%                 | 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        |    681292 | PA      | $681660.40    | 0.01%             | 2032-01-27      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                 | GMACM Mortgage Loan Trust, Series 2005-AR2, Class 4A                                        | CUSIP: 36185N6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14521 | PA      | $12852.26     | 0.00%             | 2035-05-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    565000 | PA      | $660091.48    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    518753 | NS      | $11288065.28  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                                        | Under Armour, Inc.                                                                          | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191810.85    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                                     | Belron Finance 2019 LLC, 1st Lien Term Loan                                                 | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5980977 | PA      | $6001910.05   | 0.06%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     20522 | NS      | $4733302.61   | 0.05%             | 2025-09-11      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: C79864218<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     76889 | NS      | $6160707.75   | 0.06%             | 2025-08-28      | Fixed         | 19.12%                | No            |                  2 | On Loan: No      |
| Potters Borrower LP                                                       | Potters Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 73813HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    605360 | PA      | $607630.59    | 0.01%             | 2027-12-14      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |     19310 | NS      | $5991912.00   | 0.06%             | 2025-09-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd.                                                         | AB BSL CLO 2 Ltd., Series 2021-2A, Class A                                                  | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15026505.00  | 0.14%             | 2034-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                                         | Belimo Holding AG (Registered)                                                              | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |       520 | NS      | $605138.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    209000 | PA      | $207461.41    | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139687.57    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371P200<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     10132 | NS      | $4665557.30   | 0.04%             | 2025-08-04      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    888000 | PA      | $845376.00    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     23382 | PA      | $20108.52     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     38979 | NS      | $6933194.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    544000 | PA      | $556168.13    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1622610 | PA      | $1615519.19   | 0.02%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |   1086000 | PA      | $1276610.25   | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                       | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    862000 | PA      | $1017294.12   | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-63, Class 5A1                                           | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22390 | PA      | $22073.31     | 0.00%             | 2035-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    616000 | PA      | $643561.01    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    705719 | NS      | $9894180.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     54608 | NS      | $12784278.88  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1809388.82   | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                       | Minejesa Capital BV                                                                         | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    511000 | PA      | $500013.50    | 0.00%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    520000 | PA      | $591225.20    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    605000 | PA      | $633590.97    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                   | Regatta VI Funding Ltd., Series 2016-1A, Class CR2                                          | CUSIP: 75887NBA6<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001481.40   | 0.01%             | 2034-04-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deerfield Holdings Corp.                                                  | Deerfield Holdings Corp., 2nd Lien Term Loan                                                | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1357477 | PA      | $1334847.86   | 0.01%             | 2028-04-07      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1zzr                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     19990 | NS      | $2303797.93   | 0.02%             | 2025-09-04      | Fixed         | 25.82%                | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B2                                             | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2454965 | PA      | $2438467.89   | 0.02%             | 2030-04-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    593000 | PA      | $586924.66    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226033.28    | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                               | Truist Bank                                                                                 | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1932195.88   | 0.02%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8556.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                              | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                            | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    960000 | PA      | $965097.60    | 0.01%             | 2032-03-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc., 1st Lien Term Loan                                          | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1726161 | PA      | $1731408.19   | 0.02%             | 2030-05-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                  | Group 1 Automotive, Inc.                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146673.22    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                                              | Novatek PJSC                                                                                | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |       690 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | 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        |    590000 | PA      | $673308.00    | 0.01%             | 2038-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    382000 | PA      | $388064.56    | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                         | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2007327.80   | 0.02%             | 2038-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1015894.22   | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1135479.76   | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Garden Inn                                                         | Hilton Garden Inn, 1st Lien Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8500000 | PA      | $8561921.65   | 0.08%             | 2038-01-01      | Variable      | 7.61%                 | No            |                  3 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4978160 | PA      | $4983835.08   | 0.05%             | 2028-08-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3341000 | PA      | $3428494.11   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                            | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006312.40   | 0.01%             | 2037-04-20      | Floating      | 6.93%                 | 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        |  12000000 | PA      | $12033900.00  | 0.12%             | 2037-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties                                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     71216 | NS      | $3919728.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $472763.57    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                            | Morgan Stanley Private Bank NA                                                              | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2342500.70   | 0.02%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $444914.80    | 0.00%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                                       | Elmwood CLO 37 Ltd., Series 2024-13A, Class C                                               | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000244.00   | 0.01%             | 2038-01-17      | Floating      | 6.02%                 | 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        |   2843667 | PA      | $1818662.93   | 0.02%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1181060.27   | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    184000 | PA      | $156933.21    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                                      | Alterra Mountain Co., 1st Lien Term Loan B7                                                 | CUSIP: 46124CAR8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1424990 | PA      | $1427369.63   | 0.01%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                      | Infrastrutture Wireless Italiane SpA                                                        | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |    176591 | NS      | $2087713.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1470542.42   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    431000 | PA      | $376503.92    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                     | Wrangler Holdco Corp.                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1499119.51   | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.,                                                            | Calpine Corp., Facility 1st Lien Term Loan                                                  | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1040585 | PA      | $1040231.20   | 0.01%             | 2031-01-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    564000 | PA      | $521185.29    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-16, Class A1                                            | CUSIP: 12667GMC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329249 | PA      | $311265.59    | 0.00%             | 2035-06-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                               | Jabil, Inc.                                                                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     43067 | NS      | $9611262.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bryant Park Funding Ltd.                                                  | Bryant Park Funding Ltd., Series 2024-23A, Class A1A                                        | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012215.40   | 0.03%             | 2037-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp.                                                       | Liberty Media Corp., 1st Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1670967 | PA      | $1668878.52   | 0.02%             | 2031-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    466000 | PA      | $490348.50    | 0.00%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                  | Central Garden & Pet Co.                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128745.90    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    430000 | PA      | $437525.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                            | New Gold, Inc.                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $356103.29    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289120.90    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   4522322 | PA      | $4520061.10   | 0.04%             | 2030-05-06      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    230000 | PA      | $260811.90    | 0.00%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   8000000 | PA      | $216468.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health                                                                               | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153829.24    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     21005 | NS      | $5465080.90   | 0.05%             |  |  |  | No            |                  1 | 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        |  12888074 | PA      | $12759678.06  | 0.12%             | 2064-12-26      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                                | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    440000 | PA      | $508529.73    | 0.00%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4137 | NS      | $324423.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1393932.41   | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                   | Brown Group Holding LLC, 1st Lien Term Loan B2                                              | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1762002 | PA      | $1763746.56   | 0.02%             | 2031-07-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    794000 | PA      | $777997.31    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     12987 | NS      | $2899210.90   | 0.03%             | 2025-09-18      | Fixed         | 14.58%                | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                            | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    538000 | PA      | $534001.64    | 0.01%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA16, Class A2                                          | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237681 | PA      | $220138.67    | 0.00%             | 2046-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Indutrade AB                                                              | Indutrade AB                                                                                | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |     17980 | NS      | $436633.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                                      | Sparta US HoldCo LLC, 1st Lien Term Loan                                                    | CUSIP: 84673EAE9<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |   2594240 | PA      | $2559373.73   | 0.02%             | 2030-08-02      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    258000 | PA      | $-2268.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                 | SLM Corp.                                                                                   | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70635.54     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BRR                                              | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005897.20   | 0.02%             | 2037-10-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    372000 | PA      | $436687.24    | 0.00%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Luna 2 5SARL                                                              | Luna 2 5SARL                                                                                | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |    438000 | PA      | $516715.39    | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | 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        |    429000 | PA      | $449377.50    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   1766000 | PA      | $2457935.15   | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85477.48     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magna International, Inc.                                                 | Magna International, Inc.                                                                   | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     37699 | NS      | $1545941.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nouryon Finance BV                                                        | Nouryon Finance BV, 1st Lien Term Loan B1                                                   | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1920802 | PA      | $1919611.14   | 0.02%             | 2028-04-03      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                                  | Kimmeridge Texas Gas LLC                                                                    | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    861000 | PA      | $884644.78    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                    | Pembina Pipeline Corp.                                                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    226620 | NS      | $8423015.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258730.30    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                                        | Aretec Group, Inc., 1st Lien Term Loan B3                                                   | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    971411 | PA      | $973091.25    | 0.01%             | 2030-08-09      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                | Dryden 49 Senior Loan Fund, Series 2017-49A, Class CR                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007358.00   | 0.02%             | 2030-07-18      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                             | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class 3A1                   | CUSIP: 25151XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9465669 | PA      | $8065210.73   | 0.08%             | 2047-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   6308000 | PA      | $6363043.61   | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PCF GmbH                                                                  | PCF GmbH                                                                                    | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |   1214058 | PA      | $1086641.39   | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $809726.89    | 0.01%             | 2035-01-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $324026.87    | 0.00%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    288000 | PA      | $-3682.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                                            | Keppel DC REIT                                                                              | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |   1772000 | NS      | $3224725.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    764000 | PA      | $757227.14    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northland Power, Inc.                                                     | Northland Power, Inc.                                                                       | CUSIP: 666511100<br>LEI: 8945002IJ77NEBK48M81 | Long             | EC               | CORP              | CA        |    104423 | NS      | $1706218.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                   | Citigroup Global Markets Holdings, Inc., Series 0M1K                                        | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |    368353 | NS      | $63384156.20  | 0.61%             | 2025-08-28      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| Eurobank SA                                                               | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   2112000 | PA      | $2410921.03   | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    144000 | PA      | $1116.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     30899 | NS      | $2873945.50   | 0.03%             | 2025-08-06      | Fixed         | 20.33%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    226070 | PA      | $40444.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $276392.30    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | 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        |    235815 | PA      | $235619.27    | 0.00%             | 2028-08-11      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                     | AssuredPartners, Inc., 1st Lien Term Loan                                                   | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   6399387 | PA      | $6411609.84   | 0.06%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    575000 | PA      | $561200.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    862000 | PA      | $867974.64    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24621.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     46457 | NS      | $7045842.88   | 0.07%             | 2025-09-11      | Fixed         | 10.36%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                    | Morgan Stanley Bank NA                                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    472000 | PA      | $476681.13    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                    | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197908.06    | 0.00%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    481330 | PA      | $483337.15    | 0.00%             | 2030-01-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     83128 | NS      | $1937335.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., 1st Lien Term Loan B                                            | CUSIP: 88632NBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5958740 | PA      | $5978880.67   | 0.06%             | 2031-03-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153568.80    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2019-2A, Class A1RR                                              | CUSIP: 05875MAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4021395 | PA      | $4029794.09   | 0.04%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5216000 | PA      | $5322600.12   | 0.05%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                           | Wienerberger AG                                                                             | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |      8346 | NS      | $279778.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    337000 | PA      | $309975.81    | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    818000 | PA      | $842713.42    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | 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        |   1006200 | PA      | $952899.17    | 0.01%             | 2064-12-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                                      | CNT Holdings I Corp., 1st Lien Term Loan                                                    | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   2418814 | PA      | $2421982.31   | 0.02%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 1st Lien Term Loan                                            | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   3757670 | PA      | $3759097.59   | 0.04%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                                              | Tokyu Fudosan Holdings Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    211400 | NS      | $1490720.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9038297.70   | 0.09%             | 2037-04-20      | Floating      | 5.98%                 | 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        |    795000 | PA      | $789490.65    | 0.01%             | 2029-01-31      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| RR 14 Ltd.                                                                | RR 14 Ltd., Series 2021-14A, Class A1                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502944.20   | 0.01%             | 2036-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    436000 | PA      | $452049.60    | 0.00%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     32067 | NS      | $3059525.88   | 0.03%             | 2025-09-08      | Fixed         | 9.24%                 | 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        |   1104000 | PA      | $1277679.42   | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                          | ITT Holdings LLC                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1071572.40   | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                      | Howard Midstream Energy Partners LLC                                                        | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228000 | PA      | $237733.32    | 0.00%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |   1033230 | PA      | $896722.34    | 0.01%             | 2029-09-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                              | CUSIP: 17737EAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80147 | PA      | $80146.95     | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352239.96    | 0.00%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                                | Regatta XXIII Funding Ltd., Series 2021-4A, Class C                                         | CUSIP: 75889FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004645.20   | 0.03%             | 2035-01-20      | Floating      | 6.64%                 | 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        |  18059206 | PA      | $18119801.54  | 0.17%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207254.79    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    551000 | PA      | $654851.34    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1455000 | PA      | $1484152.19   | 0.01%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    130000 | PA      | $1444.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    457135 | PA      | $411421.50    | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | 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      | $-180970.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                               | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106922.24    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                         | LCPR Senior Secured Financing DAC                                                           | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $514225.00    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                                | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6021637.80   | 0.06%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                                                      | Flatiron CLO 28 Ltd., Series 2024-1A, Class B                                               | CUSIP: 33884EAG6<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000956.20   | 0.02%             | 2036-07-15      | Floating      | 5.97%                 | 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        |   5638474 | PA      | $5596294.99   | 0.05%             | 2036-02-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |    300000 | PA      | $346161.85    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                       | Big River Steel LLC                                                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1670782.60   | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2015-1A, Class CRR                                                | CUSIP: 12548MBH7<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003654.50   | 0.01%             | 2031-01-22      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                               | TransMontaigne Partners LLC                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66901.63     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    119810 | NS      | $5188971.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13 | NC      | $-32582.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     29081 | NS      | $4042283.04   | 0.04%             | 2025-09-02      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                        | Morgan Stanley Mortgage Loan Trust, Series 2007-1XS, Class 2A3                              | CUSIP: 61752JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569735 | PA      | $120505.70    | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     31981 | NS      | $3616885.19   | 0.03%             | 2025-09-12      | Fixed         | 13.92%                | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B9                                                      | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   4495165 | PA      | $4497323.10   | 0.04%             | 2031-06-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                                          | NCL Finance Ltd.                                                                            | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    778000 | PA      | $787393.57    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | 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        |  15300000 | PA      | $15711707.70  | 0.15%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                             | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251399.13    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2022-1A, Class C                                       | CUSIP: 05684UAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7010418.10   | 0.07%             | 2035-04-18      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156341.30    | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    637000 | PA      | $667091.96    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $21472.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2627000 | PA      | $2651974.36   | 0.03%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2543000 | PA      | $2614331.15   | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    703000 | PA      | $702470.02    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   2140000 | PA      | $75373.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    735000 | PA      | $806685.29    | 0.01%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                     | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |     86473 | NS      | $1316844.31   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                    | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                           | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975000 | PA      | $2649600.45   | 0.03%             | 2036-07-25      | Floating      | 5.67%                 | 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        |   1277000 | PA      | $1275153.97   | 0.01%             | 2038-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| OLA Netherlands BV                                                        | OLA Netherlands BV, 1st Lien Term Loan                                                      | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   1240503 | PA      | $1231199.65   | 0.01%             | 2026-12-15      | Variable      | 10.71%                | No            |                  3 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    812000 | PA      | $832148.16    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72226.70     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | 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        |  13561935 | PA      | $13641413.54  | 0.13%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                 | Link REIT                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |    562700 | NS      | $3135226.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                          | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $346786.48    | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5014989.50   | 0.05%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp., 1st Lien Term Loan B2                                                       | CUSIP: 45173JAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2835014 | PA      | $2839266.18   | 0.03%             | 2029-07-02      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                           | Prime Healthcare Services, Inc.                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124218.75    | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | 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      | $164347.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                            | Fidelity Grand Harbour CLO DAC, Series 2023-2X, Class D                                     | CUSIP: N/A<br>LEI: 635400COQCCT8USC2N26       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $343470.75    | 0.00%             | 2038-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    206000 | PA      | $1566.55      | 0.00%             |  |  |  | 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        |    530000 | PA      | $604836.00    | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | 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        |    358000 | PA      | $401822.01    | 0.00%             | 2030-02-15      | Fixed         | 5.88%                 | 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        |    811881 | PA      | $805520.25    | 0.01%             | 2070-05-25      | Variable      | 6.86%                 | 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        |    635000 | PA      | $647608.49    | 0.01%             | 2029-07-01      | 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      | $2015.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2021-6A, Class A                                                  | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601124.28    | 0.01%             | 2034-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    287000 | PA      | $290673.89    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B2                                 | CUSIP: 10569NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989885.30    | 0.01%             | 2064-11-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |   1433000 | PA      | $1840725.96   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                                           | CK Infrastructure Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    330500 | NS      | $2327708.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TalkTalk Telecom Group Ltd.                                               | TalkTalk Telecom Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800WF53FVDRRHRF44       | Long             | DBT              | CORP              | GB        |    629120 | PA      | $582714.12    | 0.01%             | 2027-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance, Inc.                                        | Anheuser-Busch InBev Finance, Inc.                                                          | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    156000 | PA      | $151266.82    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    162000 | PA      | $-1610.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B                      | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2994817 | PA      | $3000447.45   | 0.03%             | 2031-01-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| AGL CLO 9 Ltd.                                                            | AGL CLO 9 Ltd., Series 2020-9A, Class BR                                                    | CUSIP: 001207AU3<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005492.40   | 0.01%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                          | Global Aircraft Leasing Co. Ltd.                                                            | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    418000 | PA      | $430540.00    | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH, Series DM3N                                                            | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    879000 | PA      | $770979.69    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394773.23    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                             | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    539199 | PA      | $235225.49    | 0.00%             | 2028-07-27      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                 | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1885750.00   | 0.02%             | 2036-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                     | Utz Quality Foods LLC, 1st Lien Term Loan B                                                 | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3044616 | PA      | $3044616.38   | 0.03%             | 2032-01-29      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     73117 | NS      | $14101344.62  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62139.36     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5766443.35   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                                  | Regatta XIX Funding Ltd., Series 2022-1A, Class B                                           | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002687.70   | 0.01%             | 2035-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    216000 | PA      | $223445.95    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                             | Goodman Group                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    247237 | NS      | $5527841.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $164759.07    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    652000 | PA      | $683127.13    | 0.01%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, Delayed Draw 1st Lien Term Loan                            | CUSIP: 00076VBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1720688 | PA      | $1713701.51   | 0.02%             | 2032-02-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc.                                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    248000 | PA      | $245554.30    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    392000 | PA      | $376126.23    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XL Ltd.                                                        | Apidos CLO XL Ltd., Series 2022-40A, Class AR                                               | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10023996.00  | 0.10%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                       | Clean Harbors, Inc., 1st Lien Term Loan                                                     | CUSIP: 18449EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1660194 | PA      | $1670570.08   | 0.02%             | 2028-10-10      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133234.95    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |   1725000 | PA      | $1887905.64   | 0.02%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    370000 | PA      | $392773.57    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     33961 | NS      | $5744541.41   | 0.06%             | 2025-09-04      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-2A, Class B1                                                | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503457.50   | 0.01%             | 2034-10-25      | Floating      | 6.33%                 | No            |                  2 | 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        |   7532000 | PA      | $7567002.71   | 0.07%             | 2025-12-09      | Variable      | 7.34%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1075817 | PA      | $1082788.58   | 0.01%             | 2028-11-22      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    770000 | PA      | $825475.91    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    716000 | PA      | $734573.04    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                    | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253979.99    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    351729 | NS      | $12674944.15  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                          | Modena Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    848025 | PA      | $830606.89    | 0.01%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                         | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2179318.75   | 0.02%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130044.28    | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7535 | NS      | $3523508.13   | 0.03%             | 2025-09-04      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                     | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-MN1A, Class A1           | CUSIP: 863613AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267855 | PA      | $717043.88    | 0.01%             | 2037-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $715333.04    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2371 | NS      | $871627.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                               | HA Sustainable Infrastructure Capital, Inc.                                                 | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195197.38    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1970825.10   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56811.79     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     52555 | NS      | $1040589.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132210.63    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1551134.45   | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A1R1                                               | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16500000 | PA      | $16533000.00  | 0.16%             | 2035-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |   1357000 | PA      | $1353870.89   | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                           | Boyne USA, Inc.                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $390530.49    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |   3273000 | PA      | $3781089.92   | 0.04%             | 2030-04-22      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1301000 | PA      | $1368652.00   | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTa                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     17300 | NS      | $1816296.27   | 0.02%             | 2025-08-04      | Fixed         | 12.85%                | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                             | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     24033 | NS      | $712700.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                               | RFMSI Trust, Series 2007-S7, Class A20                                                      | CUSIP: 76200RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29146 | PA      | $23380.24     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Construction Partners, Inc.                                               | Construction Partners, Inc., 1st Lien Term Loan                                             | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    599985 | PA      | $602234.94    | 0.01%             | 2031-11-03      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $889381.31    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class CR                                        | CUSIP: 83012KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.01%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1724000 | PA      | $1771410.00   | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | 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        |   3162935 | PA      | $3168881.32   | 0.03%             | 2030-11-08      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-WL3, Class 2A4                                  | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1169862 | PA      | $1071669.66   | 0.01%             | 2036-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG, Series NC5                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122168.87    | 0.00%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                                     | Plains GP Holdings LP, Class A                                                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |    118840 | NS      | $2329264.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcline FM Holdings LLC                                                   | Arcline FM Holdings LLC, 1st Lien Term Loan                                                 | CUSIP: 03960DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1505000 | PA      | $1513473.15   | 0.01%             | 2030-06-24      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                          | Magnolia Oil & Gas Operating LLC                                                            | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156614.48    | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                                       | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2206529.60   | 0.02%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                         | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                       | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |   2040655 | PA      | $2033002.91   | 0.02%             | 2031-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F475<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |    179934 | NS      | $6481640.78   | 0.06%             | 2025-08-06      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    471000 | PA      | $470717.58    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                          | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |   1109000 | PA      | $1316355.39   | 0.01%             | 2030-01-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Xxiv CLO Ltd.                                                      | Galaxy XXIV CLO Ltd., Series 2017-24A, Class CR                                             | CUSIP: 36321BAL5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754646.55    | 0.01%             | 2037-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200089.30    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                                | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1831143.02   | 0.02%             | 2041-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                          | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $11352.20     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                     | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140426 | PA      | $2295778.12   | 0.02%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     12778 | NS      | $1020496.01   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV, NYRS                                                                 | CUSIP: 861012102<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     84855 | NS      | $2157862.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    384000 | PA      | $-3543.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                                      | WOM Chile Holdco SpA                                                                        | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    827546 | PA      | $813099.52    | 0.01%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class 1A       | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2687366 | PA      | $2149150.57   | 0.02%             | 2046-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $1015714.76   | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   1500000 | PA      | $376596.00    | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                                     | Belron UK Finance plc                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1163000 | PA      | $1173914.76   | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5644000 | PA      | $5734997.48   | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                                 | New Fortress Energy, Inc., 1st Lien Term Loan                                               | CUSIP: 64439HAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    374294 | PA      | $170771.66    | 0.00%             | 2028-10-30      | Variable      | 9.81%                 | 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        |   4787000 | PA      | $4640824.17   | 0.04%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    283000 | PA      | $336950.21    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                         | Fidelity National Financial, Inc., Class A                                                  | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     76853 | NS      | $4336814.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                         | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    103000 | PA      | $95847.68     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510113.23    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    776000 | PA      | $786469.02    | 0.01%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                                   | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143769.45    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings, LLC                                       | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    410000 | PA      | $411025.00    | 0.00%             | 2032-06-16      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                                             | Alpha Bank SA                                                                               | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    462000 | PA      | $571748.81    | 0.01%             | 2030-06-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    613000 | PA      | $711760.22    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     30595 | NS      | $4696058.32   | 0.05%             | 2025-09-12      | Fixed         | 12.94%                | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    274213 | NS      | $24616307.01  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     10900 | NS      | $3060522.87   | 0.03%             | 2025-08-11      | Fixed         | 27.14%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    402000 | PA      | $357857.72    | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                        | Oversea-Chinese Banking Corp. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    480800 | NS      | $6230767.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAA2<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    411000 | PA      | $421020.18    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XX                                                             | Apidos CLO XX, Series 2015-20A, Class BRR                                                   | CUSIP: 03765LAV4<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756305.60   | 0.02%             | 2031-07-16      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                     | PG Polaris BidCo SARL, 1st Lien Term Loan                                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |   1093505 | PA      | $1096238.76   | 0.01%             | 2031-03-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan A                                                  | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499118 | PA      | $505890.91    | 0.00%             | 2028-08-31      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                        | Central Parent LLC                                                                          | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $165420.53    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      5524 | NS      | $3647441.96   | 0.04%             |  |  |  | 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      | $6492.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 7A2                                    | CUSIP: 007036QT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201373 | PA      | $199177.06    | 0.00%             | 2035-11-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599185.41    | 0.01%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-3A, Class A                                             | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7518265.50   | 0.07%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO Ltd.                                                      | Carlyle C17 CLO Ltd., Series C17A, Class BR                                                 | CUSIP: 14307PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003171.70   | 0.01%             | 2031-04-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    611000 | PA      | $725942.93    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                       | Republic of Armenia                                                                         | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    519000 | PA      | $507971.25    | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA, 1st Lien Term Loan B14                                                    | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   3120011 | PA      | $2897709.88   | 0.03%             | 2028-08-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                          | Medical Solutions Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    983872 | PA      | $534567.35    | 0.01%             | 2028-11-01      | Variable      | 7.81%                 | 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        |   9400000 | PA      | $9540137.08   | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     46105 | NS      | $10634118.25  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                                                             | Brambles Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    190069 | NS      | $2907951.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    404000 | PA      | $379244.79    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                    | Dycom Industries, Inc.                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    318000 | PA      | $308233.81    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                               | Ciena Corp., 1st Lien Term Loan                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |   2109205 | PA      | $2115469.34   | 0.02%             | 2030-10-24      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Taurus Law130 Securities SRL                                              | Taurus Law 130 Securities SRL                                                               | CUSIP: N/A<br>LEI: 81560076C5625D0D0238       | Long             | DBT              | CORP              | IT        |   4644259 | PA      | $5261494.85   | 0.05%             | 2027-08-22      | Variable      | 5.77%                 | Yes           |                  3 | On Loan: No      |
| HalseyPoint CLO 5 Ltd.                                                    | HalseyPoint CLO 5 Ltd., Series 2021-5A, Class B                                             | CUSIP: 406371AC8<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3518929.40   | 0.03%             | 2035-01-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $913680.51    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Republic of Latvia                                                        | Latvia Government Bond                                                                      | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |   1209000 | PA      | $1215927.57   | 0.01%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1740000 | PA      | $1561408.28   | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                            | Sumitomo Corp.                                                                              | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |    150200 | NS      | $3839078.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    442000 | PA      | $442210.83    | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $5741.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    308000 | PA      | $311093.53    | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR2                                        | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006000.00   | 0.02%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     48087 | NS      | $5977330.31   | 0.06%             | 2025-08-21      | Fixed         | 11.80%                | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     92242 | NS      | $19146671.94  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator US Newco, Inc.                                                | TK Elevator US Newco, Inc.                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2500764.08   | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                                              | ResMed, Inc.                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     19480 | NS      | $5297391.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                             | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129959.50    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                  | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR3                         | CUSIP: 38136FBY8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9487558.80   | 0.09%             | 2034-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc., 1st Lien Term Loan B6                                                | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110523 | PA      | $110983.50    | 0.00%             | 2027-11-08      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    198345 | NS      | $5179849.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    828000 | PA      | $16990.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                          | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197008.16    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     17801 | NS      | $1104359.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                        | Cinemark USA, Inc.                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85704.56     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1675659.32   | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp., 1st Lien Term Loan                                                 | CUSIP: 19933MAQ6<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    691428 | PA      | $691427.84    | 0.01%             | 2028-05-15      | Variable      | 6.80%                 | No            |                  3 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    472000 | PA      | $499302.37    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | 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        |    622000 | PA      | $646840.19    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6313000 | PA      | $6325615.20   | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     26420 | NS      | $13625586.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    113656 | NS      | $6089387.91   | 0.06%             |  |  |  | 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        |   1897000 | PA      | $2191308.78   | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    927000 | PA      | $947872.77    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ICON plc                                                                  | ICON plc                                                                                    | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      7860 | NS      | $1329833.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $953609.60    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | 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        |   2814000 | PA      | $2055291.85   | 0.02%             | 2036-10-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    712000 | PA      | $724680.72    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    147000 | PA      | $1578.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                                     | DENTSPLY SIRONA, Inc.                                                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448649.89    | 0.00%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    657000 | PA      | $628535.02    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc., 1st Lien Term Loan B3                                              | CUSIP: 52729KAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4769000 | PA      | $4804767.50   | 0.05%             | 2032-03-29      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      9594 | NS      | $1005259.32   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2165031.05   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $350230.38    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                        | Levi Strauss & Co.                                                                          | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |    362000 | PA      | $420160.18    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F442<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     85352 | NS      | $7317568.00   | 0.07%             | 2025-08-06      | Fixed         | 29.13%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |   1164000 | PA      | $1392759.34   | 0.01%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2022-1A, Class C                                             | CUSIP: 69689QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3505458.60   | 0.03%             | 2035-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204704 | PA      | $1198680.74   | 0.01%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2553617 | PA      | $2537656.42   | 0.02%             | 2029-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |   1226000 | PA      | $1520941.06   | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | 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      | $-1094.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series U                                                   | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    357000 | PA      | $349287.73    | 0.00%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XII Ltd.                                           | Atlas Senior Loan Fund XII Ltd., Series 2018-12A, Class A1                                  | CUSIP: 04942UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    328170 | PA      | $328638.06    | 0.00%             | 2031-10-24      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                  | Cox Communications, Inc.                                                                    | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3240723.92   | 0.03%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                            | Structured Adjustable Rate Mortgage Loan Trust, Series 2007-3, Class 3A1                    | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180361 | PA      | $67444.91     | 0.00%             | 2047-04-25      | Variable      | 4.83%                 | 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        |   4521381 | PA      | $4543987.63   | 0.04%             | 2030-04-30      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XIX Ltd.                                                    | Battalion CLO XIX Ltd., Series 2021-19A, Class C                                            | CUSIP: 07133VAE6<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004571.40   | 0.03%             | 2034-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $15375.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                                               | Minerals Technologies, Inc.                                                                 | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    720000 | PA      | $708789.60    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1806422.40   | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    355000 | PA      | $324069.31    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                               | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    704000 | PA      | $791353.73    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                        | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    188007 | NS      | $13359777.42  | 0.13%             |  |  |  | No            |                  1 | 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        |  10600000 | PA      | $10600000.00  | 0.10%             | 2025-12-09      | Variable      | 7.15%                 | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 1st Lien Term Loan                                                          | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2557551 | PA      | $2446451.17   | 0.02%             | 2028-10-09      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    483000 | PA      | $497673.54    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2015-10A, Class CR3                                                    | CUSIP: 67092DBK4<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3710167.23   | 0.04%             | 2038-01-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                                   | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    311000 | PA      | $309972.70    | 0.00%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | Komatsu Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |    125000 | NS      | $4027237.65   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                                   | Kobe U.S. Midco 2, Inc.                                                                     | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561469 | PA      | $502514.76    | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    179000 | PA      | $163372.54    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series 6                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1202400.00   | 0.01%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series GG                                                                  | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3524707.50   | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series E10d                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     29900 | NS      | $3209027.57   | 0.03%             | 2025-09-11      | Fixed         | 21.08%                | No            |                  2 | On Loan: No      |
| eG Global Finance plc                                                     | eG Global Finance plc                                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    612000 | PA      | $676203.70    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A22                                         | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1706061 | PA      | $718214.93    | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                       | Klabin Austria GmbH                                                                         | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    665000 | PA      | $589755.25    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     19634 | NS      | $4355606.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                       | Trans-Allegheny Interstate Line Co.                                                         | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1863919.28   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan                                                 | CUSIP: G4712JAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3607031 | PA      | $3610241.18   | 0.03%             | 2031-02-18      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class BR                                        | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.03%             | 2038-07-17      | Floating      | 0.00%                 | 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        |   2433000 | PA      | $30412.50     | 0.00%             | 2035-10-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    216000 | PA      | $193274.51    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    182671 | PA      | $31914.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |      4999 | NS      | $1179662.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                        | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    228000 | PA      | $241451.38    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118634.59    | 0.00%             | 2028-12-15      | 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        |    224000 | PA      | $222272.92    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO 5 Ltd.                                                       | Generate CLO 5 Ltd., Series 5A, Class BR                                                    | CUSIP: 37148XAE2<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506331.65   | 0.01%             | 2037-07-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                     | Sun Communities, Inc.                                                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     57483 | NS      | $7129616.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2576000 | PA      | $2656846.21   | 0.03%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1008472 | PA      | $1010368.43   | 0.01%             | 2032-01-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    108000 | PA      | $97500.70     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan C                                                 | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    168585 | PA      | $168753.75    | 0.00%             | 2028-11-30      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Opal LLC                                                                  | Opal LLC, Facility 1st Lien Term Loan B2                                                    | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2875000 | PA      | $2884717.50   | 0.03%             | 2032-04-23      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                           | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5997996.00   | 0.06%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates, Inc.                                             | Jack Henry & Associates, Inc.                                                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     39389 | NS      | $6688843.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5573387.11   | 0.05%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whitbread plc                                                             | Whitbread plc                                                                               | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |     24821 | NS      | $997080.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                | Elanco Animal Health, Inc., 1st Lien Term Loan                                              | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1597080 | PA      | $1595307.63   | 0.02%             | 2027-08-02      | Variable      | 6.18%                 | 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        |    928000 | PA      | $1276267.87   | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-31384.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                                                | FDJ United                                                                                  | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     14603 | NS      | $455494.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    178000 | PA      | $198832.69    | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                 | Madison Safety & Flow LLC, 1st Lien Term Loan                                               | CUSIP: 55822DAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000704 | PA      | $1004666.46   | 0.01%             | 2031-09-26      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                        | DISH Network Corp.                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $3006640.17   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                                       | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class CR                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2255525.33   | 0.02%             | 2030-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |    714000 | PA      | $832871.99    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                                     | Sonic Healthcare Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     64137 | NS      | $1132585.88   | 0.01%             |  |  |  | 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        |  19060788 | PA      | $519722.88    | 0.00%             | 2065-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132437.46    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                                          | Tele Columbus AG                                                                            | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |   1875641 | PA      | $1456597.67   | 0.01%             | 2029-01-01      | Variable      | 10.00%                | 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        |   1321000 | PA      | $1560288.58   | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                                       | Interpump Group SpA                                                                         | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |     16511 | NS      | $677417.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B3                                                              | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $256755.85    | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| DBGS                                                                      | DBGS, Series 2024-SBL, Class A                                                              | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12511718.75  | 0.12%             | 2034-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                                   | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5019673.00   | 0.05%             | 2037-04-15      | Floating      | 5.95%                 | 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        |   1024874 | PA      | $457605.78    | 0.00%             | 2035-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                                      | DS Admiral Bidco LLC, 1st Lien Term Loan                                                    | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    993420 | PA      | $991562.08    | 0.01%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                                     | Wharf Real Estate Investment Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |    886000 | NS      | $2812884.71   | 0.03%             |  |  |  | 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        |  10000000 | PA      | $10000000.00  | 0.10%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     38200 | NS      | $1140560.02   | 0.01%             | 2025-08-04      | Fixed         | 28.20%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                                    | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726079 | PA      | $1666700.40   | 0.02%             | 2035-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4378134.10   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35393.79     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series EMSM                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |      4608 | NS      | $1765532.19   | 0.02%             | 2025-08-07      | Fixed         | 45.53%                | 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        |   1136429 | PA      | $1139899.70   | 0.01%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XB                     | CUSIP: 63874EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27000000 | PA      | $24667.20     | 0.00%             | 2037-04-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   2097017 | PA      | $2083910.27   | 0.02%             | 2028-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp.                                                     | Associated Banc-Corp.                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2882361.05   | 0.03%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    895000 | PA      | $899392.28    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | 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        |   1799539 | PA      | $1799863.13   | 0.02%             | 2031-06-02      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                        | CA Magnum Holdings                                                                          | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   1366000 | PA      | $1355242.75   | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    739000 | PA      | $740981.13    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                       | IBM International Capital Pte. Ltd.                                                         | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    166000 | PA      | $165031.23    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    352000 | PA      | $341479.14    | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    178000 | PA      | $165579.29    | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | 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        |    891000 | PA      | $818076.51    | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc.                                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    454000 | PA      | $444708.81    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2006-7, Class T2A3                                    | CUSIP: 05951KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226748 | PA      | $204753.74    | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    605000 | PA      | $637821.25    | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                      | Consumers Energy Co.                                                                        | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    751000 | PA      | $757770.10    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                       | BlackRock Cash Funds: Institutional, SL Agency Shares                                       | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        | 265923509 | NS      | $266029878.33 | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                     | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                           | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002988.60   | 0.01%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    808000 | PA      | $825025.92    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    478000 | PA      | $492309.89    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    188000 | PA      | $202623.85    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1325769.20   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     46631 | NS      | $10999320.28  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96765.80     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1196639.19   | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA4, Class A1                                           | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2547434 | PA      | $2274601.78   | 0.02%             | 2047-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 6 Ltd.                                               | Diameter Capital CLO 6 Ltd., Series 2024-6A, Class A1                                       | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018884.00   | 0.05%             | 2037-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Aurubis AG                                                                | Aurubis AG                                                                                  | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |      3819 | NS      | $380924.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      3649 | NS      | $2257048.81   | 0.02%             | 2025-09-08      | Fixed         | 14.79%                | 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        |   2374004 | PA      | $2328992.77   | 0.02%             | 2028-10-02      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco, Inc.                                                      | Galaxy US Opco, Inc., 1st Lien Term Loan                                                    | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812186 | PA      | $742281.49    | 0.01%             | 2030-07-31      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |   2722000 | PA      | $3339980.58   | 0.03%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131133.86    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                                 | Elisa OYJ                                                                                   | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     19963 | NS      | $1027150.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc.                                                                     | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    569000 | PA      | $575559.43    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    229000 | PA      | $229858.75    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |   1659000 | PA      | $1976976.75   | 0.02%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp.                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    572000 | PA      | $530352.17    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1579766.00   | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series 000f                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     17773 | NS      | $8376056.40   | 0.08%             | 2025-09-08      | Fixed         | 19.42%                | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                | Carpenter Technology Corp.                                                                  | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345683.49    | 0.00%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   3852000 | PA      | $5063030.74   | 0.05%             | 2027-06-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8310000 | PA      | $8518925.03   | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    249000 | PA      | $221373.67    | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                                            | Brookfield Property REIT, Inc.                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $688687.50    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan                                                               | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3601064 | PA      | $3593177.62   | 0.03%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2864299.86   | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | 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        |   1726390 | PA      | $918905.03    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc.           | Amynta Agency Borrower, Inc. and Amynta Warranty Borrower, Inc.                             | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516000 | PA      | $517513.93    | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15101 | NC      | $10977201.42  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184754.20    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                 | Achmea BV                                                                                   | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |    754000 | PA      | $853666.50    | 0.01%             | 2029-03-24      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $485861.93    | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    733000 | PA      | $714726.09    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $316625.90    | 0.00%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                          | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1509000 | PA      | $1507234.47   | 0.01%             | 2031-05-19      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211584.44    | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    566000 | PA      | $661259.78    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    425000 | PA      | $578469.26    | 0.01%             | 2031-12-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1773896.85   | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                                                | DigiCo Infrastructure REIT                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    424896 | NS      | $894012.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    388000 | PA      | $392046.25    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1089862.13   | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    595000 | PA      | $601247.50    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    708000 | PA      | $723520.85    | 0.01%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    571000 | PA      | $494047.85    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| European TopSoho SARL                                                     | European TopSoho SARL, Series SMCP                                                          | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1045671.57   | 0.01%             | 2024-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan B                                                  | CUSIP: 30233PAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    889031 | PA      | $699374.00    | 0.01%             | 2028-11-30      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    311795 | PA      | $55859.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                               | Merlin Properties Socimi SA                                                                 | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |    315933 | NS      | $4374425.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     70000 | NS      | $12350800.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    192000 | PA      | $-2554.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                   | Windstream Services LLC                                                                     | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   3071000 | PA      | $3214999.19   | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80583.91     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | 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        |   1759000 | PA      | $2411372.71   | 0.02%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                        | Primo Brands Corp., 1st Lien Term Loan                                                      | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600923 | PA      | $1603868.49   | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $174730.00    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    228000 | PA      | $206031.29    | 0.00%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $805276.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                             | Coloplast A/S, Class B                                                                      | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |     17682 | NS      | $1614933.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388166.84    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    208000 | PA      | $195562.17    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     26361 | NS      | $9405218.15   | 0.09%             | 2025-09-15      | Fixed         | 13.91%                | 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        |    581000 | PA      | $647032.21    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    206000 | PA      | $2086.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc.                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1562874.64   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | 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        |   3000000 | PA      | $3005994.30   | 0.03%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                   | Kodiak Gas Services LLC                                                                     | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    855000 | PA      | $875640.56    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2024-4A, Class C                                             | CUSIP: 69703WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001179.20   | 0.01%             | 2038-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1935720.64   | 0.02%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class B                            | CUSIP: 94989VAJ8<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1584341.44   | 0.02%             | 2057-09-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| OQ Chemicals International Holding GmbH                                   | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1589321 | PA      | $1482041.45   | 0.01%             | 2031-04-08      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                        | Digicel International Finance Ltd.                                                          | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1460551.10   | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     14844 | NS      | $8408680.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                                         | Zelis Cost Management Buyer, Inc., 1st Lien Term Loan B2                                    | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806830 | PA      | $803505.44    | 0.01%             | 2029-09-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    239000 | PA      | $241386.65    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2806196.59   | 0.03%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   3145000 | PA      | $2818719.46   | 0.03%             | 2031-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   2706000 | PA      | $3639613.27   | 0.03%             | 2030-12-20      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2013839.42   | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                                 | Blue Owl Capital Corp. II                                                                   | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    208000 | PA      | $215322.49    | 0.00%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3381000 | PA      | $3386321.69   | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                             | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                                   | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3924097 | PA      | $3920101.52   | 0.04%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    281000 | PA      | $324577.64    | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    913000 | PA      | $924571.36    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1134572.88   | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., Delayed Draw 1st Lien Term Loan B                    | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     47709 | PA      | $47664.30     | 0.00%             | 2032-04-01      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    488000 | PA      | $482481.27    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1446368.62   | 0.01%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Rexel SA                                                                  | Rexel SA                                                                                    | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |     19272 | NS      | $582485.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    333000 | PA      | $249836.58    | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    800000 | PA      | $32313.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                               | Midcontinent Communications                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    599000 | PA      | $632036.05    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    618000 | PA      | $620472.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | Walmart, Inc., Series CD2r                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |    136978 | NS      | $13308909.94  | 0.13%             | 2025-08-21      | Fixed         | 13.24%                | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1349710.34   | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                             | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |      7745 | NS      | $486397.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495223.15    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4414000 | PA      | $4564505.92   | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     22449 | NS      | $2046861.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2341616.12   | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2017-1A, Class CR                                           | CUSIP: 13876GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018377.00   | 0.05%             | 2030-07-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    699000 | PA      | $728432.79    | 0.01%             | 2028-05-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1520000 | PA      | $1311957.60   | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                                               | OHA Credit Partners XI Ltd., Series 2015-11A, Class B1R2                                    | CUSIP: 67109FAY1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756803.83   | 0.02%             | 2037-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                                       | Mattamy Group Corp.                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    502000 | PA      | $481598.47    | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191372.28    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | 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        |    849006 | PA      | $791448.02    | 0.01%             | 2036-03-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                        | Elevation CLO Ltd., Series 2017-8A, Class C                                                 | CUSIP: 28622VAG5<br>LEI: 549300OBPZDY731NEI33 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010215.60   | 0.03%             | 2030-10-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |   1053000 | PA      | $1243949.45   | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1816790.40   | 0.02%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2537413.05   | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class B                                             | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7006900.60   | 0.07%             | 2035-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                     | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |    234000 | PA      | $248298.58    | 0.00%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    710000 | PA      | $560900.00    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     43605 | NS      | $2869547.31   | 0.03%             | 2025-09-02      | Fixed         | 30.14%                | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV, Series JUL                                                                        | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |    485000 | PA      | $563517.92    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    218000 | PA      | $1814.06      | 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      | $4261.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2631461.80   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | 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        |    271933 | PA      | $272393.04    | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2013-1A, Class B3R                                             | CUSIP: 27830BBS2<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500000.00   | 0.03%             | 2034-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |   1308000 | PA      | $1516488.21   | 0.01%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    278826 | NS      | $3885886.70   | 0.04%             | 2025-08-07      | Fixed         | 34.10%                | 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        |    778000 | NS      | $29952445.68  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    253000 | PA      | $257048.00    | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                       | Ascent Resources Utica Holdings LLC                                                         | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    179000 | PA      | $217366.86    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                                           | Herschend Entertainment Co. LLC, 1st Lien Term Loan                                         | CUSIP: 42778EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1431000 | PA      | $1441732.50   | 0.01%             | 2032-05-27      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    781000 | PA      | $737280.99    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                                       | Bausch & Lomb, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |    544000 | PA      | $625985.88    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                                     | Viavi Solutions, Inc.                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    174000 | PA      | $160914.16    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | 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        |   1753621 | PA      | $1683475.77   | 0.02%             | 2027-11-24      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1480749.20   | 0.01%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1126780.45   | 0.01%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F574<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     37017 | NS      | $4527526.79   | 0.04%             | 2025-08-04      | Fixed         | 23.24%                | No            |                  2 | On Loan: No      |
| Opmobility                                                                | Opmobility                                                                                  | CUSIP: N/A<br>LEI: 9695001VLC2KYXX0DW73       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231035.94    | 0.00%             | 2031-02-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc.                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1472576.82   | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co., Series A                                                                  | CUSIP: 250847EB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $127267.05    | 0.00%             | 2036-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F483<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     31004 | NS      | $4090148.40   | 0.04%             | 2025-08-06      | Fixed         | 22.08%                | 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        |    570000 | PA      | $654197.35    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                | Snap, Inc.                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1728741.79   | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                            | BE Semiconductor Industries NV                                                              | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     11051 | NS      | $1493121.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                   | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     81502 | NS      | $5963565.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    342000 | PA      | $360148.35    | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D209<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     28683 | NS      | $3697378.07   | 0.04%             | 2025-08-29      | Fixed         | 32.40%                | 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        |   2989975 | PA      | $2996433.35   | 0.03%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                     | Yamaha Motor Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |    130500 | NS      | $943883.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                                                | EastGroup Properties, Inc.                                                                  | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     35332 | NS      | $5767595.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1945000 | PA      | $1833357.00   | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    883000 | PA      | $765913.27    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                                         | Motion Finco SARL                                                                           | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | DBT              | CORP              | LU        |   1285000 | PA      | $1389206.30   | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2011-4R, Class 1A2                                                       | CUSIP: 12645KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2671397 | PA      | $2188163.92   | 0.02%             | 2037-09-27      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    282000 | PA      | $247466.28    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                               | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    151357 | NS      | $7229881.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    472000 | PA      | $459017.50    | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                            | Cloudera, Inc., 2nd Lien Term Loan                                                          | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    887000 | PA      | $773357.56    | 0.01%             | 2029-10-10      | Variable      | 10.46%                | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                                            | Lasertec Corp.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11000 | NS      | $1108236.24   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    244000 | PA      | $237940.66    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260596.69    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $208751.60    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |     26046 | NS      | $684045.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1091672.99   | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     72800 | NS      | $6520426.65   | 0.06%             | 2025-08-28      | Fixed         | 19.01%                | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                                    | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315063.26    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                                      | Middleby Corp. (The)                                                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     27890 | NS      | $4049628.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                                      | Meritage Homes Corp.                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    634000 | PA      | $626855.27    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                      | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4794698 | PA      | $4786239.63   | 0.05%             | 2033-02-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1668946.05   | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | 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        |   1400000 | PA      | $240054.22    | 0.00%             | 2038-07-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     10990 | NS      | $1260741.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    832000 | PA      | $885159.99    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $211546.89    | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5100 | NS      | $837349.74    | 0.01%             | 2025-08-25      | Fixed         | 27.20%                | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DIRECTV Financing LLC                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $691457.57    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-29.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0O1                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     16382 | NS      | $1764244.00   | 0.02%             | 2025-08-29      | Fixed         | 16.36%                | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: 549300SKVB18YSSIDT75       | Long             | LON              | CORP              | US        |    987040 | PA      | $988895.64    | 0.01%             | 2031-10-21      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     35800 | NS      | $2603172.51   | 0.03%             | 2025-08-07      | Fixed         | 22.58%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    399000 | PA      | $349035.23    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $983920.18    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    374000 | PA      | $2710.86      | 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      | $15063.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F566<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     13273 | NS      | $3115719.52   | 0.03%             | 2025-08-04      | Fixed         | 12.67%                | 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        |     71889 | PA      | $71834.31     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    562000 | PA      | $520234.81    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                                    | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   6215506 | PA      | $6149497.15   | 0.06%             | 2030-03-15      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2305443.87   | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210887.26    | 0.00%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Generate CLO 4 Ltd.                                                       | Generate CLO 4 Ltd., Series 4A, Class BRR                                                   | CUSIP: 37148BAE0<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2750566.78   | 0.03%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                             | CQP Holdco LP                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1303207.54   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6526000 | PA      | $6418880.67   | 0.06%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                        | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |   2559000 | PA      | $2687799.47   | 0.03%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                                     | UNITE Group plc (The)                                                                       | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |    333267 | NS      | $3285811.88   | 0.03%             |  |  |  | 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        |     87000 | PA      | $89951.13     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                                       | Auckland International Airport Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |   1177158 | NS      | $5221782.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    526000 | PA      | $448335.99    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    521000 | PA      | $523292.40    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |   1502000 | PA      | $2014362.35   | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6868 | NS      | $1070858.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    446000 | PA      | $471260.55    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                          | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |    348416 | NS      | $3371257.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                     | Range Resources Corp.                                                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     15645 | NS      | $574484.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3386630.47   | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   1818000 | PA      | $1177155.00   | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | 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        |   1564000 | PA      | $1513170.00   | 0.01%             | 2034-09-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    569000 | PA      | $584752.84    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                                   | New Mountain CLO 3 Ltd., Series CLO-3A, Class A                                             | CUSIP: 647550AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503591.00   | 0.01%             | 2034-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201081.05    | 0.00%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       203 | NC      | $-348896.64   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   2236000 | PA      | $2331392.23   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                      | Cheniere Corpus Christi Holdings LLC                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    547000 | PA      | $525806.63    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                             | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |     30529 | NS      | $2813552.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    397320 | PA      | $386953.92    | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                                  | Sitio Royalties Operating Partnership LP                                                    | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |    441000 | PA      | $460103.24    | 0.00%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     72841 | NS      | $3681979.86   | 0.04%             | 2025-08-22      | Fixed         | 30.09%                | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                         | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |    529000 | PA      | $553804.81    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F624<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9080 | NS      | $2461678.28   | 0.02%             | 2025-08-06      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                      | Excelerate Energy LP                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    282000 | PA      | $295212.26    | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                             | Veon Midco BV                                                                               | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |    662000 | PA      | $612350.00    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2815281.80   | 0.03%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252662.54    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                   | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532219.46    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1                                  | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567771 | PA      | $536464.46    | 0.01%             | 2035-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                     | Athora Netherlands NV                                                                       | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |   1585000 | PA      | $1882264.88   | 0.02%             | 2031-05-18      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                      | Flutter Financing BV, 1st Lien Term Loan B                                                  | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   5003440 | PA      | $4980925.00   | 0.05%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     39115 | NS      | $6972248.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                            | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999306.00   | 0.02%             | 2038-03-25      | Floating      | 5.51%                 | 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        |    273082 | PA      | $271205.63    | 0.00%             | 2027-12-17      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |   3525000 | PA      | $4053733.19   | 0.04%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC                                                                        | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1402922.38   | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13129000 | PA      | $12952736.35  | 0.12%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2450000 | PA      | $2504943.70   | 0.02%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    644000 | PA      | $679451.39    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |   1396900 | NS      | $14461972.99  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5201.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                                                | Mitsubishi Estate Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    188300 | NS      | $3525432.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210607.99    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    313000 | PA      | $298918.88    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156402.72    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orion OYJ                                                                 | Orion OYJ, Class B                                                                          | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     14906 | NS      | $1193356.58   | 0.01%             |  |  |  | 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        |    295000 | PA      | $303572.70    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $194554.79    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    430000 | PA      | $381462.03    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                       | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    447000 | PA      | $460609.90    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                          | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    369000 | PA      | $374533.16    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | 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        |   1826785 | PA      | $1830785.82   | 0.02%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1167049.90   | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-21, Class 1A1                                  | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130880 | PA      | $56722.90     | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Financial Co. LLC                                          | JPMorgan Chase Financial Co. LLC                                                            | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    530000 | PA      | $628580.00    | 0.01%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $3550146.55   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class CR                                                 | CUSIP: 12562RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004028.40   | 0.02%             | 2040-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                                                 | LKQ Corp.                                                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    123914 | NS      | $3651745.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $832790.70    | 0.01%             | 2030-06-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241857.06    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-6A, Class BR                                                 | CUSIP: 12555XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10034988.00  | 0.10%             | 2037-07-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                                        | Atlas Arteria Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |    248389 | NS      | $820474.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $365365.15    | 0.00%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    341000 | PA      | $318494.00    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    104000 | PA      | $95714.63     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3061896.26   | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                            | HSBC USA, Inc.                                                                              | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3923000 | PA      | $3942273.74   | 0.04%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $337802.74    | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |   4014000 | PA      | $4620171.48   | 0.04%             | 2029-07-04      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    101000 | PA      | $101674.68    | 0.00%             | 2026-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1zzv                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    118433 | NS      | $2933080.70   | 0.03%             | 2025-09-04      | Fixed         | 25.06%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2022-SFR3, Class F                                       | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496482.60    | 0.00%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Dayforce, Inc.                                                            | Dayforce, Inc., 1st Lien Term Loan B                                                        | CUSIP: 23958CAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3499135 | PA      | $3507883.22   | 0.03%             | 2031-03-01      | Variable      | 6.31%                 | No            |                  3 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                              | Amynta Agency Borrower, Inc., 1st Lien Term Loan                                            | CUSIP: 57810JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3508486 | PA      | $3509363.46   | 0.03%             | 2031-12-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                         | Genuine Parts Co.                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      6080 | NS      | $783590.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta 2 (Lux) SARL                                                        | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                                    | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3345538 | PA      | $3341356.17   | 0.03%             | 2031-09-30      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     17600 | NS      | $1422332.43   | 0.01%             | 2025-09-15      | Fixed         | 22.71%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |   1181000 | PA      | $1372050.29   | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    880000 | PA      | $891187.11    | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     42314 | NS      | $6930610.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Point CLO XXIII                                                     | Sound Point CLO XXIII Ltd., Series 2019-2A, Class CR                                        | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253505.95   | 0.02%             | 2034-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC, 1st Lien Term Loan                                                             | CUSIP: 17026YAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5345977 | PA      | $5362709.52   | 0.05%             | 2027-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0O0                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     64926 | NS      | $9240241.84   | 0.09%             | 2025-08-29      | Fixed         | 17.32%                | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                                            | AppLovin Corp.                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4352389.10   | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2020-III Ltd., Series 2020-3A, Class BR                                        | CUSIP: 12560EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005594.60   | 0.02%             | 2034-10-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan B                                                     | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462758 | PA      | $462563.77    | 0.00%             | 2032-07-22      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                   | Essential Properties Realty Trust, Inc.                                                     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    128977 | NS      | $3932508.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stena International SA                                                    | Stena International SA                                                                      | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |   1338000 | PA      | $1359642.15   | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     46758 | NS      | $967423.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies LLC                                                 | ZoomInfo Technologies LLC                                                                   | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    706000 | PA      | $663706.65    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp., 1st Lien Term Loan                                                              | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   1968310 | PA      | $1977048.90   | 0.02%             | 2028-01-21      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       815 | NS      | $4500841.47   | 0.04%             | 2025-09-12      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2393000 | PA      | $2389340.79   | 0.02%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $152245.22    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | 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        |   6319192 | PA      | $6306110.80   | 0.06%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      7057 | NS      | $1179436.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                                 | FNB Corp.                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1331191.36   | 0.01%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Digicel International FinanceLtd.                                         | Digicel International Finance Ltd., 1st Lien Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JM        |    905000 | PA      | $902737.50    | 0.01%             | 2032-07-30      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| Severn Trent plc                                                          | Severn Trent plc                                                                            | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |    106936 | NS      | $3749961.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Power Systems, Inc.                                               | Generac Power Systems, Inc., 1st Lien Term Loan                                             | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806850 | PA      | $808108.69    | 0.01%             | 2031-06-12      | Variable      | 6.08%                 | 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        |   1270000 | PA      | $1274365.63   | 0.01%             | 2041-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    893000 | PA      | $906904.01    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 2nd Lien Term Loan B1                                                        | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    658373 | PA      | $417599.37    | 0.00%             | 2029-02-01      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5387000 | PA      | $5012227.11   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                             | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379395 | PA      | $314780.53    | 0.00%             | 2028-07-27      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                                     | AssuredPartners, Inc.                                                                       | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    172000 | PA      | $183655.92    | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    393000 | PA      | $1912.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    655693 | PA      | $652998.42    | 0.01%             | 2028-08-23      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Orix JREIT, Inc.                                                          | Orix JREIT, Inc.                                                                            | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |      1107 | NS      | $1447105.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                 | Sixth Street CLO XIV Ltd., Series 2019-14A, Class CR2                                       | CUSIP: 83013NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3257158.78   | 0.03%             | 2038-01-20      | Floating      | 6.08%                 | No            |                  2 | 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        |    500000 | PA      | $571658.69    | 0.01%             | 2038-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    296484 | NS      | $5060196.78   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1115000 | PA      | $1280390.74   | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                                   | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    681000 | PA      | $660963.65    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                              | CUSIP: 03167DAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1529078 | PA      | $1557748.15   | 0.01%             | 2028-05-04      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 2A1                               | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416708 | PA      | $292601.65    | 0.00%             | 2037-08-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97812.89     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | Vinci SA                                                                                    | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     94751 | NS      | $13161755.69  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |    800000 | PA      | $963273.21    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520375.23    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                   | RR Donnelley & Sons Co.                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    629000 | PA      | $642693.33    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      7945 | NS      | $6174878.64   | 0.06%             | 2025-08-22      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12195 | NS      | $2927871.56   | 0.03%             | 2025-09-08      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $708572.91    | 0.01%             | 2030-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                            | K. Hovnanian Enterprises, Inc.                                                              | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1435779.54   | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc., 1st Lien Term Loan B4                                                 | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1640425 | PA      | $1640933.69   | 0.02%             | 2028-08-17      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Republic of Bulgaria                                                      | Bulgaria Government Bond                                                                    | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    732000 | PA      | $713258.09    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2006-3, Class 1A1                               | CUSIP: 02660UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6947099 | PA      | $5752171.37   | 0.06%             | 2046-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     18306 | NS      | $1922130.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pregis TopCo LLC                                                          | Pregis TopCo LLC, 1st Lien Term Loan                                                        | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1221178 | PA      | $1232168.21   | 0.01%             | 2029-02-01      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                                  | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7                    | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2986887 | PA      | $2994354.40   | 0.03%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F756<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      1076 | NS      | $6038760.07   | 0.06%             | 2025-08-01      | Fixed         | 9.58%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                          | American Builders & Contractors Supply Co., Inc.                                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98958.32     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    462000 | PA      | $469161.31    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd.                                              | Mcdermott International Ltd.                                                                | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |      1327 | NS      | $10483.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                                            | Teradyne, Inc.                                                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      7426 | NS      | $797775.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                                        | nVent Electric plc                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4139 | NS      | $324580.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    623000 | PA      | $716474.78    | 0.01%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   1140000 | PA      | $1179250.20   | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    291000 | PA      | $304131.38    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                                            | Assurant, Inc.                                                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     99319 | NS      | $18602448.70  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altera Corp.                                                              | Altera Corp, 1st Lien Term Loan B                                                           | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1219000 | PA      | $1220523.75   | 0.01%             | 2032-06-18      | Variable      | 7.07%                 | 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        |   7000000 | PA      | $6978125.00   | 0.07%             | 2036-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $391019.62    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172856.21    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                                       | Anticimex Global AB, 1st Lien Term Loan B6                                                  | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1002469 | PA      | $1003932.50   | 0.01%             | 2028-11-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Transdigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan L                                                       | CUSIP: 89364MCD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1203902 | PA      | $1207177.11   | 0.01%             | 2032-01-19      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    342000 | PA      | $393083.43    | 0.00%             | 2032-07-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3954534 | PA      | $3868522.61   | 0.04%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                                   | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    894000 | PA      | $1021508.09   | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                          | Globe Life, Inc.                                                                            | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     58693 | NS      | $8244605.71   | 0.08%             |  |  |  | No            |                  1 | 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        |     22227 | NS      | $7791285.88   | 0.07%             | 2025-09-12      | Fixed         | 10.65%                | 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        |    770000 | PA      | $879596.84    | 0.01%             | 2037-10-15      | Floating      | 5.13%                 | 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        |    800000 | PA      | $728905.12    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | 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        |    628466 | PA      | $582311.35    | 0.01%             | 2030-02-18      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series X                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1037655.89   | 0.01%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Spring Education Group, Inc.                                              | Spring Education Group, Inc., 1st Lien Term Loan                                            | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2021158 | PA      | $2031264.06   | 0.02%             | 2030-09-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2023-NQM2, Class A1                                                       | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9897750 | PA      | $9730272.80   | 0.09%             | 2068-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                                               | NEXTDC Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |    309696 | NS      | $2851711.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                        | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |      7447 | NS      | $726016.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    880000 | PA      | $894286.40    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | 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        |   1342400 | PA      | $1363787.52   | 0.01%             | 2065-05-25      | Variable      | 6.71%                 | 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        |    420860 | PA      | $403024.27    | 0.00%             | 2035-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series FIX                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    962000 | PA      | $984215.04    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |     30300 | NS      | $809188.64    | 0.01%             | 2025-08-18      | Fixed         | 25.02%                | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2836088.48   | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   5200000 | PA      | $5711412.91   | 0.05%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                              | AltaGas Ltd.                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $230754.83    | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $947689.84    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                              | Scientific Games Holdings LP                                                                | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284188.99    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     58285 | NS      | $7250071.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc., 1st Lien Term Loan                                                     | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454000 | PA      | $455325.68    | 0.00%             | 2032-06-02      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     62644 | NS      | $3575093.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |    886000 | PA      | $878440.73    | 0.01%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                 | Sixth Street CLO XIX Ltd., Series 2021-19A, Class C                                         | CUSIP: 83012KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.01%             | 2034-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      9058 | NS      | $2423753.40   | 0.02%             | 2025-09-08      | Fixed         | 10.00%                | 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        |   8940000 | PA      | $8941272.07   | 0.09%             | 2042-08-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1394881.51   | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1885000 | PA      | $1888121.16   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                                      | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B1                           | CUSIP: 05825HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3491279 | PA      | $3491278.78   | 0.03%             | 2031-05-27      | Variable      | 7.29%                 | 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        |    584390 | PA      | $597673.63    | 0.01%             | 2036-02-25      | 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      | $2981.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    784000 | PA      | $775298.95    | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                               | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510798.00   | 0.02%             | 2037-04-25      | Floating      | 5.87%                 | 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        |   2640000 | PA      | $69300.00     | 0.00%             | 2024-10-19      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd.                                                        | MDGH GMTN RSC Ltd.                                                                          | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    666000 | PA      | $643149.54    | 0.01%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    353000 | PA      | $353475.12    | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    221000 | PA      | $253291.27    | 0.00%             | 2032-06-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                                               | Invincible Investment Corp.                                                                 | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |      2404 | NS      | $1069225.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    142000 | PA      | $152071.01    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130817.72    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                                    | CK Asset Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    457000 | NS      | $2094066.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herens Holdco SARL                                                        | Herens Holdco SARL                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    977000 | PA      | $851749.09    | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $691170.06    | 0.01%             | 2027-05-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade, Inc.                                                        | Gerdau Trade, Inc.                                                                          | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    612000 | PA      | $615727.08    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                                     | Planview Parent, Inc., 1st Lien Term Loan B                                                 | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526089 | PA      | $513925.58    | 0.00%             | 2027-12-17      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1478739.95   | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                          | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     14450 | NS      | $417235.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1100000 | PA      | $1153900.00   | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2022-5, Class A1                                           | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3330522 | PA      | $3307654.97   | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74363.23     | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                           | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                                         | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |   6206767 | PA      | $6210677.70   | 0.06%             | 2032-01-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4679 | NS      | $2418421.25   | 0.02%             | 2025-09-08      | Fixed         | 10.58%                | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3497404.80   | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1076000 | PA      | $1150487.50   | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    137000 | PA      | $1244.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308749 | PA      | $311325.20    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | 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        |   3000000 | PA      | $3008983.50   | 0.03%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                                          | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   4033555 | NS      | $18019920.04  | 0.17%             |  |  |  | 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        |   3448047 | PA      | $3409154.00   | 0.03%             | 2054-10-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    127869 | NS      | $3976950.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                                                   | Croda International plc                                                                     | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |     18042 | NS      | $620963.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    522000 | PA      | $628586.28    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRANICKS Group AG                                                         | BRANICKS Group AG                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $684468.64    | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     49152 | NS      | $18063851.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196197.70    | 0.00%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $312037.53    | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    925000 | PA      | $796556.09    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                                          | HT Troplast GmbH                                                                            | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |   1459000 | PA      | $1749532.98   | 0.02%             | 2028-07-15      | Fixed         | 9.38%                 | 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        |    522237 | PA      | $522346.90    | 0.01%             | 2030-01-31      | Variable      | 7.80%                 | 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        |   1005757 | PA      | $1004992.68   | 0.01%             | 2031-11-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2205328.06   | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-6, Class B1                                           | CUSIP: 19689BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356989 | PA      | $357637.22    | 0.00%             | 2070-08-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                               | Crocs, Inc.                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36157.29     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                 | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     13566 | NS      | $2727514.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    166000 | PA      | $174104.62    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                           | PECO Energy Co.                                                                             | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    537000 | PA      | $542655.93    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F590<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |    141433 | NS      | $31457359.46  | 0.30%             | 2025-08-04      | Fixed         | 17.53%                | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    523000 | PA      | $501664.63    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                    | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    184477 | NS      | $8959901.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $9727.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                           | Whatabrands LLC, 1st Lien Term Loan B                                                       | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1724236 | PA      | $1723804.78   | 0.02%             | 2028-08-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                                 | Fanatics Commerce Intermediate Holdco LLC, 1st Lien Term Loan                               | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |    614079 | PA      | $614079.50    | 0.01%             | 2028-11-23      | Variable      | 7.72%                 | No            |                  3 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1823400.75   | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                         | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62050.16     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    339000 | PA      | $349388.32    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410403.18    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | 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        |   1295752 | PA      | $1296970.51   | 0.01%             | 2030-02-06      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                        | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    282000 | PA      | $379406.24    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                | Deutsche Pfandbriefbank AG                                                                  | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $813515.73    | 0.01%             | 2035-10-04      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                          | Invesco CLO Ltd., Series 2022-1A, Class C                                                   | CUSIP: 460988AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007665.00   | 0.05%             | 2035-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23117.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc., 1st Lien Term Loan B                                                        | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1066640 | PA      | $1073669.16   | 0.01%             | 2031-10-03      | Variable      | 6.11%                 | 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        |   1839000 | PA      | $2204763.63   | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series T                                                                   | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    519000 | PA      | $521917.82    | 0.01%             | 2026-08-15      | Variable      | 6.25%                 | 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        |   4627000 | PA      | $4257414.21   | 0.04%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     98300 | NS      | $1352040.34   | 0.01%             | 2025-09-08      | Fixed         | 27.02%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      8015 | NS      | $5713077.44   | 0.05%             | 2025-08-04      | Fixed         | 33.81%                | No            |                  2 | On Loan: No      |
| Digi Romania SA                                                           | Digi Romania SA                                                                             | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |   1100000 | PA      | $1234921.05   | 0.01%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    556000 | PA      | $555678.00    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | 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        |   1273000 | PA      | $1218748.43   | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | 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      | $119660.08    | 0.00%             | 2036-03-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                                          | SK Invictus Intermediate II SARL                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1181000 | PA      | $1148081.40   | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41197.15     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    552000 | PA      | $527864.21    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    593000 | PA      | $682370.13    | 0.01%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JPY Currency                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3866 | NC      | $-14950620.11 | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO XII Ltd.                                                         | TICP CLO XII Ltd., Series 2018-12A, Class CR                                                | CUSIP: 87250FAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13450000 | PA      | $13469930.21  | 0.13%             | 2034-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529690.33    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    656000 | PA      | $675883.36    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                                                  | Regatta VII Funding Ltd., Series 2016-1A, Class CR2                                         | CUSIP: 75888ABL9<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751164.08    | 0.01%             | 2034-06-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                      | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |   2700000 | PA      | $3186556.78   | 0.03%             | 2054-05-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-7, Class 1A                                     | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5811584 | PA      | $2971740.79   | 0.03%             | 2036-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     13000 | NS      | $1363168.25   | 0.01%             | 2025-08-18      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $4467885.75   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2125814.39   | 0.02%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC, 1st Lien Term Loan                                            | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1154924 | PA      | $1163585.85   | 0.01%             | 2028-06-30      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: 60700W734<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |      5500 | NS      | $1918601.66   | 0.02%             | 2025-09-08      | Fixed         | 21.42%                | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                          | Proofpoint, Inc., 1st Lien Term Loan                                                        | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547000 | PA      | $547623.58    | 0.01%             | 2028-08-31      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1617958.16   | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84386.86     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4826000 | PA      | $4829316.09   | 0.05%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    132100 | NS      | $1731884.26   | 0.02%             | 2025-08-25      | Fixed         | 27.43%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   4200000 | PA      | $5352637.01   | 0.05%             | 2027-12-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    442200 | NS      | $5971426.22   | 0.06%             | 2025-08-08      | Fixed         | 28.72%                | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class BR2                                                 | CUSIP: 87246MAU6<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002555.60   | 0.02%             | 2034-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                                        | Telstra Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    560826 | NS      | $1787397.95   | 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      | $3524.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1097530.19   | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1246284.07   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | 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        |   8800000 | PA      | $8718743.44   | 0.08%             | 2027-02-15      | Floating      | 7.78%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc.                                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517552.96    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1748023.93   | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    854000 | PA      | $872179.54    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4081000 | PA      | $4783760.44   | 0.05%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                      | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      4341 | NS      | $1901705.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                | Lamb Weston Holdings, Inc.                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    298000 | PA      | $283492.88    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA3, Class 2A1                                          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4265560 | PA      | $3974838.71   | 0.04%             | 2036-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                            | Takeda Pharmaceutical Co. Ltd.                                                              | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1029000 | PA      | $919539.72    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                       | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99319.46     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1357989.09   | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                    | Techem Verwaltungsgesellschaft 675 mbH                                                      | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |    206000 | PA      | $235521.87    | 0.00%             | 2032-07-15      | Floating      | 4.96%                 | 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        |     55182 | NS      | $3526631.96   | 0.03%             | 2025-09-12      | Fixed         | 25.79%                | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    568000 | PA      | $611916.44    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WaMu 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        |   4419044 | PA      | $3654628.64   | 0.04%             | 2047-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    867000 | PA      | $913644.60    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                                       | Lindblad Expeditions Holdings, Inc.                                                         | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130273.76    | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    412643 | NS      | $24737947.85  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1284000 | PA      | $1110660.00   | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                                | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |   1550000 | PA      | $1841836.09   | 0.02%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    962000 | PA      | $1035231.29   | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                      | Barrick Mining Corp.                                                                        | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    136960 | NS      | $2892595.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  20000000 | PA      | $303549.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    605000 | PA      | $653365.85    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    439000 | PA      | $420300.80    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    575000 | PA      | $555510.38    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co., Series VVV                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    186000 | PA      | $161440.93    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    177000 | PA      | $180651.60    | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    449000 | PA      | $372192.26    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | 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        |   3020000 | PA      | $2993911.73   | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2022-3, Class A1                                         | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8547192 | PA      | $8139735.38   | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 75B Ltd.                                       | Golub Capital Partners CLO 75B Ltd., Series 2024-75A, Class A1                              | CUSIP: 38179YAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006312.20   | 0.02%             | 2037-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    594000 | PA      | $580626.02    | 0.01%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-3A, Class C                                            | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2308389.02   | 0.02%             | 2030-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |    184100 | NS      | $5080405.53   | 0.05%             | 2025-09-08      | Fixed         | 23.02%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 4540                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    102501 | NS      | $2997788.96   | 0.03%             | 2025-08-01      | Fixed         | 23.70%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                       | Citigroup Mortgage Loan Trust, Inc., Series 2006-WFH2, Class M3                             | CUSIP: 17309MAG8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   2907041 | PA      | $2567451.34   | 0.02%             | 2036-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D191<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     43200 | NS      | $3082930.32   | 0.03%             | 2025-08-18      | Fixed         | 25.39%                | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    306000 | PA      | $316867.28    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                 | Colbun SA                                                                                   | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   1340000 | PA      | $1189759.20   | 0.01%             | 2032-01-19      | Fixed         | 3.15%                 | 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        |    100000 | PA      | $121499.80    | 0.00%             | 2034-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133767.86    | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4427000 | PA      | $4667994.68   | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $578595.36    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series F                                                                    | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132028.14    | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | 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        |  12455576 | PA      | $12475486.71  | 0.12%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan A2                                                 | CUSIP: 78489HAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155465 | PA      | $894526.40    | 0.01%             | 2028-10-06      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                                            | Palmer Square European CLO DAC, Series 2022-2X, Class DR                                    | CUSIP: N/A<br>LEI: 549300NBMUBW6AHGY771       | Long             | ABS-CBDO         | CORP              | IE        |    373000 | PA      | $426106.59    | 0.00%             | 2038-01-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20361.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Building Materials                                             | Foundation Building Materials, Inc., 1st Lien Term Loan                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3808667 | PA      | $3664737.62   | 0.04%             | 2031-01-29      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2022-FL12, Class A                                                          | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353914 | PA      | $1354738.87   | 0.01%             | 2038-08-19      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2022-1A, Class B                                             | CUSIP: 69689QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000015.80   | 0.01%             | 2035-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                            | RealPage, Inc., 1st Lien Term Loan                                                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3001657 | PA      | $2997574.78   | 0.03%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    380173 | NS      | $2761419.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                          | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5014480.50   | 0.05%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $3161608.78   | 0.03%             | 2029-10-09      | Variable      | 6.50%                 | 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        |   2850000 | PA      | $2853562.50   | 0.03%             | 2039-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3986000 | PA      | $4053650.47   | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                 | Alstom SA                                                                                   | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |     51674 | NS      | $1212083.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    163000 | PA      | $169212.15    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Orbcomm, Inc.                                                             | Orbcomm, Inc., 1st Lien Term Loan                                                           | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    899525 | PA      | $805974.52    | 0.01%             | 2028-09-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                                      | Mativ Holdings, Inc.                                                                        | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144289.72    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $211055.20    | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | 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        |  30920922 | PA      | $273421.35    | 0.00%             | 2050-03-10      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                   | America Movil SAB de CV                                                                     | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1257000 | PA      | $1212615.33   | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     60400 | NS      | $3525391.35   | 0.03%             | 2025-08-25      | Fixed         | 26.12%                | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    354000 | PA      | $338591.87    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                                                 | LondonMetric Property plc                                                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |   2277731 | NS      | $5732293.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookdale Senior Living, Inc.                                             | Brookdale Senior Living, Inc.                                                               | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |    306464 | NS      | $2375096.00   | 0.02%             |  |  |  | No            |                  1 | 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        |     11626 | NS      | $3623160.36   | 0.03%             | 2025-09-12      | Fixed         | 20.06%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2031000 | PA      | $2079930.55   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc., 1st Lien Term Loan B                                                            | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |   2342639 | PA      | $2115286.17   | 0.02%             | 2028-10-30      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    171181 | NS      | $9523919.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    218639 | NS      | $1878282.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $720316.53    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321033.41    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370437.20    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                              | Avient Corp.                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164583.02    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    488356 | NS      | $4306466.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434530.31    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    223000 | PA      | $189632.51    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1001556.23   | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      5504 | NS      | $2243165.86   | 0.02%             | 2025-09-22      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                         | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10700000 | PA      | $10718704.67  | 0.10%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   5022000 | PA      | $5266255.01   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F665<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      8650 | NS      | $4910767.29   | 0.05%             | 2025-08-08      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                           | Impac CMB Trust, Series 2005-6, Class 1A1                                                   | CUSIP: 45254NQG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932517 | PA      | $837418.87    | 0.01%             | 2035-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                | Eiffage SA                                                                                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     10283 | NS      | $1380343.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP, 1st Lien Term Loan                                                       | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   3514674 | PA      | $3514919.86   | 0.03%             | 2031-08-04      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $234829.68    | 0.00%             | 2030-11-15      | Variable      | 5.49%                 | 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        |    404000 | PA      | $152510.00    | 0.00%             | 2029-11-01      | Variable      | 11.31%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10847060 | PA      | $10877323.16  | 0.10%             | 2031-02-28      | Variable      | 6.80%                 | 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        |    149000 | PA      | $149248.83    | 0.00%             | 2030-05-31      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184648.49    | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | 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        |   4495000 | PA      | $4458088.86   | 0.04%             | 2038-09-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    622000 | PA      | $647893.58    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                                          | Murphy USA, Inc., 1st Lien Term Loan B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    511000 | PA      | $514740.52    | 0.00%             | 2028-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                           | Advanced Drainage Systems, Inc.                                                             | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    574000 | PA      | $582673.98    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $532451.92    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                                   | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    404083 | NS      | $18793094.05  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Grange Holdings LLC                                                    | AP Grange Holdings LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    727000 | PA      | $734270.00    | 0.01%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Air Liquide SA                                                            | Air Liquide SA                                                                              | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     80446 | NS      | $15826670.32  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                               | Enpro, Inc.                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    249000 | PA      | $251210.12    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     73351 | NS      | $5237261.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    204000 | PA      | $182200.89    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA                           | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17567894 | PA      | $129969.04    | 0.00%             | 2059-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1112763.04   | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                 | AHP Health Partners, Inc.                                                                   | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    872000 | PA      | $842283.55    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $17061315.60  | 0.16%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227641.47    | 0.00%             | 2027-04-15      | Fixed         | 9.25%                 | 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        |    490000 | PA      | $566134.40    | 0.01%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                                 | GTCR Everest Borrower LLC, 1st Lien Term Loan                                               | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    761000 | PA      | $760878.24    | 0.01%             | 2031-09-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     47600 | NS      | $3243173.44   | 0.03%             | 2025-08-11      | Fixed         | 25.15%                | 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      | $-13650.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     31400 | NS      | $2593828.37   | 0.02%             | 2025-08-07      | Fixed         | 24.91%                | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2020-SFR2, Class E2                                     | CUSIP: 89613JAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $938629.50    | 0.01%             | 2039-11-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    479000 | PA      | $507960.39    | 0.00%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    126160 | NS      | $8753885.05   | 0.08%             | 2025-09-11      | Fixed         | 19.01%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0O2                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     25455 | NS      | $4191620.44   | 0.04%             | 2025-08-29      | Fixed         | 11.24%                | 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      | $2004740.60   | 0.02%             | 2038-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1375828.79   | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Palfinger AG                                                              | Palfinger AG                                                                                | CUSIP: N/A<br>LEI: 529900IFAV83BX8O1O91       | Long             | EC               | CORP              | AT        |      3764 | NS      | $156547.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR8, Class 2A | CUSIP: 93935LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3953322 | PA      | $3395971.81   | 0.03%             | 2046-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                                 | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2400741.24   | 0.02%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                                | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231149.88    | 0.00%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                                           | South Bow Corp.                                                                             | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |     24001 | NS      | $630266.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                                   | Amsted Industries, Inc.                                                                     | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    589000 | PA      | $598399.85    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Konecranes OYJ                                                            | Konecranes OYJ                                                                              | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |     10423 | NS      | $868570.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                                    | TRI Pointe Homes, Inc.                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $359851.99    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     70550 | NS      | $6587585.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                                                  | Brookfield Finance, Inc.                                                                    | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $665234.04    | 0.01%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                        | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |    312420 | PA      | $308905.28    | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | 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        |   2386549 | PA      | $1604319.89   | 0.02%             | 2036-03-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1674000 | PA      | $1748409.30   | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    223000 | PA      | $227284.05    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     41400 | NS      | $2973959.76   | 0.03%             | 2025-08-04      | Fixed         | 16.24%                | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                          | Empower CLO Ltd., Series 2024-1A, Class A1                                                  | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509585.75   | 0.02%             | 2037-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    903000 | PA      | $915094.01    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 4 Ltd.                                                    | Signal Peak CLO 4 Ltd., Series 2017-4A, Class CR                                            | CUSIP: 82667EAG6<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007764.50   | 0.05%             | 2034-10-26      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     11159 | NS      | $13964040.89  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                      | Sprint Capital Corp.                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $3364447.28   | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1008000 | PA      | $1026817.02   | 0.01%             | 2035-03-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc., 1st Lien Term Loan                                                 | CUSIP: 14071CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2120201 | PA      | $2120730.61   | 0.02%             | 2030-06-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                       | Vertiv Holdings Co., Class A                                                                | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     12739 | NS      | $1854798.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class B                                            | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1127812.61   | 0.01%             | 2031-10-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     50900 | NS      | $3930893.59   | 0.04%             | 2025-09-18      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5321055.31   | 0.05%             | 2037-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                   | X Corp., 1st Lien Term Loan B1                                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4579284 | PA      | $4458345.00   | 0.04%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    781000 | PA      | $929420.14    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1696000 | PA      | $1721134.52   | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                  | FS Trust, Series 2024-HULA, Class A                                                         | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1754364.15   | 0.02%             | 2039-08-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    741415 | NS      | $2736492.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $442827.76    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                    | Encompass Health Corp.                                                                      | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42023.87     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |    143000 | PA      | $170660.90    | 0.00%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                      | Legence Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 75865HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097727 | PA      | $1100273.49   | 0.01%             | 2028-12-15      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                         | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1753915.38   | 0.02%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                    | Crown Finance US, Inc., 1st Lien Term Loan                                                  | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1544411 | PA      | $1538187.18   | 0.01%             | 2031-12-02      | Variable      | 8.83%                 | 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        |   5000000 | PA      | $5015322.50   | 0.05%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    201000 | PA      | $184447.85    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1789000 | PA      | $1867279.48   | 0.02%             | 2029-11-21      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1863776.46   | 0.02%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2062798.20   | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1442798.12   | 0.01%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2019-1A, Class BR                                            | CUSIP: 69700GAN2<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502009.50   | 0.02%             | 2034-11-14      | Floating      | 6.57%                 | 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        |   1042580 | PA      | $1045186.60   | 0.01%             | 2030-10-24      | Variable      | 8.29%                 | No            |                  3 | On Loan: No      |
| Arsenal AIC Parent LLC                                                    | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1336770.64   | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                              | ams-OSRAM AG, Series JUL                                                                    | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    595000 | PA      | $721975.22    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                        | Imola Merger Corp.                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $323086.46    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | 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        |   3048165 | PA      | $3040727.37   | 0.03%             | 2031-01-30      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    741000 | PA      | $875509.30    | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     35381 | NS      | $3711466.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                                  | Science Applications International Corp.                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358059.48    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                                             | Vizient, Inc., 1st Lien Term Loan B8                                                        | CUSIP: 92855LAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    569993 | PA      | $570466.28    | 0.01%             | 2031-08-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                      | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302767.25    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX LP                                                                                     | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |     91246 | NS      | $4790415.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc., Series B                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    290000 | PA      | $309374.61    | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc., 1st Lien Term Loan B2                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380232 | PA      | $365023.03    | 0.00%             | 2029-11-15      | Variable      | 10.46%                | No            |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197136.08    | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $269345.99    | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1322139.38   | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                                | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     16138 | NS      | $1159197.04   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2760703.80   | 0.03%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     11590 | NS      | $7532433.25   | 0.07%             | 2025-09-08      | Fixed         | 26.73%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    690000 | PA      | $561701.40    | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1468215.19   | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares Core 1-5 Year USD Bond ETF                                                          | CUSIP: 46432F859<br>LEI: 549300EL16PGODA21E74 | Long             |  | RF                | US        |   1136358 | NS      | $55124726.58  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2360 | NC      | $1966463.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA                            | Recordati Industria Chimica e Farmaceutica SpA                                              | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     15704 | NS      | $900683.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class CR2                                                 | CUSIP: 87246MAW2<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1652563.94   | 0.02%             | 2034-01-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    412000 | PA      | $423358.84    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                              | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1069000 | PA      | $1075681.25   | 0.01%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                              | Valaris Ltd.                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    562000 | PA      | $580484.32    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2598499.70   | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                       | American Home Mortgage Assets Trust, Series 2007-3, Class 22A1                              | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414978 | PA      | $369981.95    | 0.00%             | 2037-06-25      | 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      | $-141.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                          | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |   7231112 | PA      | $6481268.94   | 0.06%             | 2046-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co., 1st Lien Term Loan                                                           | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    838416 | PA      | $806279.64    | 0.01%             | 2031-05-19      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                                              | RS GROUP plc                                                                                | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     87354 | NS      | $642834.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                           | Universal Health Services, Inc., Class B                                                    | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     35567 | NS      | $5920127.15   | 0.06%             |  |  |  | No            |                  1 | 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        |    871023 | PA      | $871894.31    | 0.01%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $268726.84    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                               | Gatwick Airport Finance plc                                                                 | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |   1411000 | PA      | $1851697.49   | 0.02%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Eln                                                                 | Shell Eln                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     14819 | NS      | $2440148.89   | 0.02%             | 2025-09-09      | Fixed         | 24.59%                | 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        |    303160 | PA      | $295545.70    | 0.00%             | 2036-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $305304.42    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    493000 | PA      | $496992.99    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | 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        |   2800000 | PA      | $2296525.56   | 0.02%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-16A, Class CR                                                     | CUSIP: 67570QAP6<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509228.75   | 0.02%             | 2033-04-10      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    431000 | PA      | $423766.43    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan A                                                      | CUSIP: 95004UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326316 | PA      | $267034.26    | 0.00%             | 2029-12-31      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120954.77    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | 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        |  66445277 | PA      | $834886.24    | 0.01%             | 2035-08-10      | Variable      | 0.84%                 | 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        |   2681344 | PA      | $2323100.47   | 0.02%             | 2046-11-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    971000 | PA      | $1169266.81   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                             | Surgery Center Holdings, Inc., 1st Lien Term Loan                                           | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   2592865 | PA      | $2599087.50   | 0.02%             | 2030-12-19      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                             | Phoenix Aviation Capital Ltd.                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    673000 | PA      | $705173.79    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                               | PNC Bank NA                                                                                 | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3994000 | PA      | $3993282.48   | 0.04%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series B                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    484000 | PA      | $504758.76    | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                          | Virgin Media Secured Finance plc                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    258000 | PA      | $239903.42    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1554236.57   | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | 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        |     39976 | NS      | $3609237.16   | 0.03%             | 2025-09-12      | Fixed         | 14.26%                | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                                   | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    938387 | NS      | $5272253.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP, 1st Lien Term Loan                                                       | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   3005000 | PA      | $3003737.90   | 0.03%             | 2032-01-28      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series 000i                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     86241 | NS      | $9073522.36   | 0.09%             | 2025-09-08      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust Resecuritization                                   | Alternative Loan Trust Resecuritization, Series 2006-22R, Class 1A6                         | CUSIP: 02147LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890986 | PA      | $485436.37    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                       | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                     | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   2279419 | PA      | $2279350.17   | 0.02%             | 2030-07-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                                 | Amcor plc                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    417556 | NS      | $3904148.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    327000 | PA      | $300917.83    | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                              | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2716000 | PA      | $2870483.36   | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2022-ATH2, Class A1                                                      | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165057 | PA      | $1160509.04   | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    109723 | NS      | $3076630.51   | 0.03%             | 2025-09-02      | Fixed         | 21.01%                | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                                  | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |    864000 | PA      | $995637.83    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AddTech AB                                                                | AddTech AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |     16183 | NS      | $544043.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan A1                                                 | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311439 | PA      | $310467.20    | 0.00%             | 2029-12-19      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                  | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1319709.51   | 0.01%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    191000 | PA      | $181791.41    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    107000 | PA      | $98901.66     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385776.09    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                                      | Telecom Argentina SA                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    597000 | PA      | $613417.50    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                            | Coherent Corp.                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    432000 | PA      | $422794.12    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                           | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |    333000 | PA      | $267438.79    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                           | Knorr-Bremse AG                                                                             | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |     10776 | NS      | $1075504.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class C                            | CUSIP: 95000JBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8320000 | PA      | $7825081.47   | 0.08%             | 2059-12-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     25300 | NS      | $3920376.82   | 0.04%             | 2025-08-11      | Fixed         | 22.09%                | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP, 1st Lien Term Loan                                                     | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  12449145 | PA      | $12456988.35  | 0.12%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                             | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A       | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311630 | PA      | $1929241.05   | 0.02%             | 2047-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     17214 | NS      | $692691.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3749000 | PA      | $3693258.78   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                                     | Arbor Realty SR, Inc.                                                                       | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    222000 | PA      | $226705.30    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                               | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1534650.90   | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     70543 | NS      | $4791878.07   | 0.05%             | 2025-08-29      | Fixed         | 32.60%                | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    142689 | NS      | $13481256.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    508000 | PA      | $523173.96    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA2, Class A1                                           | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040032 | PA      | $917562.47    | 0.01%             | 2046-05-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    330000 | PA      | $357018.75    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2310341.79   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191051.45    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1002000 | PA      | $903303.00    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                | MSCI, Inc.                                                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     13229 | NS      | $7426231.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    449000 | PA      | $457105.16    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     13021 | NS      | $4308388.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                        | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |    110633 | NS      | $5285049.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |   3600000 | PA      | $4601441.65   | 0.04%             | 2028-09-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The), Series W                                          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    238000 | PA      | $240709.87    | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $186721.16    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan                                                          | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1736146 | PA      | $1745555.91   | 0.02%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     47808 | NS      | $1743360.14   | 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      | $72148.40     | 0.00%             |  |  |  | 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        |   5000000 | PA      | $5017445.00   | 0.05%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193881.35    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $57949.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                              | Scotts Miracle-Gro Co. (The)                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71777.93     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                                     | Pluspetrol Camisea SA                                                                       | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    605000 | PA      | $627499.95    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $37361.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                                        | OMNIA Partners LLC, 1st Lien Term Loan B                                                    | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |   1394972 | PA      | $1397218.35   | 0.01%             | 2030-07-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    280722 | NS      | $26303651.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                          | Fantasia Holdings Group Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |   3540000 | PA      | $92925.00     | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | Heimstaden Bostad AB                                                                        | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |   1124000 | PA      | $1272142.28   | 0.01%             | 2026-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                       | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |  11182770 | PA      | $11181651.25  | 0.11%             | 2031-09-19      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets Index                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        46 | NC      | $66832.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Blue CLO 2025-IX Ltd.                                                | Park Blue CLO 2025-IX Ltd., Series 2025-9A, Class A1                                        | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92259.65     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                      | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   1804533 | NS      | $9672808.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                        | Getty Images, Inc.                                                                          | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    670000 | PA      | $641525.00    | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Associated British Foods plc                                              | Associated British Foods plc                                                                | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     44586 | NS      | $1291009.92   | 0.01%             |  |  |  | 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        |    570000 | PA      | $543951.29    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                    | ON Semiconductor Corp.                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    394000 | PA      | $376949.98    | 0.00%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                 | Orkla ASA                                                                                   | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     98210 | NS      | $1032779.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                                           | Enterprise Products Partners LP                                                             | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |    127183 | NS      | $3941401.17   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2464412.86   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                            | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13280000 | PA      | $13309050.00  | 0.13%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8577.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                     | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |   2744430 | PA      | $3093232.70   | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                               | Tricon American Homes Trust, Series 2019-SFR1, Class E                                      | CUSIP: 89612LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6909518.70   | 0.07%             | 2038-03-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                              | Vistra Corp.                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    915000 | PA      | $923933.15    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | 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        |      2143 | PA      | $2028.45      | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1325210.68   | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                  | AI Aqua Merger Sub, Inc., 1st Lien Term Loan B                                              | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |   3681972 | PA      | $3678694.80   | 0.04%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                        | Ares Capital Corp.                                                                          | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260534.39    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                          | Unicaja Banco SA                                                                            | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1370261.66   | 0.01%             | 2026-11-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| APCOA Group GmbH                                                          | APCOA Group GmbH                                                                            | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |   1755000 | PA      | $2036933.82   | 0.02%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                             | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    268000 | PA      | $255123.62    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      4232 | NC      | $-6129531.94  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2227352.39   | 0.02%             | 2028-08-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    303000 | PA      | $2329.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    360000 | PA      | $680.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     10989 | NS      | $2413701.96   | 0.02%             | 2025-09-08      | Fixed         | 15.03%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2020-3A, Class BR2                                           | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2013072.20   | 0.02%             | 2036-11-15      | Floating      | 6.98%                 | 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        |     89111 | PA      | $88498.34     | 0.00%             | 2027-12-17      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                                          | Georg Fischer AG (Registered)                                                               | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |     10647 | NS      | $832901.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2921417.04   | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92752.98     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                    | Blue Owl Capital Corp.                                                                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3478917.07   | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                 | Intrum AB                                                                                   | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    766000 | PA      | $778001.69    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-2A, Class A1                                                 | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012031.50   | 0.03%             | 2037-04-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CML Hyatt Lost Pines                                                      | CML Hyatt Lost Pines, 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10600000 | PA      | $10600000.00  | 0.10%             | 2026-09-09      | Variable      | 8.87%                 | No            |                  3 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                               | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998956.60   | 0.03%             | 2038-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197061 | PA      | $201002.22    | 0.00%             | 2029-12-21      | Variable      | 10.35%                | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                     | CITGO Petroleum Corp.                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    472000 | PA      | $489467.30    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2321013 | PA      | $2760080.17   | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp.                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131197.06    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | 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        |    440414 | PA      | $199541.90    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     54400 | NS      | $4242909.50   | 0.04%             | 2025-08-07      | Fixed         | 26.00%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   3019000 | PA      | $4044216.53   | 0.04%             | 2030-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2006-D, Class 6A1                                     | CUSIP: 058933AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231527 | PA      | $195335.32    | 0.00%             | 2036-05-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $261439.37    | 0.00%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    283000 | PA      | $280458.72    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc., 1st Lien Term Loan B4                                      | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   2505650 | PA      | $2501265.25   | 0.02%             | 2026-10-19      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $562128.22    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -61 | NC      | $-97713.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                          | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |    848000 | PA      | $393942.83    | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                               | Terex Corp.                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    556000 | PA      | $556865.96    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                              | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    851000 | PA      | $859540.47    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | 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        |     44584 | NS      | $3582730.11   | 0.03%             | 2025-09-12      | Fixed         | 27.09%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series BB                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $688515.79    | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                               | Cencosud SA                                                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |   1272000 | PA      | $1260615.60   | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | 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        |    605000 | PA      | $638954.03    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                       | Rithm Capital Corp.                                                                         | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210732.21    | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                | Weber-Stephen Products LLC, 1st Lien Term Loan B                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1442290 | PA      | $1440040.46   | 0.01%             | 2027-10-29      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1100000 | PA      | $1081619.99   | 0.01%             | 2026-06-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2417813.08   | 0.02%             | 2035-03-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |   1067000 | PA      | $1276231.65   | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1016411.21   | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno                                                                             | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |    580000 | PA      | $611726.00    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271243.61    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    896000 | PA      | $728152.14    | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                                            | Ricoh Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |     73900 | NS      | $647991.60    | 0.01%             |  |  |  | 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        |   1525000 | PA      | $1525953.13   | 0.01%             | 2037-05-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 1997-7, Class M1                                              | CUSIP: 393505XW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824082 | PA      | $834710.86    | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    428000 | PA      | $506503.18    | 0.00%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2025-INV1, Class B1                              | CUSIP: 26846XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529184 | PA      | $529976.66    | 0.01%             | 2070-03-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11869.54     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     29299 | NS      | $7404354.50   | 0.07%             | 2025-09-11      | Fixed         | 26.21%                | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    660000 | PA      | $673717.24    | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1426877.72   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | 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      | $1731030.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                | Sotera Health Holdings LLC, 1st Lien Term Loan                                              | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   3996805 | PA      | $4004318.96   | 0.04%             | 2031-05-30      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3336000 | PA      | $3367680.82   | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    288000 | PA      | $-4249.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    216432 | PA      | $2108.41      | 0.00%             |  |  |  | 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        |    337000 | PA      | $359579.00    | 0.00%             | 2029-05-08      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    539000 | PA      | $464887.50    | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    490000 | PA      | $3852.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                                  | RELX plc                                                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    405390 | NS      | $21052509.42  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1530042.50   | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1893050.02   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    589000 | PA      | $600671.82    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                | Legrand SA                                                                                  | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |      4217 | NS      | $622879.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                             | Freeport LNG Investments LLLP, 1st Lien Term Loan B                                         | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   3347064 | PA      | $3348469.70   | 0.03%             | 2028-12-21      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series V                                                   | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    332000 | PA      | $324958.78    | 0.00%             | 2026-11-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     21848 | NS      | $4886063.79   | 0.05%             | 2025-08-21      | Fixed         | 14.12%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     62700 | NS      | $1642642.47   | 0.02%             | 2025-09-11      | Fixed         | 21.93%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     19700 | NS      | $3587253.17   | 0.03%             | 2025-08-18      | Fixed         | 15.92%                | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC                                                      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2390694.41   | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                                      | EyeCare Partners LLC, 1st Lien Term Loan C                                                  | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52993 | PA      | $13248.27     | 0.00%             | 2028-11-30      | Variable      | 10.98%                | No            |                  3 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd.                                                        | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1529000 | PA      | $1577830.14   | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series KK                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226180.92    | 0.00%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                 | Santander Mortgage Asset Receivable Trust, Series 2025-NQM3, Class B1                       | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000750 | PA      | $1990279.88   | 0.02%             | 2065-05-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                                      | Prime Mortgage Trust, Series 2006-DR1, Class 2A1                                            | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219797 | PA      | $204773.69    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                                               | Eutelsat SA                                                                                 | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $420243.26    | 0.00%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                   | Lorca Telecom Bondco SA                                                                     | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |   4589000 | PA      | $5470860.11   | 0.05%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    297000 | PA      | $275659.73    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | 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        |   2109832 | PA      | $2122631.02   | 0.02%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1090000 | PA      | $-400.40      | -0.00%            |  |  |  | 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        |   1650000 | PA      | $43312.50     | 0.00%             | 2024-07-05      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    539000 | PA      | $567665.35    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2025-NQM2, Class B1                             | CUSIP: 36272EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280205 | PA      | $279993.08    | 0.00%             | 2065-06-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 2018                                                                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    544000 | PA      | $532711.78    | 0.01%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $199583.87    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                              | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B1R                                    | CUSIP: 67706XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008274.90   | 0.03%             | 2037-07-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SCSK Corp.                                                                | SCSK Corp.                                                                                  | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     21600 | NS      | $672082.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    544000 | PA      | $556976.90    | 0.01%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A2                                         | CUSIP: 10806JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5023039.50   | 0.05%             | 2034-07-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 0014                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     48075 | NS      | $3470165.51   | 0.03%             | 2025-08-06      | Fixed         | 7.98%                 | 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        |   6000000 | PA      | $5994847.80   | 0.06%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    318000 | PA      | $319749.00    | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | 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        |   1257452 | PA      | $1171142.59   | 0.01%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                              | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    714000 | PA      | $729646.45    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                            | Carrington Mortgage Loan Trust, Series 2006-FRE1, Class A4                                  | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2876000 | PA      | $2641545.03   | 0.03%             | 2036-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Rexnord LLC                                                               | Rexnord LLC, 1st Lien Term Loan B                                                           | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $954949.50    | 0.01%             | 2028-10-04      | Variable      | 6.44%                 | 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        |   1269667 | PA      | $1015200.04   | 0.01%             | 2027-10-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    218000 | PA      | $233144.82    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                                       | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    798000 | PA      | $742339.50    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148323.25    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2006000 | PA      | $2031743.00   | 0.02%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1185000.00   | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 25 Ltd.                                             | Anchorage Capital CLO 25 Ltd., Series 2022-25A, Class C                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007647.50   | 0.05%             | 2035-04-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                                        | Intertek Group plc                                                                          | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |     21980 | NS      | $1429139.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-36, Class 2A1A                                          | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752330 | PA      | $684027.97    | 0.01%             | 2035-08-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1509000 | PA      | $1114396.50   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                          | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    553000 | PA      | $608207.53    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | 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        |   4162500 | PA      | $4162707.73   | 0.04%             | 2030-05-31      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7612 | NS      | $3740038.32   | 0.04%             | 2025-08-29      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                             | Banc of America Funding Trust, Series 2007-D, Class 1A1                                     | CUSIP: 05952GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718793 | PA      | $586163.80    | 0.01%             | 2047-06-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Generate CLO 16 Ltd.                                                      | Generate CLO 16 Ltd., Series 2024-16A, Class B                                              | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009622.40   | 0.04%             | 2037-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                               | IQVIA, Inc.                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1426407.91   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                            | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                   | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3005000 | PA      | $3012512.50   | 0.03%             | 2027-11-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                 | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   2728986 | PA      | $2726420.85   | 0.03%             | 2032-04-01      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    257000 | PA      | $241083.63    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1077254.06   | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                                          | Mobico Group plc                                                                            | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |   1202000 | PA      | $1118615.22   | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1483157.13   | 0.01%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250148.83    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CarVal CLO VC Ltd.                                                        | CarVal CLO VC Ltd., Series 2021-2A, Class C                                                 | CUSIP: 14687MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002971.40   | 0.02%             | 2034-10-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $706997.37    | 0.01%             | 2032-07-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                     | Jane Street Group LLC, 1st Lien Term Loan                                                   | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3584536 | PA      | $3567581.31   | 0.03%             | 2031-12-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                               | Citibank NA                                                                                 | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3950157.69   | 0.04%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan A                                              | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    399799 | PA      | $408126.54    | 0.00%             | 2028-06-01      | Variable      | 10.36%                | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                 | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $401480.12    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                         | Golub Capital Private Credit Fund                                                           | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99618.17     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd.                                                                | RR 28 Ltd., Series 2024-28RA, Class A1R                                                     | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7531262.25   | 0.07%             | 2037-04-15      | Floating      | 5.87%                 | 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        |   1212330 | PA      | $1199568.32   | 0.01%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                         | IRB Holding Corp., 1st Lien Term Loan B                                                     | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2492689 | PA      | $2491542.03   | 0.02%             | 2027-12-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1049729.96   | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                           | LGI Homes, Inc.                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    273000 | PA      | $262762.50    | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                                      | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    553000 | PA      | $577332.00    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Midnights Spv SRL                                                         | Midnights SPV SRL                                                                           | CUSIP: N/A<br>LEI: 81560048AF8B821AE436       | Long             | DBT              | CORP              | IT        |   4000756 | PA      | $4558563.54   | 0.04%             | 2026-08-22      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC                                                     | Jefferies Finance LLC                                                                       | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    633000 | PA      | $610430.83    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     10702 | NS      | $7425357.63   | 0.07%             | 2025-08-07      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    517000 | PA      | $527527.15    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2022-1A, Class B                                       | CUSIP: 05684UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006920.00   | 0.05%             | 2035-04-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp., 1st Lien Term Loan B                                         | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    997064 | PA      | $995817.99    | 0.01%             | 2031-05-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1106635.50   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0OJ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     77300 | NS      | $2289154.22   | 0.02%             | 2025-08-21      | Fixed         | 23.39%                | 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        |  15000000 | PA      | $15045000.00  | 0.14%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Orion US Finco                                                            | Orion US Finco, 1st Lien Term Loan                                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1532000 | PA      | $1538863.36   | 0.01%             | 2032-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    231914 | NS      | $19872710.66  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                                 | SMC Corp.                                                                                   | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |     31400 | NS      | $10926369.69  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     56300 | NS      | $3082215.07   | 0.03%             | 2025-08-28      | Fixed         | 43.42%                | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class A1A                                           | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025074.50   | 0.05%             | 2037-04-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                 | SBA Senior Finance II LLC, 1st Lien Term Loan B                                             | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3021635 | PA      | $3031092.72   | 0.03%             | 2031-01-27      | Variable      | 6.11%                 | No            |                  2 | 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        |   2194930 | PA      | $2195479.22   | 0.02%             | 2029-04-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    423000 | PA      | $380700.00    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                                  | Four Seasons Hotels Ltd., 1st Lien Term Loan B                                              | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4484382 | PA      | $4506310.67   | 0.04%             | 2029-11-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                       | First Horizon Alternative Mortgage Securities Trust, Series 2006-AA8, Class 1A1             | CUSIP: 32052AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759756 | PA      | $410181.72    | 0.00%             | 2037-02-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2025-NQM1, Class B1                                                     | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |   2355000 | PA      | $2358865.50   | 0.02%             | 2070-01-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                         | Ziggo Bond Co. BV                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $174482.94    | 0.00%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     49850 | NS      | $2713658.44   | 0.03%             | 2025-08-11      | Fixed         | 24.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $39290.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                         | Polaris Newco LLC, 1st Lien Term Loan                                                       | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   3994388 | PA      | $3912503.19   | 0.04%             | 2028-06-02      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101454.79    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    536591 | PA      | $517880.54    | 0.00%             | 2028-10-20      | Variable      | 6.97%                 | 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        |   4803016 | PA      | $4813534.31   | 0.05%             | 2031-10-31      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2317326.16   | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    639000 | PA      | $560857.58    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                      | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $474876.14    | 0.00%             | 2031-05-20      | Variable      | 6.50%                 | 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        |   1073919 | PA      | $1080429.36   | 0.01%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                   | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    587000 | PA      | $582016.87    | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                           | Informatica LLC, 1st Lien Term Loan B                                                       | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   2003038 | PA      | $2013052.77   | 0.02%             | 2028-10-27      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    541000 | PA      | $544566.27    | 0.01%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG, Facility 1st Lien Term Loan B                                               | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2172565 | PA      | $1930475.78   | 0.02%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc., 1st Lien Term Loan B1                                               | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1556617 | PA      | $1552569.34   | 0.01%             | 2031-05-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corp.                                                 | Discovery Purchaser Corp., 1st Lien Term Loan                                               | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    181091 | PA      | $180839.42    | 0.00%             | 2029-10-04      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-3, Class A2                                     | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2052965 | PA      | $1932554.54   | 0.02%             | 2037-07-25      | Floating      | 4.90%                 | 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        |   1394261 | PA      | $1316613.10   | 0.01%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     49850 | NS      | $2708100.48   | 0.03%             | 2025-08-18      | Fixed         | 22.76%                | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                                 | AZZ, Inc., 1st Lien Term Loan                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    262547 | PA      | $262999.02    | 0.00%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1016.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                             | Staples, Inc.                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    199000 | PA      | $186594.62    | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                   | Latam Airlines Group SA                                                                     | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    310000 | PA      | $319982.00    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874157.49    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                           | B&G Foods, Inc.                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92565.25     | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3435862.86   | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   2026000 | PA      | $2460922.34   | 0.02%             | 2031-12-03      | Variable      | 6.50%                 | 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        |   5004403 | PA      | $5014718.53   | 0.05%             | 2041-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2955300.82   | 0.03%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     77521 | NS      | $3715581.53   | 0.04%             |  |  |  | No            |                  1 | 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        |   1358063 | PA      | $1345765.89   | 0.01%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    913000 | PA      | $29540.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    613000 | PA      | $636049.35    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5838000 | PA      | $5724856.64   | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    148435 | NS      | $43595359.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1779000 | PA      | $1885943.04   | 0.02%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      6267 | NS      | $4346415.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    432000 | PA      | $403115.83    | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340437.78    | 0.00%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |     33000 | NS      | $563297.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    686000 | PA      | $687009.11    | 0.01%             | 2025-12-29      | Variable      | 6.00%                 | 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        |   3994885 | PA      | $4008207.24   | 0.04%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                        | Ballyrock CLO Ltd., Series 2020-2A, Class BR                                                | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4516294.95   | 0.04%             | 2031-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8477.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                      | Greenko Wind Projects Mauritius Ltd.                                                        | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $203250.00    | 0.00%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876370.25    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                             | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    384000 | PA      | $378944.64    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   2601000 | PA      | $2693291.28   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                         | Genesis Energy LP                                                                           | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81903.80     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    206000 | PA      | $210816.49    | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                   | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37925.51     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96002.33     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                      | Husky Injection Molding Systems Ltd., 1st Lien Term Loan                                    | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   5336157 | PA      | $5332368.13   | 0.05%             | 2029-02-15      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    519000 | PA      | $507368.61    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp.                                                       | Kilroy Realty Corp.                                                                         | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    144467 | NS      | $5325053.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-6, Class 2A3                                    | CUSIP: 54251RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5541575 | PA      | $2165616.51   | 0.02%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    237000 | PA      | $245489.58    | 0.00%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp., Series M                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    293000 | PA      | $285863.99    | 0.00%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                      | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7261021 | PA      | $7228575.16   | 0.07%             | 2033-02-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36 Ltd.                                | Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class BR2                      | CUSIP: 64133KAY7<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701029.01   | 0.02%             | 2033-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                   | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    941000 | PA      | $905947.75    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                        | Wand NewCo 3, Inc.                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049971.00   | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                                        | Osaka Gas Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |    123300 | NS      | $3119655.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock CLO 22 Ltd.                                                     | Ballyrock CLO 22 Ltd., Series 2024-22A, Class B                                             | CUSIP: 05877GAG8<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006319.20   | 0.01%             | 2037-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing I Ltd.                                                  | GT Loan Financing I Ltd., Series 2013-1A, Class CR                                          | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003229.30   | 0.01%             | 2031-07-28      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     50465 | NS      | $3546390.11   | 0.03%             | 2025-09-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                  | Blue Racer Midstream LLC                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $255102.00    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149775.06    | 0.00%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC, 1st Lien Term Loan                                               | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   1997174 | PA      | $1998931.93   | 0.02%             | 2030-12-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                  | Morgan Stanley & Co. LLC                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | Long             | SN               | CORP              | US        |     82200 | NS      | $6483946.68   | 0.06%             | 2025-08-07      | Fixed         | 23.65%                | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                           | BAE Systems plc                                                                             | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    964146 | NS      | $23005142.14  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GoGo Intermediate Holdings LLC                                            | Gogo Intermediate Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1106092 | PA      | $1095949.37   | 0.01%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings,, Inc.                                                     | Osaic Holdings, Inc., 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3266000 | PA      | $3266000.00   | 0.03%             | 2032-07-19      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                      | Bayer US Finance LLC                                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5163000 | PA      | $5243341.91   | 0.05%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                             | Aroundtown SA                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $537065.84    | 0.01%             | 2026-04-15      | Variable      | 1.62%                 | 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        |   1000000 | PA      | $1001739.50   | 0.01%             | 2031-05-20      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                      | Republic of Paraguay                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     70000 | PA      | $69766.90     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5384 | NS      | $3761590.90   | 0.04%             | 2025-08-07      | Fixed         | 13.20%                | No            |                  2 | On Loan: No      |
| Teck Resources Ltd.                                                       | Teck Resources Ltd., Class B                                                                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     59224 | NS      | $1922411.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-HE6, Class A4                                                      | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1232351 | PA      | $996102.72    | 0.01%             | 2036-08-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112606 | PA      | $114858.41    | 0.00%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    654000 | PA      | $613738.13    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                             | Peraton Corp., 1st Lien Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2824211 | PA      | $2510017.73   | 0.02%             | 2028-02-01      | Variable      | 8.21%                 | 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        |   2409000 | PA      | $1997365.74   | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Rad CLO 22 Ltd.                                                           | Rad CLO 22 Ltd., Series 2023-22A, Class A1                                                  | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1730000 | PA      | $1737065.84   | 0.02%             | 2037-01-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     65418 | NS      | $50596897.92  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                     | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    739000 | PA      | $760642.35    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                                         | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     88400 | NS      | $2025981.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                          | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |    946000 | PA      | $1245060.31   | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                               | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     78807 | NS      | $7111543.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                                     | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    839000 | PA      | $832967.59    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                               | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |    129358 | NS      | $5109182.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2867000 | PA      | $2892463.69   | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | 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        |    592000 | PA      | $577940.00    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services & Holdings SA                                  | Eurobank Ergasias Services & Holdings SA                                                    | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |   1175000 | PA      | $1352625.08   | 0.01%             | 2035-04-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                               | Xerox Corp.                                                                                 | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137774.49    | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     11883 | NS      | $3420878.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-22A, Class CR                                                     | CUSIP: 67117TAS4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4513235.40   | 0.04%             | 2037-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435570.65    | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 2A                     | CUSIP: 073852AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3337355 | PA      | $3154914.82   | 0.03%             | 2037-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2021-I Ltd., Series 2021-1A, Class CR                                          | CUSIP: 12563EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9547676.70   | 0.09%             | 2037-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |   1191000 | PA      | $1379879.58   | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     42725 | NS      | $9185875.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      9742 | NS      | $9153972.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                                     | Gray Television, Inc., 1st Lien Term Loan B                                                 | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8400 | PA      | $8397.90      | 0.00%             | 2029-05-23      | Variable      | 9.57%                 | 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        |   8750000 | PA      | $8760915.63   | 0.08%             | 2039-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $306352.44    | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                                       | STL Holding Co. LLC                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204532.10    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                                                  | Abanca Corp. Bancaria SA                                                                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1290674.98   | 0.01%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                                              | Methanex US Operations, Inc.                                                                | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $218073.81    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                      | Signia Aerospace LLC, Delayed Draw 1st Lien Term Loan                                       | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77980 | PA      | $77980.27     | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  3 | 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        |   5781510 | PA      | $5764627.99   | 0.06%             | 2031-12-09      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Omron Corp.                                                               | Omron Corp.                                                                                 | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |     25100 | NS      | $646946.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                   | FUJIFILM Holdings Corp.                                                                     | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |    156900 | NS      | $3254455.93   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR8, Class G                                       | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9729274.00   | 0.09%             | 2038-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    440000 | PA      | $418228.80    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   2103743 | PA      | $997633.74    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    143000 | PA      | $151937.50    | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | 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      | $46916.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2021-11A, Class A1R                                             | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5518047.70   | 0.05%             | 2037-07-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                      | Carrier Global Corp.                                                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     20358 | NS      | $1396965.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                                             | Western Midstream Partners LP                                                               | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |     65487 | NS      | $2667285.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                                 | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680416 | PA      | $1394192.01   | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                                                  | PFP Ltd., Series 2022-9, Class A                                                            | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2555903 | PA      | $2555582.83   | 0.02%             | 2035-08-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc., 1st Lien Term Loan B                                                             | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   3830987 | PA      | $3823324.60   | 0.04%             | 2029-08-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1011804.87   | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |    443000 | PA      | $445768.75    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140739.30    | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    444000 | PA      | $428799.70    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151082.30    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                                       | PBF Holding Co. LLC                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $235305.37    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Generac Holdings, Inc.                                                    | Generac Holdings, Inc.                                                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      3664 | NS      | $713344.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    698000 | PA      | $700464.50    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc., 1st Lien Term Loan                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   7068391 | PA      | $7058000.49   | 0.07%             | 2029-02-15      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6983000 | PA      | $7019724.57   | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    519000 | PA      | $536194.47    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Food Service Project SA                                                   | Food Service Project SA                                                                     | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |   1061000 | PA      | $1219063.53   | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                     | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3130642.90   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1488536.95   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                     | Credit Suisse USA LLC                                                                       | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90798.84     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                | Morgan Stanley Finance LLC, Series N12I                                                     | CUSIP: 61779N407<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     11951 | NS      | $1824450.46   | 0.02%             | 2025-08-14      | Fixed         | 13.36%                | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1225228.30   | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                                          | Sable International Finance Ltd.                                                            | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    746000 | PA      | $745574.78    | 0.01%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     31500 | NS      | $647088.47    | 0.01%             | 2025-09-15      | Fixed         | 31.52%                | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc., 1st Lien Term Loan D                                                             | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3901202 | PA      | $3896950.19   | 0.04%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV Ltd.                                                    | Symphony CLO XXIV Ltd., Series 2020-24A, Class AR                                           | CUSIP: 87167QAL2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |    689980 | PA      | $690171.22    | 0.01%             | 2032-01-23      | Floating      | 5.52%                 | 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        |  10740000 | PA      | $10766605.13  | 0.10%             | 2042-08-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                              | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class B                                      | CUSIP: 25290BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025498.50   | 0.05%             | 2038-04-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                      | Signia Aerospace LLC, 1st Lien Term Loan                                                    | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    923480 | PA      | $923479.58    | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  3 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539150.36    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2086513.02   | 0.02%             | 2030-06-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                             | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    216000 | PA      | $257400.23    | 0.00%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-9T1, Class A7                                           | CUSIP: 12668BVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302852 | PA      | $116806.87    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                 | Stonepeak Nile Parent LLC                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135494.25    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1701144.34   | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D175<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     29800 | NS      | $4536172.40   | 0.04%             | 2025-08-11      | Fixed         | 21.55%                | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                       | White Cap Buyer LLC                                                                         | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3753000 | PA      | $3742848.51   | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                            | BPER Banca SpA                                                                              | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |   1375000 | PA      | $1629670.55   | 0.02%             | 2030-03-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1217797.26   | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2008-2R, Class 1A1                                                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258286 | PA      | $220339.81    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177699.93    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    868000 | PA      | $830592.06    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1950171.60   | 0.02%             | 2027-05-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $950558.70    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | Sekisui House Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |     83700 | NS      | $1755760.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    111000 | PA      | $121302.13    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    303904 | PA      | $54670.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1442923.54   | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                               | Keysight Technologies, Inc.                                                                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         1 | NS      | $163.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $227630.00    | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | 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        |   1750000 | PA      | $1749454.18   | 0.02%             | 2036-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-12514.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                    | Sycamore Tree CLO Ltd., Series 2024-5A, Class B                                             | CUSIP: 87122YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002958.00   | 0.02%             | 2036-04-20      | Floating      | 6.58%                 | 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      | $267657.46    | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson plc                                                  | Willis Towers Watson plc                                                                    | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     15235 | NS      | $4811365.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air France-KLM                                                            | Air France-KLM                                                                              | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $698414.40    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                                       | Qantas Airways Ltd.                                                                         | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    104795 | NS      | $726789.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                   | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    333000 | PA      | $335128.54    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                   | Froneri Lux FinCo. SARL                                                                     | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |    909000 | PA      | $1045130.93   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    150000 | PA      | $1142.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                            | SPX FLOW, Inc., 1st Lien Term Loan B                                                        | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   2764282 | PA      | $2769202.00   | 0.03%             | 2029-04-05      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Kubota Corp.                                                              | Kubota Corp.                                                                                | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |    137400 | NS      | $1540837.96   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |   1011000 | PA      | $1119140.60   | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                                       | Ephios Subco 3 SARL                                                                         | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |   2768000 | PA      | $3408954.35   | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                                            | PetSmart LLC, 1st Lien Term Loan                                                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1094459 | PA      | $1090814.79   | 0.01%             | 2028-02-11      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    754000 | PA      | $666962.99    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                                      | Rentokil Initial plc                                                                        | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |    811058 | NS      | $4045920.49   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    180000 | PA      | $1556.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                           | Northriver Midstream Finance LP                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193443.18    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                       | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    427000 | PA      | $367352.37    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    999000 | PA      | $902646.34    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2379424.82   | 0.02%             | 2028-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    234800 | NS      | $8618213.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $327608.89    | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   1408000 | PA      | $2012881.90   | 0.02%             | 2028-09-15      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                      | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6299999.90   | 0.06%             | 2038-10-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                             | Midcap Financial Issuer Trust                                                               | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $682068.52    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1026215.36   | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTG                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8475 | NS      | $1706380.94   | 0.02%             | 2025-09-02      | Fixed         | 12.55%                | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     87000 | PA      | $87669.03     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2468959.59   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    328000 | PA      | $323325.33    | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | 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        |   6550000 | PA      | $6646185.44   | 0.06%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                               | Reckitt Benckiser Group plc                                                                 | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     95338 | NS      | $7145181.98   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                | MAF Global Securities Ltd.                                                                  | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    544000 | PA      | $541960.00    | 0.01%             | 2026-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                 | Banijay Entertainment SAS                                                                   | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207403.60    | 0.00%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                              | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                            | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    624000 | PA      | $624000.00    | 0.01%             | 2031-07-30      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |    183548 | NS      | $38126134.00  | 0.37%             | 2025-08-04      | Fixed         | 15.17%                | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1805128.79   | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1050000 | PA      | $986674.50    | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1524467.38   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                              | ITOCHU Corp.                                                                                | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    163700 | NS      | $8586493.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Smartstop Self Storage REIT, Inc.                                         | Smartstop Self Storage REIT, Inc.                                                           | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |    128892 | NS      | $4366860.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                               | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |   2650738 | NS      | $213066320.44 | 2.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                      | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     90813 | NS      | $2965044.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712294.27    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | 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        |  18428370 | PA      | $821402.21    | 0.01%             | 2064-12-26      | Variable      | 0.00%                 | 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        |   6899936 | PA      | $6310524.46   | 0.06%             | 2047-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class BR                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7509799.50   | 0.07%             | 2038-01-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                  | ELO SACA                                                                                    | CUSIP: N/A<br>LEI: 969500ASEC557H5A4F22       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $805911.67    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                          | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |      6778 | NS      | $562519.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                            | US Foods, Inc.                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    148000 | PA      | $154195.58    | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |    255000 | PA      | $293558.12    | 0.00%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $998219.36    | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                             | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268023.17    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    348087 | NS      | $2097317.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes, Inc.                                                    | Invitation Homes, Inc.                                                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13864 | NS      | $424931.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113555.75    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                   | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    690000 | PA      | $699458.52    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96919.86     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    387671 | NS      | $12882307.33  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    389000 | PA      | $449331.43    | 0.00%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320304.00    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4644000 | PA      | $4719871.21   | 0.05%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 4 Ltd.                                                    | HalseyPoint CLO 4 Ltd., Series 2021-4A, Class C                                             | CUSIP: 40637LAE0<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752680.48   | 0.02%             | 2034-04-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47760.16     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1028403.72   | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1765580.45   | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    269000 | PA      | $268449.00    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                          | Clarivate Science Holdings Corp.                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1195028.36   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205751.75    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                                           | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    120540 | NS      | $8852457.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series DMT0                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     63900 | NS      | $1708966.42   | 0.02%             | 2025-09-18      | Fixed         | 17.77%                | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130624.21    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325312.70    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |   1302000 | PA      | $1502342.44   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142524.61    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |   1062300 | PA      | $1072263.84   | 0.01%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $3127047.77   | 0.03%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                              | Otsuka Corp.                                                                                | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |     32400 | NS      | $613888.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1192901 | PA      | $1118344.69   | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class B1B                                                        | CUSIP: 12571DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4918000 | PA      | $4969350.25   | 0.05%             | 2069-10-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1264233.04   | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                                     | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2423000 | PA      | $2442909.04   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $27473.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co.                                                               | Carvana Co.                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1381465 | PA      | $1444968.58   | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                                               | US Acute Care Solutions LLC                                                                 | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $336146.21    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66960.29     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | 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        |  11784000 | PA      | $130615.98    | 0.00%             | 2049-08-15      | Variable      | 1.24%                 | 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        |    304228 | PA      | $302420.73    | 0.00%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco SARL                                                  | Eagle Funding Luxco SARL                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1860000 | PA      | $1871904.00   | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                      | AmeriGas Partners LP                                                                        | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $201576.19    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    356000 | NS      | $16121308.24  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                           | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    467000 | PA      | $481899.83    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |    305000 | PA      | $357543.84    | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | 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        |    999164 | PA      | $998224.63    | 0.01%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                 | Intrum AB                                                                                   | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |   1608000 | PA      | $1546029.29   | 0.01%             | 2027-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    800000 | PA      | $200851.20    | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | 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        |   1000000 | PA      | $1001632.00   | 0.01%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6032000 | PA      | $6242281.55   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                                            | TeamSystem SpA                                                                              | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    480000 | PA      | $547802.29    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| United Utilities Group plc                                                | United Utilities Group plc                                                                  | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     92063 | NS      | $1374303.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      1462 | NS      | $5476387.79   | 0.05%             | 2025-09-25      | Fixed         | 9.59%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1227776.24   | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                            | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |   1916000 | PA      | $2178831.03   | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electron Bidco, Inc.                                                      | Examworks Bidco, Inc., 1st Lien Term Loan                                                   | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3284153 | PA      | $3290721.45   | 0.03%             | 2028-11-01      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares 1-5 Year Investment Grade Corporate Bond ETF                                        | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |   3795949 | NS      | $199780795.87 | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396835.55    | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    447000 | PA      | $409833.21    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    775000 | PA      | $1031512.48   | 0.01%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                        | Connect Finco SARL                                                                          | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432199.11    | 0.00%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      3963 | NS      | $3118033.80   | 0.03%             | 2025-08-07      | Fixed         | 11.08%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    282000 | PA      | $1547.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    431000 | PA      | $379425.69    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | 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        |   3393033 | PA      | $3402364.15   | 0.03%             | 2031-01-15      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                             | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    367000 | PA      | $386226.03    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | Skandinaviska Enskilda Banken AB                                                            | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1960000 | PA      | $1965524.02   | 0.02%             | 2028-06-02      | Fixed         | 4.38%                 | 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        |   1810000 | PA      | $2192088.29   | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B2                                                            | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    432820 | PA      | $432157.33    | 0.00%             | 2028-04-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                     | Cardinal Health, Inc.                                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     88556 | NS      | $13745662.32  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Building Materials, Inc.                                       | Foundation Building Materials, Inc.                                                         | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22509.27     | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $130407.27    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |    236163 | NS      | $4260380.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    100501 | NS      | $9023984.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                           | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   2065000 | PA      | $2129076.95   | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $448794.06    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                           | Solventum Corp.                                                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1261572.23   | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197853.80    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |   3301000 | PA      | $3929865.17   | 0.04%             | 2030-01-16      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     17474 | NS      | $610366.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    608000 | PA      | $599658.18    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elia Group SA                                                             | Elia Group SA/NV                                                                            | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |      6352 | NS      | $732851.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                           | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1475000 | PA      | $1503762.50   | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                          | Brixmor Operating Partnership LP                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    149000 | PA      | $152930.68    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                   | Pebblebrook Hotel Trust                                                                     | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14136.87     | 0.00%             | 2026-12-15      | Fixed         | 1.75%                 | 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        |    831626 | PA      | $831160.51    | 0.01%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                               | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   2253000 | PA      | $2684124.20   | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                             | iShares 5-10 Year Investment Grade Corporate Bond ETF                                       | CUSIP: 464288638<br>LEI: 549300ZJOCMXQZ0RKQ84 | Long             |  | RF                | US        |   4122960 | NS      | $219135324.00 | 2.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PointClickCare Technologies, Inc.                                         | PointClickCare Technologies, Inc., 1st Lien Term Loan                                       | CUSIP: C7365BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1265771 | PA      | $1265770.60   | 0.01%             | 2031-11-03      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 2A1                                          | CUSIP: 02150JAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3110981 | PA      | $1287585.38   | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp.                                         | Japan Hotel REIT Investment Corp.                                                           | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |      3123 | NS      | $1716319.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                                        | Viking Ocean Cruises Ship VII Ltd.                                                          | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     76000 | PA      | $75495.64     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                  | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |    400000 | PA      | $466108.11    | 0.00%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    227000 | PA      | $209197.55    | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                              | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6849000 | PA      | $7736287.95   | 0.07%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                     | Resideo Funding, Inc.                                                                       | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    408000 | PA      | $413892.34    | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc.                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1892542.41   | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                               | Hashemite Kingdom of Jordan                                                                 | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    580000 | PA      | $598380.20    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    498000 | PA      | $687858.23    | 0.01%             | 2029-06-27      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1199910.76   | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Diageo plc                                                                | Diageo plc                                                                                  | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    305195 | NS      | $7397182.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    199289 | NS      | $9515704.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asplundh Tree Expert LLC                                                  | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2103507 | PA      | $2106725.35   | 0.02%             | 2027-09-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-64128.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2014-1A, Class BR2                                                    | CUSIP: 92915PAP0<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002951.80   | 0.01%             | 2031-04-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                           | WFRBS Commercial Mortgage Trust, Series 2014-C20, Class XB                                  | CUSIP: 92890FAX4<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |  43883824 | PA      | $12972.06     | 0.00%             | 2047-05-15      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $9574.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    514000 | PA      | $532099.72    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                 | Williams Cos., Inc. (The)                                                                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    237000 | PA      | $242678.25    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc.                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    234000 | PA      | $222305.41    | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7197000 | PA      | $37099.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $705144.30    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Propulsion BC Newco LLC                                                   | Propulsion BC Newco LLC, 1st Lien Term Loan                                                 | CUSIP: 74347UAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276493 | PA      | $277377.69    | 0.00%             | 2029-09-14      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                            | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3241028 | PA      | $905599.66    | 0.01%             | 2036-03-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    609000 | PA      | $716009.18    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                                 | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    777000 | PA      | $902206.30    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                       | Viking Cruises Ltd.                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1102813.90   | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1092902.86   | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    172882 | NS      | $6170158.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International plc                                    | Morgan Stanley & Co. International plc, Series 001g                                         | CUSIP: 61779N381<br>LEI: 4PQUHN3JPFGFNF3BB653 | Long             | SN               | CORP              | GB        |     46897 | NS      | $2401044.17   | 0.02%             | 2025-08-06      | Fixed         | 10.04%                | 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        |   1140000 | PA      | $946719.61    | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                                        | PDD Holdings, Inc.                                                                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      3253 | NS      | $369052.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI Cruises GmbH                                                          | TUI Cruises GmbH                                                                            | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |    194000 | PA      | $232042.11    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11300 | NS      | $1925630.20   | 0.02%             | 2025-08-28      | Fixed         | 33.39%                | 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        |   1200000 | PA      | $1521858.67   | 0.01%             | 2028-06-21      | Variable      | 8.38%                 | 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        |    524000 | PA      | $720651.25    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                | Progress Residential Trust, Series 2021-SFR10, Class G                                      | CUSIP: 74333WAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5088708 | PA      | $4852125.91   | 0.05%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                       | Al Rajhi Sukuk Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300FHETHK3XGY8N60       | Long             | DBT              | CORP              | KY        |   1160000 | PA      | $1169268.40   | 0.01%             | 2030-07-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                       | Newell Brands, Inc.                                                                         | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324840.79    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1066935.48   | 0.01%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     95646 | NS      | $7711936.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUE                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     42418 | NS      | $1774529.45   | 0.02%             | 2025-09-02      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Sotheby's                                                                 | Sotheby's                                                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $359802.51    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165591.70    | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                   | Williams Scotsman, Inc.                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    255000 | PA      | $266200.37    | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                          | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    281000 | PA      | $275999.83    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                        | JFE Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |     81500 | NS      | $943204.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1705628.92   | 0.02%             | 2028-03-15      | Variable      | 4.38%                 | 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        |   1446000 | PA      | $1847595.95   | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sazerac Co., Inc.                                                         | Sazerac Co., Inc., 1st Lien Term Loan B1                                                    | CUSIP: 80583EAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1762000 | PA      | $1767515.06   | 0.02%             | 2032-06-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |   1670000 | PA      | $2091464.46   | 0.02%             | 2031-03-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1567191.29   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    141087 | NS      | $6040247.66   | 0.06%             | 2025-09-04      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                               | Ardonagh Group Finance Ltd.                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   2243000 | PA      | $2358828.52   | 0.02%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                               | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |    174000 | PA      | $200299.40    | 0.00%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    156296 | NS      | $10647804.58  | 0.10%             | 2025-08-14      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1415070.46   | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21774.02     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class E                                       | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5143793 | PA      | $5164689.71   | 0.05%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      9186 | NS      | $8775635.75   | 0.08%             | 2025-09-08      | Fixed         | 16.99%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-17A, Class CR2                                                    | CUSIP: 67113LBA3<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004263.00   | 0.01%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    568000 | PA      | $670741.40    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | 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        |    601716 | PA      | $602468.33    | 0.01%             | 2031-02-21      | Variable      | 6.81%                 | No            |                  3 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     46300 | NS      | $1608759.26   | 0.02%             | 2025-08-28      | Fixed         | 19.19%                | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                              | Nasdaq, Inc.                                                                                | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    292000 | PA      | $302951.07    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $621260.71    | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    414000 | PA      | $397907.82    | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    288000 | PA      | $305357.18    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193325.43    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                                           | Cable One, Inc.                                                                             | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    219000 | PA      | $209035.50    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    240000 | PA      | $228901.81    | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $101449.82    | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury BV                                                       | Citycon Treasury BV                                                                         | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    425000 | PA      | $500455.57    | 0.00%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    667000 | PA      | $779106.20    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | 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        |   2351000 | PA      | $2141404.00   | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO                                                                 | AIMCO CLO, Series 2015-AA, Class CR3                                                        | CUSIP: 00900LBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004430.10   | 0.03%             | 2034-10-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                    | Extra Space Storage LP                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    799000 | PA      | $809335.91    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                  | Penn Entertainment, Inc., 1st Lien Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2727426 | PA      | $2733807.83   | 0.03%             | 2029-05-03      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 1 Ltd.                                                 | OHA Credit Funding 1 Ltd., Series 2018-1A, Class CR                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006195.20   | 0.01%             | 2037-04-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                  | ADT Security Corp. (The)                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    347000 | PA      | $329760.17    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc., Series A                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1130034.69   | 0.01%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                     | Alexandria Real Estate Equities, Inc.                                                       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     90009 | NS      | $6879387.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    308000 | PA      | $306250.24    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     13900 | NS      | $4296544.20   | 0.04%             | 2025-09-08      | Fixed         | 20.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    650000 | PA      | $5689.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                                   | WPP plc                                                                                     | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   1398897 | NS      | $7574173.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                                     | Wabash National Corp.                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255092.98    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    142576 | NS      | $9706574.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class B                                              | CUSIP: 037986AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502837.55   | 0.01%             | 2035-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                                   | Capstone Borrower, Inc.                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1910086.36   | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                            | Entegris, Inc., 1st Lien Term Loan B                                                        | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1398583 | PA      | $1406359.02   | 0.01%             | 2029-07-06      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.                                     | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR2                           | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501048.50   | 0.02%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                                        | HAT Holdings I LLC                                                                          | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    164000 | PA      | $169856.93    | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                                   | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    285000 | PA      | $330197.89    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1327025 | PA      | $995680.33    | 0.01%             | 2029-01-24      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1739367.31   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4419000 | PA      | $4495178.96   | 0.04%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1424000 | PA      | $1354371.81   | 0.01%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                              | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    661000 | PA      | $658402.90    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp., 1st Lien Term Loan B                                                 | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5270602 | PA      | $5279825.55   | 0.05%             | 2031-01-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1229000 | PA      | $1197414.09   | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $32450.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AECOM                                                                     | AECOM                                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1079707.23   | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |    680000 | PA      | $779244.07    | 0.01%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   4800000 | PA      | $6087160.80   | 0.06%             | 2030-01-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    974000 | PA      | $-5619.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1001996.09   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | 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        |   1880000 | PA      | $1878837.78   | 0.02%             | 2036-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                         | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   5004715 | PA      | $5004164.69   | 0.05%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    558000 | PA      | $648334.60    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nexans SA                                                                 | Nexans SA                                                                                   | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |      3333 | NS      | $479020.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-UBS5, Class XB2                                      | CUSIP: 12592KBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12675000 | PA      | $93781.44     | 0.00%             | 2047-09-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74885.59     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                                 | Sekisui Chemical Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     52800 | NS      | $915822.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                | LABL, Inc.                                                                                  | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    339000 | PA      | $281575.26    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 3                                                          | Pikes Peak CLO 3, Series 2019-3A, Class BRR                                                 | CUSIP: 72132UBC6<br>LEI: 254900Y8O8REGL3BZS62 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1603601.60   | 0.02%             | 2034-10-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                              | Kaseya, Inc., 1st Lien Term Loan                                                            | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4697228 | PA      | $4707514.43   | 0.05%             | 2032-03-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CPI HoldCo B LLC                                                          | CPI Holdco B LLC, 1st Lien Term Loan                                                        | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3137777 | PA      | $3134105.90   | 0.03%             | 2031-05-19      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33057.63     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |    182300 | NS      | $4559788.87   | 0.04%             | 2025-08-25      | Fixed         | 23.30%                | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                      | CP Atlas Buyer, Inc.                                                                        | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104933.92    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $74289.64     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                     | FRTKL, Series 2021-SFR1, Class F                                                            | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2757277.95   | 0.03%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                      | RLJ Lodging Trust LP                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55165.30     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                                   | Apex Group Treasury LLC, 1st Lien Term Loan B                                               | CUSIP: G0472CAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2582852 | PA      | $2582206.79   | 0.02%             | 2032-02-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      5300 | NS      | $10793495.51  | 0.10%             | 2025-09-11      | Fixed         | 19.81%                | No            |                  2 | On Loan: No      |
| KKR CLO 18 Ltd.                                                           | KKR CLO 18 Ltd., Series 18, Class CR                                                        | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   8050000 | PA      | $8079335.01   | 0.08%             | 2030-07-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                    | Becton Dickinson & Co.                                                                      | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1710060.55   | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    439000 | PA      | $450414.00    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, 1st Lien Term Loan B                                               | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1296485 | PA      | $1297703.70   | 0.01%             | 2031-12-11      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    785000 | PA      | $788091.81    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2006-8, Class A5         | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973534 | PA      | $324233.47    | 0.00%             | 2036-10-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc., 1st Lien Term Loan B                                        | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    870394 | PA      | $871481.55    | 0.01%             | 2031-10-24      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    239949 | NS      | $10248221.79  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class CRR                                           | CUSIP: 118382BE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504218.00   | 0.02%             | 2034-07-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTF                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     22924 | NS      | $6149918.27   | 0.06%             | 2025-09-02      | Fixed         | 16.42%                | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                                | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187312.28    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |    113700 | NS      | $4996798.76   | 0.05%             | 2025-08-25      | Fixed         | 18.71%                | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc.                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    406000 | PA      | $387797.76    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142664.88    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A                                     | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19695568 | PA      | $10242713.64  | 0.10%             | 2036-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                                      | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    434902 | PA      | $434901.76    | 0.00%             | 2029-02-15      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                                | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1345771.56   | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123997.99    | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                                    | GYP Holdings III Corp., 1st Lien Term Loan B                                                | CUSIP: 36249VAK2<br>LEI: 549300055I1KJWZH9690 | Long             | LON              | CORP              | US        |    836897 | PA      | $836897.22    | 0.01%             | 2030-05-13      | Variable      | 6.61%                 | No            |                  3 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203930.80    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    109692 | NS      | $7871497.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    794000 | PA      | $740234.27    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA                                                                         | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $160291.86    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                                     | Swatch Group AG (The)                                                                       | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |     22732 | NS      | $4020320.46   | 0.04%             |  |  |  | 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        |    229453 | PA      | $212400.21    | 0.00%             | 2029-02-06      | Variable      | 9.08%                 | 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        |   3000000 | PA      | $2999013.00   | 0.03%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302661.34    | 0.00%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-4A, Class CR                                                 | CUSIP: 17181TAN1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002364.60   | 0.02%             | 2038-01-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1787523.17   | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                         | Kronos Acquisition Holdings, Inc.                                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56384.17     | 0.00%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                                 | Global Auto Holdings Ltd.                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198517.48    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |   1379000 | PA      | $1923513.36   | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                               | Cubic Corp., 1st Lien Term Loan C                                                           | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    870168 | PA      | $630558.43    | 0.01%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                    | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128889.82    | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                                            | Parkland Corp.                                                                              | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $198293.80    | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2309788.80   | 0.02%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2081821.51   | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ineos US Petrochem LLC                                                    | INEOS US Petrochem LLC, 1st Lien Term Loan B                                                | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738150 | PA      | $668025.75    | 0.01%             | 2031-10-07      | Variable      | 8.61%                 | No            |                  3 | 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        |    344646 | PA      | $318384.24    | 0.00%             | 2036-02-25      | Floating      | 4.93%                 | 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        |    741313 | PA      | $741312.98    | 0.01%             | 2030-10-17      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                                | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001655.70   | 0.01%             | 2037-07-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2017-3A, Class A1R2                                             | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10038859.00  | 0.10%             | 2037-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2007-J2, Class 2A8                                  | CUSIP: 12545EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926287 | PA      | $308303.66    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTc                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     32089 | NS      | $3584913.88   | 0.03%             | 2025-08-04      | Fixed         | 14.14%                | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                      | Ingersoll Rand, Inc.                                                                        | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    929000 | PA      | $954683.01    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                                      | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                                 | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    793775 | PA      | $792124.05    | 0.01%             | 2031-12-04      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                                | Acciona SA                                                                                  | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |      4649 | NS      | $891655.46    | 0.01%             |  |  |  | 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        |   1798501 | PA      | $1793555.23   | 0.02%             | 2031-07-02      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Vortex Opco LLC                                                           | Vortex Opco LLC, 1st Lien Term Loan                                                         | CUSIP: G9158TAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223042 | PA      | $425618.45    | 0.00%             | 2028-12-18      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                       | Public Service Electric & Gas Co., Series Q                                                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1126566.63   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                   | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    336000 | PA      | $330965.19    | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                            | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    450900 | NS      | $8893278.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                     | Power Corp. of Canada                                                                       | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     76968 | NS      | $3101828.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2025-RTL1, Class A1                          | CUSIP: 92262GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3028679.40   | 0.03%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LVIII Ltd.                                           | Madison Park Funding LVIII Ltd., Series 2024-58A, Class B                                   | CUSIP: 55817BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1707901.43   | 0.02%             | 2037-04-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                                  | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1496822.09   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC, Series 2022-ATH3, Class B1                                                            | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4695247 | PA      | $4689222.53   | 0.05%             | 2067-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                       | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      9967 | NS      | $911422.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                            | NMG Parent LLC                                                                              | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3714 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp., 1st Lien Term Loan B                                                 | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2183375 | PA      | $2185558.26   | 0.02%             | 2028-11-30      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 1A4                                 | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547116 | PA      | $376648.71    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    541000 | PA      | $643727.02    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    119000 | PA      | $139311.80    | 0.00%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc.                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1751963.67   | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series N11W                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     14533 | NS      | $3534126.47   | 0.03%             | 2025-08-29      | Fixed         | 15.11%                | No            |                  2 | On Loan: No      |
| VGP NV                                                                    | VGP NV                                                                                      | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |     19165 | NS      | $2015387.27   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3850414 | PA      | $4365502.98   | 0.04%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |   1181000 | PA      | $1351427.41   | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    769000 | PA      | $740463.33    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                                       | INEOS Styrolution Ludwigshafen GmbH                                                         | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |    280000 | PA      | $311337.04    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    133272 | NS      | $7732503.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9655000 | PA      | $8553441.45   | 0.08%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc., 1st Lien Term Loan B                                         | CUSIP: 34966LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    899615 | PA      | $899615.43    | 0.01%             | 2031-06-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    590000 | PA      | $598997.50    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP, 1st Lien Term Loan B6                                                  | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    808898 | PA      | $809658.05    | 0.01%             | 2030-11-22      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $277779.09    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                                  | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219113.63    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1571424.64   | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8706.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |    777000 | PA      | $890968.62    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    794000 | PA      | $846359.54    | 0.01%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3134000 | PA      | $3167251.71   | 0.03%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     31875 | NS      | $3362812.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                          | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1153000 | PA      | $1236801.15   | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                                  | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    267000 | PA      | $273755.07    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101911.40    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | 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        |   1316670 | PA      | $1317907.74   | 0.01%             | 2030-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                            | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $191715.41    | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                              | Ferrovial SE                                                                                | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     40444 | NS      | $2073279.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                    | GSAA Home Equity Trust, Series 2006-18, Class AF6                                           | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3155399 | PA      | $702954.69    | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                     | Matador Resources Co.                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    331000 | PA      | $331976.45    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |   2000000 | PA      | $1993591.00   | 0.02%             | 2065-05-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                     | Quanta Services, Inc.                                                                       | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5185 | NS      | $2105784.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                                            | Somnigroup International, Inc.                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    298000 | PA      | $283014.24    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                              | Securitas AB, Class B                                                                       | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     69403 | NS      | $1030033.65   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc., 1st Lien Term Loan K                                                       | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1125435 | PA      | $1129070.29   | 0.01%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $217.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                            | ANGI Group LLC                                                                              | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    646000 | PA      | $601826.52    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                                   | Howden UK Refinance plc                                                                     | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |   1124000 | PA      | $1170547.09   | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1050000 | PA      | $1069425.44   | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | 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        |     53100 | NS      | $5974100.22   | 0.06%             | 2025-08-11      | Fixed         | 22.91%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-J1, Class 2A5                                           | CUSIP: 02149MAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484451 | PA      | $543561.59    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                                               | Axalta Coating Systems Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    112220 | NS      | $3178070.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735606.95    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                  | Duke Energy Progress LLC                                                                    | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31242.09     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     13817 | NS      | $4179986.45   | 0.04%             | 2025-08-29      | Fixed         | 10.27%                | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                                           | Rad CLO 10 Ltd., Series 2021-10A, Class C                                                   | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3755845.88   | 0.04%             | 2034-04-23      | Floating      | 6.33%                 | 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        |    565092 | PA      | $549532.53    | 0.01%             | 2035-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68448.61     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    117445 | NS      | $3644974.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                      | Archrock Partners LP                                                                        | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    456000 | PA      | $455974.02    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    347000 | PA      | $323415.92    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    534000 | PA      | $6886.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                                     | KeHE Distributors LLC                                                                       | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $186806.19    | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    211000 | PA      | $201539.14    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Project Kickers                                                           | Project Kickers, Delayed Draw 1st Lien Term Loan                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   5400000 | PA      | $6159154.34   | 0.06%             | 2030-11-19      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3562 | NS      | $1239006.08   | 0.01%             |  |  |  | No            |                  1 | 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        |   5000000 | PA      | $5009895.00   | 0.05%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0O4                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      9287 | NS      | $1777838.48   | 0.02%             | 2025-08-29      | Fixed         | 12.51%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     97024 | NS      | $1753062.27   | 0.02%             | 2025-09-04      | Fixed         | 22.14%                | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1101000 | PA      | $983524.54    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                            | CUSIP: N/A<br>LEI: 8945002RM8LY280ZUC12       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $688026.16    | 0.01%             | 2028-10-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc., 1st Lien Term Loan                                                 | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1216589 | PA      | $1210067.68   | 0.01%             | 2027-01-29      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150632.29    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc.                                                                     | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1420248.43   | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2836000 | PA      | $2816273.63   | 0.03%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                                | Waystar Technologies, Inc., 1st Lien Term Loan                                              | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    831956 | PA      | $833345.03    | 0.01%             | 2029-10-22      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                 | Holcim AG                                                                                   | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     93298 | NS      | $7440509.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                                        | Nibe Industrier AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |    119909 | NS      | $553309.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                                 | Serta Simmons Bedding LLC, 1st Lien Term Loan                                               | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    652756 | PA      | $604340.83    | 0.01%             | 2028-06-29      | Variable      | 11.91%                | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                              | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    704000 | PA      | $723227.65    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | 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        |  19404000 | PA      | $19926611.81  | 0.19%             | 2065-07-25      | Variable      | 6.03%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1530000 | PA      | $1279845.00   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                  | HP, Inc.                                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    195253 | NS      | $4842274.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TruGreen LP                                                               | TruGreen LP, 1st Lien Term Loan B                                                           | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    862769 | PA      | $829983.47    | 0.01%             | 2027-11-02      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B3                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1054000 | PA      | $1011270.84   | 0.01%             | 2028-01-31      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4751806.45   | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc., Facility 1st Lien Term Loan B                                        | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1644981 | PA      | $1649093.92   | 0.02%             | 2031-02-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                                             | KION Group AG                                                                               | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |     17519 | NS      | $1076978.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp., 1st Lien Term Loan B3                                                   | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   3990491 | PA      | $3986739.62   | 0.04%             | 2027-03-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                            | Var Energi ASA                                                                              | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |   1078000 | PA      | $1357183.95   | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37201.94     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                      | Aeropuertos Dominicanos Siglo XXI SA                                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    293000 | PA      | $302185.55    | 0.00%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    786000 | PA      | $850734.68    | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                            | Bayview Commercial Asset Trust, Series 2007-1, Class A1                                     | CUSIP: 07325MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1299944 | PA      | $1230453.95   | 0.01%             | 2037-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-15CB, Class A7                                          | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218548 | PA      | $127772.24    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | 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        |   3467000 | PA      | $3440997.50   | 0.03%             | 2035-04-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SURA Asset Management SA                                                  | SURA Asset Management SA                                                                    | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    820000 | PA      | $857228.00    | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    623000 | PA      | $641262.00    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1337151.51   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | 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        |   1491263 | PA      | $1491695.35   | 0.01%             | 2029-11-09      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    628000 | PA      | $574076.78    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                    | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                            | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178915 | PA      | $175515.09    | 0.00%             | 2036-02-25      | Variable      | 5.60%                 | 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        |     37931 | PA      | $37741.66     | 0.00%             | 2028-06-30      | Variable      | 9.46%                 | No            |                  3 | On Loan: No      |
| Vossloh AG                                                                | Vossloh AG                                                                                  | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |      4557 | NS      | $446940.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    944000 | PA      | $1033601.88   | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      6405 | NS      | $3543262.55   | 0.03%             | 2025-09-04      | Fixed         | 10.45%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     19861 | NS      | $7253851.12   | 0.07%             | 2025-09-11      | Fixed         | 16.61%                | No            |                  2 | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                              | Medco Cypress Tree Pte. Ltd.                                                                | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $261250.00    | 0.00%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial, Inc.                                                  | Flagstar Financial, Inc.                                                                    | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    429406 | NS      | $4847993.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                           | Schlumberger NV                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    129029 | NS      | $4361180.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    228499 | NS      | $19159641.15  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Promigas SA ESP                                                           | Promigas SA ESP                                                                             | CUSIP: N/A<br>LEI: 254900IXHTV7LDSFQD65       | Long             | DBT              | CORP              | US        |    580000 | PA      | $542300.00    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | 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        |   4261559 | PA      | $4076201.17   | 0.04%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    111669 | NS      | $20107120.14  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    938000 | PA      | $904837.20    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371P309<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |      9615 | NS      | $3457580.15   | 0.03%             | 2025-08-15      | Fixed         | 15.90%                | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    475000 | PA      | $558796.03    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |    735160 | NS      | $10330530.35  | 0.10%             |  |  |  | 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        |    661500 | PA      | $672195.00    | 0.01%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    690000 | PA      | $655012.93    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EG Finco Ltd.                                                             | EG Finco Ltd., 1st Lien Term Loan B                                                         | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    449602 | PA      | $450820.92    | 0.00%             | 2028-02-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                                    | Aramark Services, Inc., 1st Lien Term Loan B8                                               | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   3863192 | PA      | $3863887.51   | 0.04%             | 2030-06-24      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     41688 | NS      | $3837128.34   | 0.04%             | 2025-08-15      | Fixed         | 18.62%                | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                    | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |   1039000 | PA      | $1207206.43   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings, Inc.                                                    | Kinetik Holdings, Inc., Class A                                                             | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63666 | NS      | $2761831.08   | 0.03%             |  |  |  | No            |                  1 | 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        |  40477000 | PA      | $298056.44    | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     24245 | NS      | $7566210.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (Registered)                                                                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     20977 | NS      | $8289650.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                       | Radiate Holdco LLC, 1st Lien Term Loan                                                      | CUSIP: 75025KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3760518 | PA      | $3253788.43   | 0.03%             | 2029-09-25      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   5303000 | PA      | $7058207.32   | 0.07%             | 2029-09-07      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    525000 | PA      | $15805.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                                    | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    815000 | PA      | $813049.13    | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XV                                                             | Apidos CLO XV, Series 2013-15A, Class CRR                                                   | CUSIP: 03764QBJ0<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009346.80   | 0.03%             | 2031-04-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2089000 | PA      | $2066229.90   | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    337000 | PA      | $315915.42    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                        | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |   3178183 | PA      | $3819050.39   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                               | FinCo I LLC, 1st Lien Term Loan                                                             | CUSIP: 31774BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187945 | PA      | $187789.28    | 0.00%             | 2029-06-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5535.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    476152 | PA      | $28138.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                                       | Aethon United BR LP                                                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    411000 | PA      | $430621.55    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | 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        |    600000 | PA      | $717152.57    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                           | Brand Industrial Services, Inc.                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1476000 | PA      | $1339695.65   | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                  | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    225000 | PA      | $262243.33    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.                              | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan B                          | CUSIP: C4900AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1499957 | PA      | $1490582.00   | 0.01%             | 2030-03-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    593000 | PA      | $611416.46    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2159604.66   | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309886.28    | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    820000 | PA      | $911389.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    365000 | PA      | $4862.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     99963 | NS      | $6148127.14   | 0.06%             | 2025-09-12      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    317000 | PA      | $325248.97    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    986000 | PA      | $918174.93    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                           | CoreLogic, Inc., 1st Lien Term Loan                                                         | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   3105339 | PA      | $3095650.67   | 0.03%             | 2028-06-02      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    668000 | PA      | $567925.26    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                             | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    103968 | NS      | $3797951.04   | 0.04%             |  |  |  | No            |                  1 | 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        |   8600000 | PA      | $8616074.26   | 0.08%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-19, Class 1A4                                           | CUSIP: 02151AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116418 | PA      | $512364.90    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1166000 | PA      | $872202.98    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                                 | KBR, Inc.                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47223.75     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   7338808 | PA      | $7073583.44   | 0.07%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    384000 | PA      | $385920.00    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                     | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |    515000 | PA      | $690132.73    | 0.01%             | 2029-05-07      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                               | Endo Finance Holdings, Inc.                                                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $189362.10    | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series EE                                                                  | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1562577.21   | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    821000 | PA      | $1084691.44   | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1059120.16   | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1663000 | PA      | $1567377.50   | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | 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      | $8792.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     21377 | NS      | $1149013.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XX Funding Ltd.                                                   | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250320.88   | 0.01%             | 2038-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125581.61    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                              | Exelon Corp.                                                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    122801 | NS      | $5518676.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 2A1                  | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7878198 | PA      | $5502753.99   | 0.05%             | 2046-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                              | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2110610.71   | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | 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        |   1069843 | PA      | $698124.76    | 0.01%             | 2037-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                            | Interstate Power & Light Co.                                                                | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    882000 | PA      | $862713.63    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $558082.62    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp.                                                   | Yokogawa Electric Corp.                                                                     | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     31700 | NS      | $844934.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1176000 | PA      | $1177469.41   | 0.01%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                                        | Kingdom of Morocco                                                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    566000 | PA      | $534445.50    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1002000 | PA      | $895384.29    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                             | ION Trading Technologies SARL                                                               | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   1299000 | PA      | $1256240.95   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings, Inc.                             | Merlin Entertainments Group US Holdings, Inc.                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    266000 | PA      | $232220.95    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |   1148000 | PA      | $1312437.79   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198467.36    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding V Ltd.                                                  | Ares Loan Funding V Ltd., Series 2024-ALF5A, Class A1                                       | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3013350.60   | 0.03%             | 2037-07-27      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                                         | GrafTech Global Enterprises, Inc.                                                           | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $239368.16    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                                 | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                                        | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11012795.20  | 0.11%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                             | Organon & Co.                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567905.59    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class B1                                      | CUSIP: 46659RAG2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1988245.00   | 0.02%             | 2063-01-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    584000 | PA      | $562960.57    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                  | International Flavors & Fragrances, Inc.                                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     48725 | NS      | $3460936.75   | 0.03%             |  |  |  | No            |                  1 | 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        |   3000000 | PA      | $3007677.90   | 0.03%             | 2038-01-25      | Floating      | 5.63%                 | 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        |   2039000 | PA      | $53523.75     | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2835613.22   | 0.03%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1525000 | PA      | $1783316.15   | 0.02%             | 2031-01-21      | Variable      | 4.50%                 | 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      | $296.44       | 0.00%             |  |  |  | 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        |    439700 | PA      | $436024.77    | 0.00%             | 2064-12-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                                     | Reworld Holding Corp.                                                                       | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    153000 | PA      | $144951.11    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                     | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4321441 | PA      | $4322791.18   | 0.04%             | 2038-06-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                   | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   6486589 | PA      | $6471929.78   | 0.06%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     96000 | PA      | $81600.00     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49610 | NS      | $7522860.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    931000 | PA      | $977345.30    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $680651.09    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |    526707 | PA      | $492404.26    | 0.00%             | 2037-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1136759.44   | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M3                             | CUSIP: 92258WAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893170 | PA      | $911417.51    | 0.01%             | 2053-08-25      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2020-20A, Class B1R                                                    | CUSIP: 670859AQ0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8027444.80   | 0.08%             | 2037-04-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                     | Axon Enterprise, Inc.                                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157768.42    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    511000 | PA      | $507423.00    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 32 Ltd.                                             | Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class A                                     | CUSIP: 03333MAA1<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8034132.80   | 0.08%             | 2037-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                              | Dun & Bradstreet Corp. (The), 1st Lien Term Loan B2                                         | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   7505503 | PA      | $7503100.87   | 0.07%             | 2029-01-18      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94922.92     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | 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        |    678000 | PA      | $821124.78    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    145048 | NS      | $2669540.73   | 0.03%             |  |  |  | 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        |   1336381 | PA      | $1338719.19   | 0.01%             | 2030-10-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2646 | NS      | $829309.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                                        | Kyrgyz Republic International Bond                                                          | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |    480000 | PA      | $480000.00    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                              | Banco Mercantil del Norte SA                                                                | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    764000 | PA      | $748956.84    | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    362000 | PA      | $387766.44    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      7700 | NS      | $2207953.40   | 0.02%             | 2025-09-08      | Fixed         | 18.35%                | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                             | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     55393 | NS      | $2652216.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    150000 | PA      | $1148.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                               | Great Canadian Gaming Corp.                                                                 | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $591378.45    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                                            | ADLER Group SA                                                                              | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |    664216 | NS      | $7.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     22354 | NS      | $4340073.61   | 0.04%             | 2025-09-04      | Fixed         | 19.93%                | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                         | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A                                 | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1895000 | PA      | $1899093.96   | 0.02%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    139000 | PA      | $129159.61    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | 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        |   1946220 | PA      | $1946667.21   | 0.02%             | 2031-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| National Storage REIT                                                     | National Storage REIT                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    959316 | NS      | $1470977.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-26A, Class B                                                  | CUSIP: 67403CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002071.80   | 0.03%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4076396.78   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |   1478000 | PA      | $1969538.74   | 0.02%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                                            | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                                   | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001500.00   | 0.01%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $5602112.02   | 0.05%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                   | DuPont de Nemours, Inc.                                                                     | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2697526.57   | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                                              | Suburban Propane Partners LP                                                                | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    239000 | PA      | $224461.80    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | 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        |   2830000 | PA      | $2842381.25   | 0.03%             | 2041-07-15      | Floating      | 6.23%                 | 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        |   4710000 | PA      | $4779975.06   | 0.05%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                           | CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1                                   | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847648 | PA      | $1613878.28   | 0.02%             | 2035-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1305705.68   | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1015885.54   | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | 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        |   3041447 | PA      | $1334911.54   | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2016-1A, Class CR2                                            | CUSIP: 67110UBE8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   3265000 | PA      | $3281485.31   | 0.03%             | 2037-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3224516.16   | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    415000 | PA      | $493866.02    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H2, Class B1B                                             | CUSIP: 22758PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893503 | PA      | $890822.67    | 0.01%             | 2070-03-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                           | Halliburton Co.                                                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     58181 | NS      | $1303254.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   7170000 | PA      | $-43772.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3605672.83   | 0.03%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                  | ORLEN SA                                                                                    | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    563000 | PA      | $577075.00    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $757852.36    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145210.42    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31481.91     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | 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: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   5094346 | PA      | $5098574.41   | 0.05%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                           | Oceaneering International, Inc.                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362090.88    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                            | Structured Asset Mortgage Investments II Trust, Series 2007-AR4, Class GA4B                 | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444083 | PA      | $1328334.12   | 0.01%             | 2047-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                                           | First Citizens BancShares, Inc., Class A                                                    | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      5980 | NS      | $11928664.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sberbank of Russia PJSC                                                   | Sberbank of Russia PJSC                                                                     | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    877548 | NS      | $108.21       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                       | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2574041 | PA      | $2577252.09   | 0.02%             | 2038-07-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    882000 | PA      | $816732.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1004000 | PA      | $973909.59    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |   2455000 | PA      | $2983959.88   | 0.03%             | 2027-02-28      | Fixed         | 3.00%                 | 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        |    241000 | PA      | $256877.62    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    138829 | NS      | $15707113.06  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1576733.03   | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    368000 | PA      | $384868.96    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                                           | Fiber Midco SpA                                                                             | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |    148000 | PA      | $154161.17    | 0.00%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                        | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319977.09    | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    113141 | NS      | $11889987.69  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimbridge Topco LLC                                                       | Aimbridge Topco LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19362 | NS      | $1239168.00   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137683.95    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     37804 | NS      | $9503295.59   | 0.09%             | 2025-09-12      | Fixed         | 21.21%                | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1269482.02   | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5516483.50   | 0.05%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $33931.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-J8, Class A5                                            | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180998 | PA      | $450563.82    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                       | CNX Resources Corp.                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131968.77    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                 | Viper Energy Partners LLC                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921096.50    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                   | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     86920 | NS      | $1585703.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    733000 | PA      | $673431.95    | 0.01%             | 2031-03-09      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas Newco, Series G-1                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1987 | NS      | $44698.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Thames Water Utilities Ltd.                                               | Thames Water Utilities Ltd.                                                                 | CUSIP: N/A<br>LEI: 213800JKM5UQHFJOTZ25       | Long             | DBT              | CORP              | GB        |     28959 | PA      | $31937.61     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                | KeyBank NA                                                                                  | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1099855.75   | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    354000 | PA      | $-5219.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1373247.77   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| DigitalBridge Group, Inc.                                                 | DigitalBridge Group, Inc., Class A                                                          | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     75489 | NS      | $810751.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510503.75   | 0.02%             | 2037-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    342000 | PA      | $2870.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $236527.77    | 0.00%             | 2029-09-17      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    680000 | PA      | $815181.53    | 0.01%             | 2031-09-01      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                | Alibaba Group Holding Ltd.                                                                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    216000 | PA      | $191356.56    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531682.18    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    225255 | NS      | $22014171.15  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class CRR                                                   | CUSIP: 18914GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2515546.50   | 0.02%             | 2037-04-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA                                | Eurobank Ergasias Services and Holdings SA                                                  | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | DBT              | CORP              | GR        |    700000 | PA      | $824554.66    | 0.01%             | 2031-06-04      | Variable      | 6.62%                 | 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        |   3389258 | PA      | $2725565.96   | 0.03%             | 2046-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                  | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13600000 | PA      | $290702.86    | 0.00%             | 2049-03-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                     | Southern Copper Corp.                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      8279 | NS      | $779550.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                         | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315394.70    | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    346000 | PA      | $347704.95    | 0.00%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    603000 | PA      | $623221.98    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3921000 | PA      | $4196618.85   | 0.04%             | 2027-11-22      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    446000 | PA      | $587866.36    | 0.01%             | 2174-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc., 1st Lien Term Loan B8                                              | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |   5480818 | PA      | $5497972.55   | 0.05%             | 2031-05-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                                           | CMG Media Corp.                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $391961.33    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                            | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1839115.13   | 0.02%             | 2059-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                   | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    137099 | NS      | $4926395.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                             | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |    220018 | NS      | $4015328.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    437000 | PA      | $386627.10    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                             | Sutter Health, Series 20A                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    291000 | PA      | $261994.88    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    843000 | PA      | $846564.68    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1224701.60   | 0.01%             | 2029-11-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Pure Storage, Inc.                                                        | Pure Storage, Inc., Class A                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     12562 | NS      | $747690.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    751000 | PA      | $833204.46    | 0.01%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc., 1st Lien Term Loan B                                                         | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |   1857000 | PA      | $1832097.63   | 0.02%             | 2028-11-17      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     27094 | NS      | $3430765.65   | 0.03%             | 2025-08-01      | Fixed         | 25.33%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1212042.90   | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |   2219000 | PA      | $2950669.70   | 0.03%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                                    | Market Bidco Finco plc                                                                      | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1383743.29   | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1109000 | PA      | $1118426.50   | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |    840000 | PA      | $999502.22    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2018-1A, Class BR                                                 | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002658.70   | 0.01%             | 2038-01-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    238000 | PA      | $209696.65    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                          | IndyMac IMSC Mortgage Loan Trust, Series 2007-F2, Class 2A1                                 | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2230846 | PA      | $703268.76    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | 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        |   6965261 | PA      | $6970833.14   | 0.07%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                    | TUI AG                                                                                      | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |    558000 | PA      | $665445.13    | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                      | Africa Finance Corp.                                                                        | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |   1203000 | PA      | $1213526.25   | 0.01%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                           | Gulfport Energy Operating Corp.                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200202.94    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                              | OHA Credit Partners XII Ltd., Series 2015-12A, Class CR2                                    | CUSIP: 67109YBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012613.80   | 0.02%             | 2037-04-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP                                                                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $433184.99    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1zzu                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     34305 | NS      | $2400259.27   | 0.02%             | 2025-09-04      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                 | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                               | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   2483022 | PA      | $2485654.27   | 0.02%             | 2028-10-05      | Variable      | 6.60%                 | 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        |   1171000 | PA      | $1178564.66   | 0.01%             | 2032-06-30      | Variable      | 7.05%                 | 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        |   1166166 | PA      | $1170830.52   | 0.01%             | 2031-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    491000 | PA      | $484424.63    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                             | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    830000 | PA      | $1122268.69   | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3376656.41   | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                      | Avery Dennison Corp.                                                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     28609 | NS      | $4799731.93   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                            | Wyndham Hotels & Resorts, Inc.                                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    279000 | PA      | $270745.90    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                         | Nexa Resources SA                                                                           | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $309086.25    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                | Restoration Hardware, Inc., 1st Lien Term Loan                                              | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    416936 | PA      | $405862.32    | 0.00%             | 2028-10-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTY                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     15100 | NS      | $1425977.65   | 0.01%             | 2025-08-04      | Fixed         | 24.15%                | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                                      | Ashton Woods USA LLC                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $118156.89    | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |     47000 | NS      | $3231661.14   | 0.03%             | 2025-08-04      | Fixed         | 26.00%                | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                     | Clover Holdings 2 LLC, 1st Lien Term Loan                                                   | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2521680 | PA      | $2515375.80   | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | 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        |   1764885 | PA      | $1751682.78   | 0.02%             | 2036-02-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |    584000 | PA      | $669736.64    | 0.01%             | 2026-11-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     11900 | NS      | $1199281.13   | 0.01%             | 2025-08-14      | Fixed         | 37.27%                | No            |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                     | Momentive Performance Materials, Inc., 1st Lien Term Loan                                   | CUSIP: 60877JAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2267101 | PA      | $2267803.92   | 0.02%             | 2028-03-29      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                            | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      4428 | NS      | $1471580.81   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37076.27     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2024-27A, Class B                                                  | CUSIP: 67402UAE6<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3994576.80   | 0.04%             | 2037-10-22      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                  | Ryan LLC, 1st Lien Term Loan                                                                | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    109612 | PA      | $109626.75    | 0.00%             | 2030-11-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series G                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $878345.32    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                              | Danaos Corp.                                                                                | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   1890000 | PA      | $1927130.94   | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    188107 | NS      | $36294470.08  | 0.35%             | 2025-09-08      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1544664.44   | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6569 | NS      | $2455303.91   | 0.02%             | 2025-09-12      | Fixed         | 30.28%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc., 1st Lien Term Loan                                                      | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5245640 | PA      | $5247738.26   | 0.05%             | 2032-01-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BUPA Finance plc                                                          | BUPA Finance plc                                                                            | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |   1066000 | PA      | $1154836.83   | 0.01%             | 2031-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                           | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $371976.63    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1588000 | PA      | $1490340.54   | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |    530000 | PA      | $638331.82    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     18534 | NS      | $1828374.08   | 0.02%             | 2025-09-04      | Fixed         | 17.25%                | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3345315.10   | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Packers Holdings LLC                                                      | Packers Holdings LLC, 1st Lien Term Loan                                                    | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1093758 | PA      | $493558.44    | 0.00%             | 2028-03-02      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Rad CLO 14 Ltd.                                                           | Rad CLO 14 Ltd., Series 2021-14A, Class C                                                   | CUSIP: 75009RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3505299.35   | 0.03%             | 2035-01-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                            | Clover CLO LLC, Series 2018-1A, Class B1RR                                                  | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3017005.80   | 0.03%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    333000 | PA      | $337108.79    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1430414.40   | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     20683 | NS      | $3122550.62   | 0.03%             | 2025-09-12      | Fixed         | 21.94%                | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64321.36     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                                   | Singapore Airlines Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |    221000 | NS      | $1154320.08   | 0.01%             |  |  |  | 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        |    623142 | PA      | $625378.96    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NKT A/S                                                                   | NKT A/S                                                                                     | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |      5176 | NS      | $455347.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1199680 | NS      | $20008584.48  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                | Go Daddy Operating Co. LLC, 1st Lien Term Loan B7                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   3954998 | PA      | $3956343.07   | 0.04%             | 2031-05-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                                    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1116000 | PA      | $1147761.36   | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The), 1st Lien Term Loan B                                                    | CUSIP: 16384YAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1038917 | PA      | $1037617.89   | 0.01%             | 2028-08-18      | Variable      | 7.36%                 | No            |                  3 | On Loan: No      |
| Veolia Environnement SA                                                   | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     95819 | NS      | $3247218.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3364176.41   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446869.28    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                            | Bancolombia SA                                                                              | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    571000 | PA      | $606116.50    | 0.01%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    151918 | PA      | $145488.44    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $736551.80    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    773000 | PA      | $694082.95    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    614000 | PA      | $600334.94    | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | Verisure Holding AB                                                                         | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |   1304800 | PA      | $1546395.33   | 0.01%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    615000 | PA      | $611765.46    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4120000 | PA      | $4010614.00   | 0.04%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                             | Charter Next Generation, Inc., 1st Lien Term Loan                                           | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   5464680 | PA      | $5475226.55   | 0.05%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                                   | DCC plc                                                                                     | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |     13210 | NS      | $827356.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2018-IV Ltd., Series 2018-4A, Class AR                                         | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2703802.68   | 0.03%             | 2038-01-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |   1313000 | PA      | $1358919.55   | 0.01%             | 2029-05-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1038754.82   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191912.07    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     24700 | NS      | $6679207.24   | 0.06%             | 2025-09-08      | Fixed         | 18.90%                | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1256160.88   | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                   | Bayer US Finance II LLC                                                                     | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3806000 | PA      | $3796294.85   | 0.04%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| W.R. Grace Holdings LLC                                                   | WR Grace Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   3116152 | PA      | $3115498.06   | 0.03%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |     33004 | NS      | $1617506.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A3                                   | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260432 | PA      | $96515.07     | 0.00%             | 2031-09-17      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                              | Allegion plc                                                                                | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |    115039 | NS      | $19087270.88  | 0.18%             |  |  |  | No            |                  1 | 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        |    855000 | PA      | $989659.82    | 0.01%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                              | Bilfinger SE                                                                                | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      7308 | NS      | $786233.59    | 0.01%             |  |  |  | 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        |   3524448 | PA      | $3515636.46   | 0.03%             | 2030-06-28      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Cube A&D Buyer, Inc.                                                      | Cube A&D Buyer, Inc., 1st Lien Term Loan                                                    | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    500745 | PA      | $502622.79    | 0.00%             | 2031-10-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   4019000 | PA      | $4214692.59   | 0.04%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies SARL                                             | ION Trading Technologies SARL                                                               | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207246.80    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F749<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     16435 | NS      | $6271627.58   | 0.06%             | 2025-08-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                              | Ameren Corp.                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     77125 | NS      | $7799651.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class C                             | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   2803000 | PA      | $2706396.01   | 0.03%             | 2049-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154783.69    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |   1221000 | PA      | $1234558.72   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195164.99    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    236000 | PA      | $238386.90    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29011.16     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                 | Arkema SA                                                                                   | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     12210 | NS      | $830297.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | SN               | CORP              | US        |     17281 | NS      | $1732403.01   | 0.02%             | 2025-09-04      | Fixed         | 13.90%                | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                       | Coca-Cola Co. (The)                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    348597 | NS      | $23666250.33  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |     -3622 | NS      | $-1667061.72  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                          | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    516000 | PA      | $473910.40    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2020-1, Class A                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1 | PA      | $1.18         | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    515000 | PA      | $528196.50    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayer Corp.                                                               | Bayer Corp.                                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    826000 | PA      | $860912.94    | 0.01%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $893472.69    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      6149 | NS      | $2693384.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sappi Papier Holding GmbH                                                 | Sappi Papier Holding GmbH                                                                   | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |   1760000 | PA      | $1983124.41   | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196500.00    | 0.00%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                             | System Energy Resources, Inc.                                                               | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $563661.48    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    356490 | NS      | $26308962.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                                       | Azorra Finance Ltd.                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    176000 | PA      | $183260.00    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2019-3A, Class A2RR                                             | CUSIP: 14314HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5034092.00   | 0.05%             | 2037-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87097.63     | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                                       | Elmwood CLO IX Ltd., Series 2021-2A, Class CR                                               | CUSIP: 29003UAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503054.90   | 0.01%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                               | Ziggo Financing Partnership, 1st Lien Term Loan I                                           | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1087000 | PA      | $1047444.07   | 0.01%             | 2028-04-28      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $3128430.14   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                        | AmWINS Group, Inc.                                                                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234214.75    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | 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        |   1000000 | PA      | $997931.40    | 0.01%             | 2068-03-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                          | SS&C Technologies Holdings, Inc.                                                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    107014 | NS      | $9147556.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                           | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    802000 | PA      | $809640.08    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0O5                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     91886 | NS      | $4318031.94   | 0.04%             | 2025-08-29      | Fixed         | 10.56%                | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344674.24    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                            | Rivers Enterprise Borrower LLC                                                              | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $189809.69    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2022-1A, Class C                                            | CUSIP: 13877JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002963.20   | 0.02%             | 2035-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                          | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |   1936000 | PA      | $2340850.62   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     12204 | NS      | $3353903.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    674000 | PA      | $724035.54    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $313558.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-45T1, Class 1A10                                        | CUSIP: 02149JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2643229 | PA      | $988346.46    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3203000 | PA      | $3224684.31   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK Elevator Midco GmbH                                                                      | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |    193000 | PA      | $220645.03    | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc., 1st Lien Term Loan                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   5162549 | PA      | $5161826.08   | 0.05%             | 2031-04-16      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                           | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007000.00   | 0.02%             | 2040-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     30547 | NS      | $5042393.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barracuda Networks, Inc.                                                  | Barracuda Networks, Inc., 1st Lien Term Loan                                                | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |   1915945 | PA      | $1545209.34   | 0.01%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO VIII Ltd.                                     | Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR                           | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |    140550 | PA      | $140649.40    | 0.00%             | 2031-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    997000 | PA      | $964876.66    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    247000 | PA      | $288824.38    | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 10 Ltd.                                                | OHA Credit Funding 10 Ltd., Series 2021-10A, Class B                                        | CUSIP: 67707LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004275.00   | 0.02%             | 2036-01-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                | Paint Intermediate III LLC, 1st Lien Term Loan B                                            | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    684285 | PA      | $683217.52    | 0.01%             | 2031-10-09      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     36022 | NS      | $878576.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B12                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1387106 | PA      | $1363580.71   | 0.01%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                        | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    558000 | PA      | $739413.50    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TICP CLO VII Ltd.                                                         | TICP CLO VII Ltd., Series 2017-7A, Class CR                                                 | CUSIP: 87248TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6509750.00   | 0.06%             | 2033-04-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143025.78    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                          | DTE Electric Co.                                                                            | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    208000 | PA      | $212402.06    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 1998-D, Class M1                                   | CUSIP: 674135EB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223352 | PA      | $224002.54    | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                            | Interstate Power & Light Co.                                                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    136000 | PA      | $140878.37    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4396000 | PA      | $4582548.66   | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                 | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2354000 | PA      | $2363656.18   | 0.02%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                                              | Learfield Communications LLC                                                                | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |      8482 | NS      | $763380.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                              | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1531729.65   | 0.01%             | 2028-08-15      | 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      | $21411.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                                    | Filtration Group Corp., 1st Lien Term Loan                                                  | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   4979007 | PA      | $4987870.02   | 0.05%             | 2028-10-23      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC, 1st Lien Term Loan                                             | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   6992706 | PA      | $7003964.44   | 0.07%             | 2028-05-12      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     29535 | NS      | $8210730.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                                                 | Buzzi SpA                                                                                   | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      7565 | NS      | $395041.60    | 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        |   1094000 | PA      | $1245077.71   | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1818666 | PA      | $1916419.30   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                               | Project Boost Purchaser LLC, 1st Lien Term Loan                                             | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2885793 | PA      | $2884004.26   | 0.03%             | 2031-07-16      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                                       | Whitebox CLO I Ltd., Series 2019-1A, Class CRR                                              | CUSIP: 96467FBA7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003036.60   | 0.02%             | 2036-07-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1633344.98   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-61, Class 1A1                                           | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142450 | PA      | $130538.17    | 0.00%             | 2035-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F525<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     24664 | NS      | $3738419.20   | 0.04%             | 2025-08-04      | Fixed         | 15.36%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                 | Zayo Group Holdings, Inc.                                                                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2121068.87   | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   2056860 | PA      | $2055831.57   | 0.02%             | 2031-09-29      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     29000 | NS      | $1556031.05   | 0.01%             | 2025-08-28      | Fixed         | 25.06%                | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                               | AvalonBay Communities, Inc.                                                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     52253 | NS      | $9733688.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |      6867 | NS      | $3174525.68   | 0.03%             |  |  |  | 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        |   4041468 | PA      | $3320127.28   | 0.03%             | 2046-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                | Geberit AG (Registered)                                                                     | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      1339 | NS      | $1025806.34   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      5686 | NS      | $3025104.60   | 0.03%             | 2025-08-06      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1035000 | PA      | $1088820.00   | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc.                                                             | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    208000 | PA      | $213717.97    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    241000 | PA      | $229444.29    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                   | SPIE SA                                                                                     | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |     21039 | NS      | $1238175.54   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                         | Hertz Corp. (The)                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161933.43    | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                      | Bain Capital Specialty Finance, Inc.                                                        | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74557.29     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | 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        |   7280000 | PA      | $7332325.00   | 0.07%             | 2041-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                                          | Murphy Oil Corp.                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47387.55     | 0.00%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $186653.96    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     29750 | NS      | $2302522.58   | 0.02%             | 2025-09-04      | Fixed         | 18.19%                | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    125040 | NS      | $4076304.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                                    | Birch Grove CLO 9 Ltd., Series 2024-9A, Class B                                             | CUSIP: 09077WAE8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999592.20   | 0.02%             | 2037-10-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                        | HealthEquity, Inc.                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1302466.13   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                        | Camelot Finance SA                                                                          | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    186000 | PA      | $183571.57    | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2319869.86   | 0.02%             | 2026-09-20      | Fixed         | 1.95%                 | 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        |   1440777 | PA      | $1969132.19   | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3236754.30   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    258000 | PA      | $259312.97    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                                           | Antofagasta plc                                                                             | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    674000 | PA      | $589783.70    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                        | Swire Pacific Ltd., Class A                                                                 | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     57000 | NS      | $515242.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                               | Republic of North Macedonia                                                                 | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |    498000 | PA      | $595596.85    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                                    | Warehouses De Pauw CVA                                                                      | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |    127626 | NS      | $2978302.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47224.45     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    924000 | PA      | $834266.48    | 0.01%             | 2030-02-25      | Variable      | 4.50%                 | 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        |   1488000 | PA      | $1840341.62   | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | 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        |    740000 | PA      | $755266.20    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC, 1st Lien Term Loan B                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397348 | PA      | $392480.14    | 0.00%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc.                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   4473000 | PA      | $4592272.55   | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                                       | NYACK Park CLO Ltd., Series 2021-1A, Class A                                                | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4418000 | PA      | $4425272.03   | 0.04%             | 2034-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    748000 | PA      | $742424.27    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    667000 | PA      | $659462.17    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                | Lear Corp.                                                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     16852 | NS      | $1588975.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Escrow Issuer LLC                                                     | AAR Escrow Issuer LLC                                                                       | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1110195.84   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                                              | Pattern Energy Operations LP                                                                | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86284.07     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIT                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8880000 | PA      | $-22768.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                 | Zurich Insurance Group AG                                                                   | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     22788 | NS      | $15543846.80  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                              | Natixis Commercial Mortgage Securities Trust, Series 2017-75B, Class XA                     | CUSIP: 63874EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40610000 | PA      | $142614.20    | 0.00%             | 2037-04-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Aalberts NV                                                               | Aalberts NV                                                                                 | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |      8810 | NS      | $281587.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 1st Lien Term Loan                                                         | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    940136 | PA      | $434812.71    | 0.00%             | 2030-01-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459566.81    | 0.00%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy, Inc.                                                       | Gibson Energy, Inc.                                                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |     59630 | NS      | $1075026.99   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                                   | Mitsui Fudosan Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    149800 | NS      | $1338957.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                        | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $543399.81    | 0.01%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                             | Insulet Corp.                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    271000 | PA      | $278567.40    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | McAfee Corp., 1st Lien Term Loan B1                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   3663839 | PA      | $3534835.00   | 0.03%             | 2029-03-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                          | Vedanta Resources Finance II plc                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $294647.50    | 0.00%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                          | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $837829.78    | 0.01%             | 2034-09-22      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                               | Aena SME SA                                                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    868820 | NS      | $23395700.22  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3833737.26   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     34481 | NS      | $2536899.74   | 0.02%             |  |  |  | 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        |   1266174 | PA      | $1246788.83   | 0.01%             | 2027-10-01      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     22537 | NS      | $4820077.93   | 0.05%             | 2025-09-08      | Fixed         | 17.33%                | 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        |   3624000 | PA      | $3406560.00   | 0.03%             | 2036-12-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                          | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3814000 | PA      | $3807849.51   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | 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        |   6237784 | PA      | $6223748.77   | 0.06%             | 2031-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FedEx Corp.                                                               | FedEx Corp.                                                                                 | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    414000 | PA      | $390697.19    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1244495.12   | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                              | Americold Realty Trust, Inc.                                                                | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |    250690 | NS      | $4031095.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187921.97    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 9 Ltd.                                                   | Silver Point CLO 9 Ltd., Series 2025-9A, Class A1                                           | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024472.00   | 0.05%             | 2038-03-31      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                 | BlackRock Liquidity Funds, T-Fund, Institutional Class                                      | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 643540350 | NS      | $643540350.44 | 6.19%             |  |  |  | No            |                  1 | 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        |    660400 | PA      | $659094.46    | 0.01%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                   | Ellucian Holdings, Inc., 2nd Lien Term Loan                                                 | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    703000 | PA      | $722332.50    | 0.01%             | 2032-11-15      | Variable      | 9.11%                 | No            |                  3 | On Loan: No      |
| Grifols SA                                                                | Grifols SA                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |    290000 | PA      | $326970.50    | 0.00%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1065000 | PA      | $1074193.55   | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Amcor plc                                                                 | Amcor plc                                                                                   | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    296402 | NS      | $2771358.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $929282.17    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1060168.43   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                       | CitiMortgage Alternative Loan Trust, Series 2007-A1, Class 1A5                              | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50108 | PA      | $44679.69     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $379087.30    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                             | Wilsonart LLC, 1st Lien Term Loan                                                           | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4739416 | PA      | $4606854.87   | 0.04%             | 2031-08-05      | Variable      | 8.55%                 | 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        |   1062000 | PA      | $1316064.41   | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Terranea Resort                                                           | Terranea Resort, 1st Lien Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5600000 | PA      | $5600000.00   | 0.05%             | 2027-01-01      | Variable      | 8.66%                 | No            |                  3 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170805.52    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | 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        |   1646744 | PA      | $1526434.80   | 0.01%             | 2036-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150838.20    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    398000 | PA      | $425630.34    | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $570727.62    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4363000 | PA      | $4305119.96   | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | Rockies Express Pipeline LLC                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158835.12    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    742000 | PA      | $764537.14    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                             | Fortress Intermediate 3, Inc.                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1313952.72   | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC                                                                  | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    269000 | PA      | $273029.82    | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                              | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |   1201000 | PA      | $1228071.02   | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166832.49    | 0.00%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2034                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $188909.54    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                             | Schaeffler AG                                                                               | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $471366.27    | 0.00%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     14580 | NS      | $6753601.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                                                    | West Japan Railway Co.                                                                      | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |    118000 | NS      | $2583520.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     29576 | NS      | $2364601.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jungheinrich AG                                                           | Jungheinrich AG (Preference)                                                                | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |     14880 | NS      | $570471.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                             | Modernland Overseas Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |   1059134 | PA      | $353433.02    | 0.00%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                                    | GYP Holdings III Corp.                                                                      | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353335.85    | 0.00%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     17142 | NS      | $3956846.65   | 0.04%             | 2025-08-22      | Fixed         | 13.03%                | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                                     | Kaiser Aluminum Corp.                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1603112.34   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | 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        |  35000000 | PA      | $123924.85    | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     31539 | NS      | $3601425.75   | 0.03%             | 2025-09-12      | Fixed         | 17.43%                | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                                      | ICON Luxembourg SARL, 1st Lien Term Loan                                                    | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    580353 | PA      | $583109.93    | 0.01%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2930000 | PA      | $3032395.76   | 0.03%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534893.10    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                        | Chord Energy Corp.                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126482.80    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2020-4A, Class A1R                                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506366.50   | 0.02%             | 2040-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series N11X                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12770 | NS      | $9198249.98   | 0.09%             | 2025-08-29      | Fixed         | 13.70%                | 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        |  17580000 | PA      | $17623225.70  | 0.17%             | 2039-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                              | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2940604.07   | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                    | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    891000 | PA      | $854290.80    | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC, 1st Lien Term Loan                                                         | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2490000 | PA      | $2498715.00   | 0.02%             | 2032-05-06      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                           | Lehman XS Trust, Series 2007-20N, Class A1                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4613064 | PA      | $4489282.22   | 0.04%             | 2037-12-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                                   | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     43675 | NS      | $1263492.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund                                                              | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1610488.00   | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $232645.50    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                                                       | Generate CLO 2 Ltd., Series 2A, Class AR2                                                   | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |   7965000 | PA      | $7994600.33   | 0.08%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194851.08    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    466000 | PA      | $455378.88    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                                  | Ken Garff Automotive LLC                                                                    | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $206431.86    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                                        | Covia Holdings LLC, 1st Lien Term Loan                                                      | CUSIP: 22305CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640000 | PA      | $641798.40    | 0.01%             | 2032-02-13      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUD                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     36481 | NS      | $1761637.85   | 0.02%             | 2025-09-02      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series N10Y                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     15364 | NS      | $2683400.92   | 0.03%             | 2025-08-20      | Fixed         | 12.63%                | 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        |   3269000 | PA      | $85811.25     | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                              | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |   2247000 | PA      | $3146156.75   | 0.03%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                       | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013277.20   | 0.04%             | 2037-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411147.00    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines CenterLLC (The)                                 | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                              | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |   2484251 | PA      | $2486809.73   | 0.02%             | 2028-04-07      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                | AMSR Trust, Series 2021-SFR3, Class F                                                       | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10602159.70  | 0.10%             | 2038-10-17      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                         | CNH Industrial NV                                                                           | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |    145467 | NS      | $1885252.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                          | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                 | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10617842 | PA      | $7967058.21   | 0.08%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series MTT4                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |     65295 | NS      | $3417164.58   | 0.03%             | 2025-08-04      | Fixed         | 28.24%                | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                            | Cotiviti, Inc., 1st Lien Term Loan B                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   4816287 | PA      | $4800249.26   | 0.05%             | 2031-05-01      | Variable      | 7.08%                 | No            |                  2 | 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        |    386000 | PA      | $389937.97    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                        | Grupo Televisa SAB                                                                          | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $33431.40     | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                                           | Amber Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |   1127000 | PA      | $1359758.64   | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                              | TCW CLO Ltd., Series 2021-2A, Class C                                                       | CUSIP: 87190MAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503745.50   | 0.02%             | 2034-07-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2385856.14   | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                                             | Hubbell, Inc.                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     41638 | NS      | $18215792.24  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2065208.26   | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC, 1st Lien Term Loan                                                        | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    648293 | PA      | $645770.85    | 0.01%             | 2028-01-18      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   2000000 | PA      | $35180.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                             | Nordson Corp.                                                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     12007 | NS      | $2572019.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1099.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1136000 | PA      | $1343802.94   | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 27 Ltd.                                                      | AGL Core CLO 27 Ltd., Series 2023-27A, Class A                                              | CUSIP: 00092DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7014593.60   | 0.07%             | 2036-10-21      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                        | United Airlines Pass-Through Trust, Series 2024-1, Class A                                  | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1899326 | PA      | $1903252.68   | 0.02%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $361065.34    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    260000 | PA      | $224696.32    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259583.69    | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271229.27    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    327000 | PA      | $332300.21    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2371656.50   | 0.02%             | 2034-11-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                         | Chariot Buyer LLC, 1st Lien Term Loan                                                       | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   4372546 | PA      | $4371846.25   | 0.04%             | 2028-11-03      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1736989.19   | 0.02%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA                                                                                | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |    262000 | PA      | $303130.06    | 0.00%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    845000 | PA      | $914458.51    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                           | Kyushu Electric Power Co., Inc.                                                             | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |    530700 | NS      | $4704709.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                          | ArcelorMittal SA                                                                            | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     25333 | NS      | $789786.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                  | Banco Nacional de Panama                                                                    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    732000 | PA      | $620736.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                                                       | Generate CLO 7 Ltd., Series 7A, Class A1R                                                   | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011529.30   | 0.03%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166008.50    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                    | Compass Group Diversified Holdings LLC                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    363000 | PA      | $337217.60    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | 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        |   2410000 | PA      | $2431379.83   | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                                | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    860000 | PA      | $899224.60    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    186000 | PA      | $166159.36    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | 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        |   6600000 | PA      | $6599998.68   | 0.06%             | 2041-10-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    240000 | PA      | $275482.82    | 0.00%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                         | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35677 | PA      | $31525.23     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1484225.19   | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    188000 | PA      | $197076.83    | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                     | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      9467 | NS      | $2411276.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |   1505000 | PA      | $1723880.64   | 0.02%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co. LLC                                                     | AEGON Funding Co. LLC                                                                       | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1790820.37   | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    395898 | PA      | $400351.85    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                        | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    347000 | PA      | $345279.17    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     91055 | NS      | $3893511.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                                        | Poste Italiane SpA                                                                          | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     63062 | NS      | $1362449.75   | 0.01%             |  |  |  | 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        |    200000 | PA      | $208341.00    | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143552.12    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3070787.20   | 0.03%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                 | USI, Inc.                                                                                   | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    741000 | PA      | $782352.99    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp., 1st Lien Term Loan B                                        | CUSIP: 68163YAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2456000 | PA      | $2448018.00   | 0.02%             | 2032-07-23      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3316570 | PA      | $3142450.08   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                               | KUEHG Corp., 1st Lien Term Loan                                                             | CUSIP: 50118YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    975398 | PA      | $976012.09    | 0.01%             | 2030-06-12      | Variable      | 7.04%                 | 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        |   6992055 | PA      | $6982056.26   | 0.07%             | 2032-01-30      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                                | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     92128 | NS      | $3277592.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1387646.20   | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                                 | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   3199575 | PA      | $3181593.39   | 0.03%             | 2032-03-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1291581.69   | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13550386.05  | 0.13%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $993422.30    | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust          | Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class A1A      | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015206 | PA      | $1708234.41   | 0.02%             | 2047-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1331807.79   | 0.01%             | 2027-10-30      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    532000 | PA      | $520048.14    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1953014.37   | 0.02%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F467<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     65576 | NS      | $7761925.13   | 0.07%             | 2025-08-07      | Fixed         | 14.04%                | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                            | Raven Acquisition Holdings LLC                                                              | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $466632.42    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    569000 | PA      | $623889.68    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371P101<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     11641 | NS      | $8621477.20   | 0.08%             | 2025-08-08      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                    | Ardagh Metal Packaging Finance USA LLC                                                      | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188574.08    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                              | Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2                     | CUSIP: 073879PS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238689 | PA      | $245201.74    | 0.00%             | 2035-01-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                        | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509955.00   | 0.02%             | 2037-04-20      | Floating      | 5.85%                 | 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        |   6794457 | PA      | $0.09         | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| BAT International Finance plc                                             | BAT International Finance plc                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1086000 | PA      | $1134536.44   | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                            | ACS Actividades de Construccion y Servicios SA                                              | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     24835 | NS      | $1713982.71   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1368000 | PA      | $1392269.69   | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-11CB, Class 1A5                                         | CUSIP: 12668BWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570231 | PA      | $310774.84    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     16283 | NS      | $1939468.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    535000 | PA      | $538343.75    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371F582<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |    124449 | NS      | $6419704.05   | 0.06%             | 2025-08-04      | Fixed         | 31.69%                | 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        |   2772831 | PA      | $2766758.12   | 0.03%             | 2030-11-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                             | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    238474 | NS      | $34791370.15  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Esab Corp.                                                                | Esab Corp.                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    292000 | PA      | $298353.34    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | 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        |    584260 | PA      | $531092.72    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                            | Ralliant Corp.                                                                              | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51040 | NS      | $2333548.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1455615.43   | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    557000 | PA      | $556164.72    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                        | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    304000 | PA      | $308294.24    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    104180 | NS      | $3073094.48   | 0.03%             | 2025-10-01      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| General Electric Co.                                                      | General Electric Co.                                                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1433129.36   | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $697184.78    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $773765.17    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                              | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2521395.76   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    756000 | PA      | $805355.41    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     97000 | PA      | $98165.36     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636529.67    | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                                          | ERO Copper Corp.                                                                            | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    668000 | PA      | $655475.00    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     46676 | NS      | $6736747.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Indicor LLC                                                               | Indicor LLC, 1st Lien Term Loan D                                                           | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1221738 | PA      | $1223204.29   | 0.01%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1333072.79   | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5449000 | PA      | $5648598.45   | 0.05%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    182174 | NS      | $97189829.00  | 0.93%             |  |  |  | No            |                  1 | 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        |  11530000 | PA      | $11526396.88  | 0.11%             | 2039-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    809000 | PA      | $737016.15    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                 | UDR, Inc.                                                                                   | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189581.49    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1125000 | PA      | $1134796.39   | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                                 | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |    982000 | PA      | $1176825.29   | 0.01%             | 2028-07-15      | Fixed         | 9.50%                 | 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        |    680000 | PA      | $781772.18    | 0.01%             | 2038-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                   | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                 | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1993005 | PA      | $1995496.26   | 0.02%             | 2031-11-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class B1                                 | CUSIP: 10569NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010411.80   | 0.01%             | 2064-11-25      | Variable      | 7.33%                 | 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        |   3200000 | PA      | $3921857.05   | 0.04%             | 2030-12-13      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                  | Option Care Health, Inc., 1st Lien Term Loan B                                              | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   3326378 | PA      | $3341612.65   | 0.03%             | 2028-10-27      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-63, Class 3A3                                           | CUSIP: 12668AXH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259076 | PA      | $1167605.01   | 0.01%             | 2035-11-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp., Series B                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3856541.21   | 0.04%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $34235.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     65000 | NS      | $4423986.93   | 0.04%             | 2025-09-15      | Fixed         | 14.33%                | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                           | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1359580 | PA      | $1327928.59   | 0.01%             | 2028-09-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc., 1st Lien Term Loan B                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    925205 | PA      | $923660.03    | 0.01%             | 2030-02-06      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                                  | Cougar JV Subsidiary LLC                                                                    | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $233738.22    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                  | Bear Stearns ALT-A Trust, Series 2006-2, Class 11A1                                         | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2976320 | PA      | $2634425.12   | 0.03%             | 2036-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1149699.80   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cubic Corp.                                                               | Cubic Corp., 1st Lien Term Loan B                                                           | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   4575272 | PA      | $3341092.43   | 0.03%             | 2028-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Travelport Finance                                                        | Travelport Technology Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |       246 | NS      | $747077.40    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2017000 | PA      | $1965069.53   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2256065.82   | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co.                                                                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152731.21    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1650926.63   | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    543000 | PA      | $481111.16    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -30 | NC      | $-51982.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                             | CUSIP: N/A<br>LEI: 8156008BEDB552B30829       | Long             | DBT              | CORP              | IT        |   1451000 | PA      | $1666301.66   | 0.02%             | 2031-07-15      | Floating      | 6.15%                 | 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        |    377086 | PA      | $3.77         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                   | RHP Hotel Properties LP, 1st Lien Term Loan B                                               | CUSIP: 74958NAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1799729 | PA      | $1800287.40   | 0.02%             | 2030-05-18      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    242155 | NS      | $11446666.85  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT Holdings I LLC                                                        | HAT Holdings I LLC                                                                          | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43160.92     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     87577 | NS      | $4902644.76   | 0.05%             | 2025-09-11      | Fixed         | 24.27%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                | Morgan Stanley Finance LLC, Series DMMj                                                     | CUSIP: 61779N399<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      2589 | NS      | $1785021.02   | 0.02%             | 2025-08-07      | Fixed         | 12.97%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B4                                 | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1194405 | PA      | $1192015.98   | 0.01%             | 2030-12-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                             | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79555.17     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    403000 | PA      | $397261.28    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                           | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |    686000 | PA      | $790455.72    | 0.01%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    613852 | PA      | $505660.42    | 0.00%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                              | Blue Owl Credit Income Corp.                                                                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390722.95    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                                   | Titanium 2l Bondco SARL                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |   2952100 | PA      | $956086.87    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | 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        |   1233061 | PA      | $1324354.19   | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    924000 | PA      | $1038303.79   | 0.01%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                            | Public Storage                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     19653 | NS      | $5344436.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                            | Adjustable Rate Mortgage Trust, Series 2005-8, Class 2A1                                    | CUSIP: 007036QD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987387 | PA      | $870977.42    | 0.01%             | 2035-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152499.38    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      8337 | NS      | $875385.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                        | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |    911000 | PA      | $1047399.37   | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | 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        |     71574 | NS      | $3591683.52   | 0.03%             | 2025-09-12      | Fixed         | 13.14%                | 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        |    826000 | PA      | $593398.40    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     26957 | NS      | $3756728.80   | 0.04%             | 2025-08-06      | Fixed         | 20.20%                | 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        |    400000 | PA      | $370068.04    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp., 1st Lien Term Loan                                                     | CUSIP: C0787FAG7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1486610 | PA      | $1485375.67   | 0.01%             | 2028-09-29      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                          | Transocean, Inc.                                                                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     22400 | PA      | $23223.63     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                         | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                              | CUSIP: 56579UBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018987.50   | 0.05%             | 2037-08-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $284212.11    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                              | Evergy, Inc.                                                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    213388 | NS      | $15107870.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Midwest Gaming Borrower LLC                                               | Midwest Gaming Borrower LLC                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $391154.77    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |    400000 | PA      | $394964.74    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     38296 | NS      | $4089246.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                              | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3189677.18   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT plc                                                   | Tritax Big Box REIT plc                                                                     | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   1571492 | NS      | $2923168.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $227.02       | 0.00%             |  |  |  | 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        |   3000000 | PA      | $2999998.50   | 0.03%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      8424 | NS      | $691694.64    | 0.01%             |  |  |  | No            |                  1 | 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        |   2000000 | PA      | $2019367.60   | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | 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        |   5488434 | PA      | $4579439.86   | 0.04%             | 2030-08-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     14966 | NS      | $1117810.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                               | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2943000 | PA      | $3003271.14   | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                                            | Reynolds Consumer Products LLC, 1st Lien Term Loan                                          | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    428925 | PA      | $430267.54    | 0.00%             | 2032-03-04      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc., Facility 1st Lien Term Loan B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5875469 | PA      | $5883459.98   | 0.06%             | 2029-03-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1213771.42   | 0.01%             | 2026-03-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                                    | Labcorp Holdings, Inc.                                                                      | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $217426.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                                 | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    688000 | PA      | $738526.72    | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Engineering - Ingegneria Informatica - SpA                                | Engineering - Ingegneria Informatica - SpA                                                  | CUSIP: N/A<br>LEI: 81560042F5E23EE61346       | Long             | DBT              | CORP              | IT        |    329000 | PA      | $405566.28    | 0.00%             | 2030-02-15      | 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      | $312798.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $257323.25    | 0.00%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class CR                                            | CUSIP: 69702EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4860232.05   | 0.05%             | 2038-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |   1726000 | PA      | $2455516.04   | 0.02%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6004371.60   | 0.06%             | 2035-01-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian                                                     | La Financiere Atalian                                                                       | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   1400242 | PA      | $576498.50    | 0.01%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    665000 | PA      | $588755.52    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3408948.69   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    645000 | PA      | $650657.51    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3736509.33   | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                           | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    881000 | PA      | $917863.96    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                                               | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class B                                        | CUSIP: 83616KAC1<br>LEI: 549300FZ417XL0BBLZ51 | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5194517.12   | 0.05%             | 2035-04-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                                         | Trend Micro, Inc.                                                                           | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     17600 | NS      | $1073220.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2025-40A, Class B                                                      | CUSIP: 67570FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2501348.50   | 0.02%             | 2038-04-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co., Facility 1st Lien Term Loan                         | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1541888 | PA      | $1541333.35   | 0.01%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $240289.02    | 0.00%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    842000 | PA      | $986717.22    | 0.01%             | 2030-05-27      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                             | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class C1R2                                  | CUSIP: 03330NAY0<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $704477.27    | 0.01%             | 2037-07-22      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                    | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    397360 | PA      | $387038.44    | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-9T1, Class 2A2                                          | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534009 | PA      | $221017.73    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | 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        |   4170491 | PA      | $4178310.58   | 0.04%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    136000 | PA      | $1131.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                               | Imperial Brands Finance plc                                                                 | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2785000 | PA      | $2779064.89   | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     28800 | NS      | $5196764.23   | 0.05%             | 2025-09-15      | Fixed         | 24.88%                | 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        |   1426895 | PA      | $1407945.67   | 0.01%             | 2028-05-12      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371P507<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     83600 | NS      | $2755379.09   | 0.03%             | 2025-08-25      | Fixed         | 15.67%                | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                            | GLP Capital LP                                                                              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $967740.78    | 0.01%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    742000 | NS      | $3473973.80   | 0.03%             | 2025-09-01      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1583000 | PA      | $-12.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0OJ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    133800 | NS      | $10833405.54  | 0.10%             | 2025-08-21      | Fixed         | 22.62%                | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                                                 | Guangdong Investment Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   4218000 | NS      | $3754401.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series RR                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    528000 | PA      | $515322.98    | 0.00%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                               | Creative Artists Agency LLC, 1st Lien Term Loan B                                           | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |   5230662 | PA      | $5231760.12   | 0.05%             | 2031-10-01      | Variable      | 7.08%                 | 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        |   1345000 | PA      | $35306.25     | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     10538 | NS      | $1069080.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1145647.26   | 0.01%             | 2027-06-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                                      | Central Parent, Inc.                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $200489.22    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc., 1st Lien Term Loan B1                                             | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1574121 | PA      | $1564534.37   | 0.02%             | 2029-04-16      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2501000 | PA      | $2485994.00   | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | 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        |   3000000 | PA      | $3011016.90   | 0.03%             | 2037-10-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                        | APi Group DE, Inc., 1st Lien Term Loan                                                      | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   3686584 | PA      | $3683008.37   | 0.04%             | 2029-01-03      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Service King Midas International                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1841 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                     | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |   1661415 | PA      | $1583236.52   | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    641000 | PA      | $-579.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3146000 | PA      | $3200265.67   | 0.03%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1099427.87   | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                    | Residential Asset Securitization Trust, Series 2006-A15, Class A12                          | CUSIP: 76114DAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309425 | PA      | $100187.81    | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252301.09    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | Emerson Electric Co.                                                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     14663 | NS      | $2133613.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     15551 | NS      | $14723781.70  | 0.14%             | 2025-09-26      | Fixed         | 9.71%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                          | Vista Point Securitization Trust, Series 2020-1, Class B1                                   | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2804716.60   | 0.03%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                    | Fiesta Purchaser, Inc.                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49660.76     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | 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        |   4710000 | PA      | $3424600.92   | 0.03%             | 2041-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing 2019 plc                                      | Stonegate Pub Co. Financing plc                                                             | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $737616.04    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    796000 | PA      | $840084.07    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                                        | Light & Wonder International, Inc.                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396068.30    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1068000 | PA      | $1144896.00   | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | 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        |   1172000 | PA      | $1407957.99   | 0.01%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $102009.75    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192261.06    | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                   | Digital Realty Trust LP                                                                     | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     89000 | PA      | $93814.90     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     19489 | NS      | $3572000.73   | 0.03%             | 2025-09-08      | Fixed         | 18.32%                | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220987.67    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1407410.22   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                                          | Invesco CLO Ltd., Series 2022-1A, Class B                                                   | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3126563.13   | 0.03%             | 2035-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    263000 | PA      | $257051.54    | 0.00%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1063410.65   | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                                                | Skanska AB, Class B                                                                         | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |     22282 | NS      | $519760.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1746000 | PA      | $2030985.79   | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC, 1st Lien Term Loan B2                                             | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7528599 | PA      | $7539590.59   | 0.07%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                             | Perrigo Finance Unlimited Co.                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    675000 | PA      | $682064.55    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class B2                             | CUSIP: 64832DAH4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |   1577218 | PA      | $1526191.37   | 0.01%             | 2065-01-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                   | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                           | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504644.30   | 0.01%             | 2031-07-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                    | Birch Grove CLO 3 Ltd., Series 2021-3A, Class CR                                            | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008219.20   | 0.04%             | 2038-01-19      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $16286.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1237727.13   | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                          | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1613362.11   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                 | PPL Capital Funding, Inc.                                                                   | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    581000 | PA      | $585939.44    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    804000 | PA      | $807363.89    | 0.01%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    124141 | NS      | $7382107.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series G                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $325579.21    | 0.00%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                           | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118067.55    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                          | UFC Holdings LLC, 1st Lien Term Loan B4                                                     | CUSIP: 90266UAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4490435 | PA      | $4500763.00   | 0.04%             | 2031-11-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1502000 | PA      | $1391310.56   | 0.01%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                                              | Carnival plc                                                                                | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |    615000 | PA      | $713264.30    | 0.01%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1669035.39   | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1058248.33   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                                                 | Aviva plc                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $3864666.56   | 0.04%             | 2031-12-15      | Variable      | 6.88%                 | 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        |   1401000 | PA      | $1637717.68   | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                  | Empire Communities Corp.                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $57110.38     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                                   | Hyperion Refinance SARL, 1st Lien Term Loan B                                               | CUSIP: G4712JAY8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    282278 | PA      | $282896.29    | 0.00%             | 2030-04-18      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                              | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    772000 | PA      | $748914.93    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    272000 | PA      | $283699.32    | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                              | VS Buyer LLC, 1st Lien Term Loan                                                            | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4780736 | PA      | $4780735.79   | 0.05%             | 2031-04-14      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     40300 | NS      | $9409612.28   | 0.09%             | 2025-09-15      | Fixed         | 18.26%                | No            |                  2 | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                           | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     47786 | NS      | $2934465.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                                   | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     86797 | NS      | $5679127.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop SpA                                                              | Fibercop SpA, Series 2033                                                                   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    222000 | PA      | $215049.18    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                       | Simmons Foods, Inc.                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $326479.64    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | 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        |   1643331 | PA      | $1532341.14   | 0.01%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                            | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702518.53    | 0.01%             | 2031-10-20      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Rad CLO 5 Ltd.                                                            | Rad CLO 5 Ltd., Series 2019-5A, Class BR                                                    | CUSIP: 74923EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.03%             | 2032-07-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp.                                              | United States Cellular Corp.                                                                | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    543000 | PA      | $570087.56    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                  | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101963.40    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                          | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class CR                                 | CUSIP: 55819JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4767110.45   | 0.05%             | 2032-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    119000 | PA      | $109051.66    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                       | Carlyle US CLO Ltd., Series 2020-2A, Class A1R                                              | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010374.00   | 0.05%             | 2035-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $404018.98    | 0.00%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                                            | TGNR Intermediate Holdings LLC                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633176.38    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                         | Healthpeak OP LLC                                                                           | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    773000 | PA      | $784062.89    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                       | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310736.70    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                      | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     78932 | NS      | $6896847.78   | 0.07%             |  |  |  | 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        |   6823287 | PA      | $6824651.44   | 0.07%             | 2029-01-29      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     34976 | NS      | $1576596.59   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                                          | Transurban Group                                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |   2388515 | NS      | $21137938.97  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    313000 | PA      | $307219.54    | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                                        | PrestigeBidCo GmbH                                                                          | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |   1061000 | PA      | $1216625.10   | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4013000 | PA      | $4376493.53   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                          | Coles Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |    183569 | NS      | $2444031.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                       | Stagwell Global LLC                                                                         | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    608000 | PA      | $585210.64    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                  | Canadian Tire Corp. Ltd., Class A                                                           | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      7354 | NS      | $984956.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                                              | Hasbro, Inc.                                                                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     39715 | NS      | $2984979.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSky Flight LLC                                                         | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    253000 | PA      | $266547.39    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                                      | Pebblebrook Hotel LP                                                                        | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128638.68    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | 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        |   2112000 | PA      | $1549131.51   | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC, Facility 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   3993000 | PA      | $3995515.37   | 0.04%             | 2031-03-14      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                                  | Virgin Media Finance plc                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $468745.21    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                                     | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1610149.32   | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                              | Fortis, Inc.                                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     99802 | NS      | $4883498.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Holdings, Inc.                                             | Garrett Motion Holdings, Inc.                                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $138023.42    | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                   | Perrigo Investments LLC, 1st Lien Term Loan B                                               | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1403667 | PA      | $1406010.72   | 0.01%             | 2029-04-20      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc.                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    932000 | PA      | $943955.70    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                              | Constellation Renewables LLC, 1st Lien Term Loan                                            | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1427673 | PA      | $1427158.94   | 0.01%             | 2027-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    337000 | PA      | $341557.93    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                               | ProGroup AG                                                                                 | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    668000 | PA      | $767040.37    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series 000h                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8692 | NS      | $2417376.46   | 0.02%             | 2025-09-08      | Fixed         | 8.95%                 | 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        |   5005972 | PA      | $4668388.77   | 0.04%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    130000 | PA      | $1347.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138502.47    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1956174.45   | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                         | Oman Government Bond                                                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    953000 | PA      | $1004462.00   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                              | Dun & Bradstreet Corp. (The)                                                                | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    687000 | PA      | $702723.79    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    711000 | PA      | $846297.86    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                                  | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999700.00   | 0.03%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                         | Star Parent, Inc., 1st Lien Term Loan                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1546711 | PA      | $1528026.52   | 0.01%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | 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        |  13200000 | PA      | $13283315.66  | 0.13%             | 2025-09-04      | Variable      | 7.27%                 | No            |                  3 | On Loan: No      |
| Ensemble RCM LLC                                                          | Ensemble RCM LLC, 1st Lien Term Loan B                                                      | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   2495689 | PA      | $2505746.61   | 0.02%             | 2029-08-01      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                 | Sound Point CLO XXIX Ltd., Series 2021-1A, Class B1                                         | CUSIP: 83614VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3347590.01   | 0.03%             | 2034-04-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                       | Altice Financing SA, 1st Lien Term Loan                                                     | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    449170 | PA      | $428957.17    | 0.00%             | 2026-01-30      | Variable      | 9.25%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                              | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2041341 | PA      | $2040953.02   | 0.02%             | 2029-03-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4932000 | PA      | $5050055.41   | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     41974 | NS      | $3803683.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-18CB, Class 2A25                                        | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197709 | PA      | $113882.72    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                              | Barclays plc                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3361000 | PA      | $3796518.38   | 0.04%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                            | CUSIP: 06370D183<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     68800 | NS      | $5760299.47   | 0.06%             | 2025-08-18      | Fixed         | 16.92%                | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                               | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568623.96    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                               | GSAMP Trust, Series 2006-FM3, Class A1                                                      | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5934478 | PA      | $2716439.23   | 0.03%             | 2036-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC, 1st Lien Term Loan B1                                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   3539505 | PA      | $3536567.47   | 0.03%             | 2031-09-15      | Variable      | 6.61%                 | 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        |   7780000 | PA      | $7784862.50   | 0.07%             | 2029-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc., Class A                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    225047 | NS      | $3456721.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                | Bear Stearns Asset-Backed Securities Trust, Series 2004-HE3, Class M2                       | CUSIP: 07384YRY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980471 | PA      | $977311.93    | 0.01%             | 2034-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149303.60    | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                 | RTX Corp.                                                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     51594 | NS      | $8129666.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   4400000 | PA      | $5467531.20   | 0.05%             | 2029-12-06      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                    | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    705000 | PA      | $737173.38    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                                              | B&M European Value Retail SA                                                                | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | LU        |    587000 | PA      | $782218.70    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, 1st Lien Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  25236577 | PA      | $2.52         | 0.00%             | 2032-09-13      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2099000 | PA      | $1934885.70   | 0.02%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     63128 | NS      | $18513320.48  | 0.18%             | 2025-08-28      | Fixed         | 12.22%                | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    522000 | PA      | $554782.02    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-19, Class 1A8                                           | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543182 | PA      | $249285.98    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class A                                                              | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4710000 | PA      | $4717359.38   | 0.05%             | 2041-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                 | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR2                                        | CUSIP: 67707EBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501762.95   | 0.01%             | 2038-01-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                        | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1595000 | PA      | $1867246.38   | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1311807.71   | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | 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        |    700000 | PA      | $715876.00    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     59794 | NS      | $3887207.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTZ                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     32600 | NS      | $3478304.85   | 0.03%             | 2025-08-04      | Fixed         | 30.43%                | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                             | Banco BPM SpA                                                                               | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |   1938000 | PA      | $2385901.16   | 0.02%             | 2031-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                 | Aon Corp.                                                                                   | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    207000 | PA      | $182657.41    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     83373 | NS      | $4343440.47   | 0.04%             | 2025-09-08      | Fixed         | 21.88%                | No            |                  2 | On Loan: No      |
| NEW AMI I LLC                                                             | NEW AMI I LLC, 1st Lien Term Loan                                                           | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    729205 | PA      | $660295.48    | 0.01%             | 2029-03-08      | Variable      | 10.36%                | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     23821 | NS      | $6743248.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trestles CLO VI Ltd.                                                      | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999320.40   | 0.02%             | 2038-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                | Anglo American Capital plc                                                                  | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1449000 | PA      | $1494701.46   | 0.01%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                                     | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152236.48    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medco Maple Tree Pte. Ltd.                                                | Medco Maple Tree Pte. Ltd.                                                                  | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    388000 | PA      | $405945.00    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     73498 | NS      | $8213401.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                   | Republic Services, Inc.                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1837105.31   | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     16700 | NS      | $2734227.20   | 0.03%             | 2025-08-14      | Fixed         | 28.44%                | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                          | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4940.78      | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | 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      | $77961.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | Fresnillo plc                                                                               | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    616000 | PA      | $453862.64    | 0.00%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                                           | Eaton Corp. plc                                                                             | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      3089 | NS      | $1188400.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                                     | Walker & Dunlop, Inc.                                                                       | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $165163.86    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MP Midco Holdings LLC                                                     | MP Midco Holdings LLC, 1st Lien Term Loan                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    195365 | PA      | $197633.59    | 0.00%             | 2030-03-29      | Variable      | 10.81%                | 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        |   2657249 | PA      | $2657806.78   | 0.03%             | 2031-01-27      | Variable      | 6.58%                 | 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        |   3178000 | PA      | $3657086.57   | 0.04%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    659000 | PA      | $777190.12    | 0.01%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                    | XPLR Infrastructure LP                                                                      | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    964000 | PA      | $943563.20    | 0.01%             | 2025-11-15      | None          | 0.00%                 | 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        |   6179297 | PA      | $6199833.89   | 0.06%             | 2029-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    239000 | PA      | $252813.48    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     93807 | NS      | $17731399.14  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-2CB, Class A6                                           | CUSIP: 12668BLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668131 | PA      | $271412.70    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                         | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     86556 | NS      | $6236359.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aggreko Holdings, Inc.                                                    | Aggreko Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |   2988516 | PA      | $2998976.12   | 0.03%             | 2031-05-21      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| xAI Corp.                                                                 | x.AI Corp., 1st Lien Term Loan                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1491000 | PA      | $1427319.39   | 0.01%             | 2030-06-28      | Variable      | 11.55%                | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                    | Global Net Lease, Inc.                                                                      | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $279259.02    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    138796 | NS      | $6285687.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                                        | Levi Strauss & Co.                                                                          | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |    190000 | PA      | $220526.07    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | 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        |   3040000 | PA      | $3039050.00   | 0.03%             | 2037-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    388000 | PA      | $402796.17    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                              | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    462000 | PA      | $459722.52    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    332000 | PA      | $314961.08    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | 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        |   5000000 | PA      | $5035041.00   | 0.05%             | 2029-11-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                                        | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                                | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7022437.80   | 0.07%             | 2037-07-23      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: C79864150<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |     63214 | NS      | $6218191.81   | 0.06%             | 2025-08-28      | Fixed         | 13.55%                | No            |                  2 | On Loan: No      |
| Conseco Finance Corp.                                                     | Conseco Finance Corp., Series 1996-5, Class M1                                              | CUSIP: 393505NC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82984 | PA      | $89881.99     | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                                               | BOC Hong Kong Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    513500 | NS      | $2305747.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    648000 | PA      | $664200.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                     | Tempo Acquisition LLC, 1st Lien Term Loan                                                   | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   3023987 | PA      | $3015005.62   | 0.03%             | 2028-08-31      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                   | SS&C Technologies, Inc.                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1312031.69   | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Afflelou SAS                                                              | Afflelou SAS                                                                                | CUSIP: N/A<br>LEI: 969500I7CS80FNB7CZ43       | Long             | DBT              | CORP              | FR        |    326000 | PA      | $389653.28    | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     32115 | NS      | $4341599.59   | 0.04%             | 2025-08-07      | Fixed         | 14.28%                | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2940000 | PA      | $2955586.56   | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                        | Vail Resorts, Inc.                                                                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    402000 | PA      | $413153.95    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    256000 | PA      | $265289.04    | 0.00%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    971000 | PA      | $997334.00    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                     | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |    766000 | PA      | $887165.02    | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                                | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |    366143 | PA      | $423526.08    | 0.00%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                           | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    991000 | PA      | $964805.00    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2414663.31   | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     21835 | NS      | $3608090.49   | 0.03%             | 2025-09-11      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    130945 | NS      | $3832760.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                | Amneal Pharmaceuticals LLC, 1st Lien Term Loan B                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3447000 | PA      | $3445552.26   | 0.03%             | 2028-05-04      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                         | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    938000 | PA      | $945038.75    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                        | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B1                                   | CUSIP: 69425BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2807962 | PA      | $2808102.89   | 0.03%             | 2031-11-17      | Variable      | 7.33%                 | 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        |    827842 | PA      | $828529.59    | 0.01%             | 2029-06-22      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                 | BPR Trust, Series 2021-TY, Class A                                                          | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1900593.75   | 0.02%             | 2038-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    128521 | NS      | $28527806.37  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $231077.17    | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | 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        |   1900000 | PA      | $1898814.40   | 0.02%             | 2041-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                         | Dollar Tree, Inc.                                                                           | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     29236 | NS      | $3319747.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, Facility 1st Lien Term Loan B                                        | CUSIP: 26826TAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    840842 | PA      | $844347.96    | 0.01%             | 2030-08-30      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     11849 | NS      | $1292488.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    890000 | PA      | $979637.49    | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    480000 | PA      | $452587.20    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   6967000 | PA      | $6974355.90   | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2021-2A, Class B                                                  | CUSIP: 12563YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1852179.12   | 0.02%             | 2034-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    587000 | PA      | $720216.83    | 0.01%             | 2029-10-30      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1400807.42   | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | 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        |   1208756 | PA      | $1066256.19   | 0.01%             | 2037-12-25      | Floating      | 6.72%                 | 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        |      1900 | PA      | $1757.82      | 0.00%             | 2064-12-26      | 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      | $22690.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                               | QXO Building Products, Inc., 1st Lien Term Loan B                                           | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    720044 | PA      | $725797.60    | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                 | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257762.66    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | 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        |    460000 | PA      | $523081.92    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                       | Phoenix Newco, Inc., 1st Lien Term Loan                                                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   3739924 | PA      | $3743663.68   | 0.04%             | 2028-11-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     14400 | NS      | $3764520.35   | 0.04%             | 2025-08-21      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    148988 | PA      | $26445.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    281000 | PA      | $277689.78    | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc., Series NC5                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    612000 | PA      | $625691.27    | 0.01%             | 2055-04-15      | Variable      | 7.00%                 | 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        |   1383052 | PA      | $1387070.51   | 0.01%             | 2055-02-25      | Variable      | 10.15%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2024-3A, Class B                                                  | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017241.00   | 0.05%             | 2037-07-21      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6177000 | PA      | $6533277.01   | 0.06%             | 2029-08-16      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                              | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                          | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1507007 | PA      | $1507006.62   | 0.01%             | 2031-04-23      | Variable      | 6.86%                 | 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        |   2000000 | PA      | $2007400.00   | 0.02%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                            | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427437.55    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $739023.96    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC                                                           | Apple Bidco LLC, 1st Lien Term Loan                                                         | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5086837 | PA      | $5098333.23   | 0.05%             | 2031-09-23      | Variable      | 6.86%                 | 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        |  18244242 | PA      | $762065.62    | 0.01%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599552.25    | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding 2023-I Ltd., Series 2023-1A, Class A                                           | CUSIP: 12575RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504682.25   | 0.02%             | 2036-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    217642 | NS      | $5992006.58   | 0.06%             | 2025-09-08      | Fixed         | 9.93%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Burberry Group plc                                                                          | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    117500 | NS      | $1793213.87   | 0.02%             | 2025-08-14      | Fixed         | 33.62%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                  | NGL Energy Operating LLC                                                                    | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301821.26    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP, Series H                                                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385734.58    | 0.00%             | 2026-11-15      | Variable      | 6.50%                 | 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        |   7190000 | PA      | $7223703.13   | 0.07%             | 2041-05-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     84307 | NS      | $6634117.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co., Class A                                                                   | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    413606 | NS      | $18632950.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jetblue Airways Corp.                                                     | Jetblue Airways Corp., 1st Lien Term Loan                                                   | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1751596 | PA      | $1643872.53   | 0.02%             | 2029-08-13      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                                          | TICP CLO VI Ltd., Series 2016-6A, Class AR2                                                 | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003557.20   | 0.02%             | 2034-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    498000 | PA      | $696312.75    | 0.01%             | 2028-03-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                                                 | WESCO International, Inc.                                                                   | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     21930 | NS      | $4538632.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1470 | NC      | $-237019.86   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                     | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4538536 | PA      | $4551300.39   | 0.04%             | 2039-12-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                          | Star Holding LLC                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    272000 | PA      | $266539.41    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    412000 | PA      | $405408.00    | 0.00%             | 2036-04-01      | Fixed         | 8.07%                 | 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        |   1900000 | PA      | $2144772.98   | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                               | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135540.00    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                               | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |   2760000 | PA      | $3149712.00   | 0.03%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                           | Greenpoint Manufactured Housing, Series 2000-1, Class A4                                    | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3446062 | PA      | $1950203.26   | 0.02%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     16822 | NS      | $2944519.82   | 0.03%             | 2025-09-08      | Fixed         | 22.48%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA14, Class 3A1                                         | CUSIP: 02146SAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5441766 | PA      | $4870009.66   | 0.05%             | 2046-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                         | Public Service Electric & Gas Co.                                                           | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    824000 | PA      | $832769.82    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                          | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    212660 | NS      | $7504677.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                        | Kingdom of Bahrain                                                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |    572000 | PA      | $600674.36    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2015-CR25, Class XA                                       | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798404 | PA      | $7.98         | 0.00%             | 2048-08-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                             | HSBC Bank plc, Series 004a                                                                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |     21012 | NS      | $3581540.76   | 0.03%             | 2025-08-06      | Fixed         | 16.84%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    100000 | PA      | $1213.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                         | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |   1209000 | PA      | $1428869.49   | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series TT                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1949774.57   | 0.02%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                                                | Aegon Ltd.                                                                                  | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |   1210000 | PA      | $1419687.34   | 0.01%             | 2029-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |   1745000 | PA      | $2248787.75   | 0.02%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $3012931.60   | 0.03%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    106083 | NS      | $8664859.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                      | Edison International, Series A                                                              | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3983000 | PA      | $3787362.77   | 0.04%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                        | Tractor Supply Co.                                                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     47253 | NS      | $2691058.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-OA11, Class A1A                                         | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005237 | PA      | $889237.51    | 0.01%             | 2047-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1227047.68   | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25551.03     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | 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        |    252453 | PA      | $229523.03    | 0.00%             | 2030-07-01      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                              | Bankinter SA                                                                                | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1979868.79   | 0.02%             | 2028-08-15      | Variable      | 7.38%                 | 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        |   8893000 | PA      | $8893298.80   | 0.09%             | 2042-02-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $129224.06    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | 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        |   2559959 | PA      | $692695.18    | 0.01%             | 2046-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    562000 | PA      | $525610.50    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., 1st Lien Term Loan                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   1031918 | PA      | $1032237.52   | 0.01%             | 2032-02-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    620000 | PA      | $627867.80    | 0.01%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231276.33    | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    936000 | PA      | $959188.91    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $1115311.14   | 0.01%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTD                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     40051 | NS      | $1808433.90   | 0.02%             | 2025-09-02      | Fixed         | 12.97%                | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                     | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1516000 | PA      | $1059684.00   | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    980800 | NS      | $5210064.06   | 0.05%             | 2025-09-01      | Fixed         | 29.35%                | 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        |    799650 | PA      | $711024.65    | 0.01%             | 2031-12-31      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                           | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |   1996000 | PA      | $2282523.65   | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                                             | Alpha Bank SA                                                                               | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |   1125000 | PA      | $1392245.48   | 0.01%             | 2030-06-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CML PROJECT SPIDER DDTL                                                   | CML Project Spider, Delayed Draw 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7100000 | PA      | $7095478.11   | 0.07%             | 2029-12-06      | Variable      | 4.16%                 | No            |                  3 | On Loan: No      |
| Boost Newco Borrower LLC                                                  | Boost Newco Borrower LLC                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    954000 | PA      | $1008674.69   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | 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        |   1082336 | PA      | $1085610.21   | 0.01%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                       | Cushman & Wakefield US Borrower LLC                                                         | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    566000 | PA      | $606614.46    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                                        | Aramark International Finance SARL                                                          | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |    885000 | PA      | $1009717.30   | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    444000 | PA      | $446242.61    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                    | 3M Co.                                                                                      | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $3169910.43   | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                          | Welltower OP LLC                                                                            | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    970000 | PA      | $920884.63    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                             | CommScope LLC                                                                               | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1361412.10   | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | 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        |   1010000 | PA      | $1164288.07   | 0.01%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   5314000 | PA      | $5679557.39   | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     58600 | NS      | $1728050.59   | 0.02%             | 2025-08-18      | Fixed         | 24.80%                | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                  | Lindblad Expeditions LLC                                                                    | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    746000 | PA      | $746449.84    | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                                      | Icahn Enterprises LP                                                                        | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $252106.32    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     57640 | NS      | $4474593.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                             | iShares Core Dividend Growth ETF                                                            | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |   4717717 | NS      | $304953226.88 | 2.93%             |  |  |  | No            |                  1 | 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        |   1767676 | PA      | $1765466.46   | 0.02%             | 2031-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                            | Long Beach Mortgage Loan Trust, Series 2005-3, Class 1A                                     | CUSIP: 542514NT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325805 | PA      | $1299851.94   | 0.01%             | 2045-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                      | Alpha Generation LLC                                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    309000 | PA      | $316206.81    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $830981.25    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                                             | Republic of Trinidad & Tobago                                                               | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    815000 | PA      | $792180.00    | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                   | Heidelberg Materials AG                                                                     | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      4741 | NS      | $1093723.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pike Corp.                                                                | Pike Corp.                                                                                  | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    168000 | PA      | $180657.46    | 0.00%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class C                                | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2801768.33   | 0.03%             | 2049-05-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-3A, Class C                                             | CUSIP: 69688FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007499.00   | 0.05%             | 2035-01-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                 | ATS Corp.                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    314000 | PA      | $298427.33    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1877776.02   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer plc                                      | Thames Water Super Senior Issuer plc                                                        | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |     43977 | PA      | $63881.10     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     30242 | NS      | $4730487.18   | 0.05%             | 2025-09-11      | Fixed         | 13.14%                | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    100914 | NS      | $12275178.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp.                                                               | Hertz Corp. (The), 1st Lien Term Loan B                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1721503 | PA      | $1456236.31   | 0.01%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| WEPA Hygieneprodukte GmbH                                                 | WEPA Hygieneprodukte GmbH                                                                   | CUSIP: N/A<br>LEI: 529900KQ44OJDIDU6J81       | Long             | DBT              | CORP              | DE        |    742000 | PA      | $888155.46    | 0.01%             | 2031-01-15      | Fixed         | 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      | $-57653.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chobani LLC                                                               | Chobani LLC                                                                                 | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |    855000 | PA      | $838437.11    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260489.98    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                           | ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan B1                                      | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   2541984 | PA      | $2535628.76   | 0.02%             | 2028-12-21      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $176963.85    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                        | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    352000 | PA      | $332391.53    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO 4 Ltd.                                                            | PPM CLO 4 Ltd., Series 2020-4A, Class AR                                                    | CUSIP: 69356AAL6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6010206.60   | 0.06%             | 2034-10-18      | Floating      | 5.78%                 | 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        |   6184741 | PA      | $5353962.88   | 0.05%             | 2036-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                                            | Vallourec SACA                                                                              | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $1005748.85   | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                                      | OI European Group BV                                                                        | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    866000 | PA      | $1024714.16   | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    952000 | PA      | $972829.18    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     73160 | NS      | $18257809.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142273.09    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                     | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                                | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   4981883 | PA      | $4975655.33   | 0.05%             | 2028-04-28      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                                        | Pinewood Finco plc                                                                          | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |   1928000 | PA      | $2558877.81   | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                         | Blue Owl Technology Finance Corp.                                                           | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63493.28     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vestis Corp.                                                              | Vestis Corp., 1st Lien Term Loan B1                                                         | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    939171 | PA      | $895734.10    | 0.01%             | 2031-02-24      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     53568 | NS      | $2857317.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                                              | ROCKWOOL A/S, Class B                                                                       | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |      8905 | NS      | $390222.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                             | CHG Healthcare Services, Inc., 1st Lien Term Loan                                           | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1795626 | PA      | $1794081.60   | 0.02%             | 2028-09-29      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                 | Essential Utilities, Inc.                                                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    127194 | NS      | $4680739.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport Indonesia PT                                                     | Freeport Indonesia PT                                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1221000 | PA      | $1227105.00   | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2830555.79   | 0.03%             | 2031-10-09      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                                    | Fortrea Holdings, Inc.                                                                      | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    204000 | PA      | $186516.49    | 0.00%             | 2030-07-01      | Fixed         | 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        |   5167417 | PA      | $4198525.98   | 0.04%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    567000 | PA      | $474430.28    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                                  | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    955000 | PA      | $1122448.83   | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: 83371P408<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |     14500 | NS      | $1729410.88   | 0.02%             | 2025-08-25      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                              | Jones Deslauriers Insurance Management, Inc.                                                | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $912857.58    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299818.76    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                                                | Tereos Finance Groupe I SA                                                                  | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |    850000 | PA      | $1002253.06   | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                              | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1858184 | PA      | $1590638.79   | 0.02%             | 2036-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                                  | Itelyum Regeneration Spa                                                                    | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |    544000 | PA      | $636680.78    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    875000 | PA      | $1021017.38   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series CC                                                                  | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1647663.14   | 0.02%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                     | WR Grace Holdings LLC                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1000476.68   | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | 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        |  12675000 | PA      | $61589.73     | 0.00%             | 2048-10-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    596000 | PA      | $609857.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-12T1, Class A5                                          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378599 | PA      | $165858.78    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                                | Elastic NV                                                                                  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    613000 | PA      | $583008.12    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    569000 | PA      | $541972.50    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    541439 | NS      | $5094026.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    239000 | PA      | $249366.63    | 0.00%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    717000 | PA      | $670273.84    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The), Series Y                                                   | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1467469.43   | 0.01%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc.                                                                        | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2698737.13   | 0.03%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1659594.57   | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                            | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     17004 | NS      | $609864.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                           | Santander UK Group Holdings plc                                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    534000 | PA      | $552654.35    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                           | Concentra Health Services, Inc., 1st Lien Term Loan B1                                      | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1005258 | PA      | $1009661.09   | 0.01%             | 2031-07-28      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-42652.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                            | Baltimore Gas & Electric Co.                                                                | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127524.97    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117379.28    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                                           | NEP Group, Inc., 1st Lien Term Loan B                                                       | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    664856 | PA      | $628621.79    | 0.01%             | 2026-08-19      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1895077.22   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    567000 | PA      | $503671.15    | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Endeavor Operating Co. LLC                                                | Endeavor Operating Co. LLC, 1st Lien Term Loan B                                            | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5866000 | PA      | $5869695.58   | 0.06%             | 2032-03-24      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                                    | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                  | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |   2025572 | PA      | $2018482.53   | 0.02%             | 2028-10-02      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $289656.92    | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc., 1st Lien Term Loan                                                  | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    631979 | PA      | $633754.80    | 0.01%             | 2030-03-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                                          | Fortis 333, Inc., 1st Lien Term Loan B                                                      | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    975000 | PA      | $966878.25    | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                                   | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             |  |  | US        |     16653 | NS      | $921077.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascensus Holdings, Inc.                                                   | Ascensus Holdings, Inc., 1st Lien Term Loan B                                               | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3021313 | PA      | $3021313.41   | 0.03%             | 2028-08-02      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                 | HAH Group Holding Co. LLC                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    229000 | PA      | $221882.41    | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                           | ZF Finance GmbH                                                                             | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $332664.96    | 0.00%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                 | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                               | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   6461130 | PA      | $6466492.66   | 0.06%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                       | Expand Energy Corp.                                                                         | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4954000 | PA      | $4959380.04   | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series E10b                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     72100 | NS      | $5173278.69   | 0.05%             | 2025-09-11      | Fixed         | 26.64%                | No            |                  2 | On Loan: No      |
| New Topco Stapled                                                         | New Topco                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12872 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2100000 | PA      | $2135936.25   | 0.02%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                      | Voya Financial, Inc.                                                                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     52807 | NS      | $3696490.00   | 0.04%             |  |  |  | No            |                  1 | 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        |   8920375 | PA      | $8937101.02   | 0.09%             | 2041-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LCM XXV Ltd.                                                              | LCM XXV Ltd., Series 25A, Class B2                                                          | CUSIP: 50189PAL6<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | KY        |     67896 | PA      | $67885.64     | 0.00%             | 2030-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213605.20    | 0.00%             | 2029-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                       | Macquarie Bank Ltd.                                                                         | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2368000 | PA      | $2368088.40   | 0.02%             | 2028-06-12      | Fixed         | 4.33%                 | 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        |    500000 | PA      | $501831.35    | 0.00%             | 2031-07-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     24552 | NS      | $1805606.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan E                                                        | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   2145581 | PA      | $2148263.24   | 0.02%             | 2031-02-10      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                                    | Palmer Square CLO Ltd., Series 2021-4A, Class BR                                            | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7271749.28   | 0.07%             | 2038-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO IV Ltd.                                                 | Bridge Street CLO IV Ltd., Series 2024-1A, Class A                                          | CUSIP: 107934AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003754.70   | 0.01%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                | Air Canada, 1st Lien Term Loan                                                              | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   2432945 | PA      | $2429295.43   | 0.02%             | 2031-03-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274552.29    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                                      | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    143000 | PA      | $147249.25    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | 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        |    361000 | PA      | $462511.61    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                     | Interpublic Group of Cos., Inc. (The)                                                       | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    367000 | PA      | $367380.95    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                                     | Epicor Software Corp., 1st Lien Term Loan E                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   4988157 | PA      | $4994392.23   | 0.05%             | 2031-05-30      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                                               | Amrize Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |     71987 | NS      | $3639010.43   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Odeon Finco plc                                                           | Odeon Finco plc                                                                             | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $356393.07    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                  | Spirit AeroSystems, Inc.                                                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    432000 | PA      | $475114.96    | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2013-1A, Class B1R3                                           | CUSIP: 67706HBW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005498.60   | 0.01%             | 2037-04-23      | Floating      | 6.22%                 | 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        |   1155000 | PA      | $882798.54    | 0.01%             | 2034-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                        | Ryan Specialty LLC                                                                          | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    614000 | PA      | $615697.10    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | 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        |   7000000 | PA      | $7029095.50   | 0.07%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4058 | NS      | $1401917.26   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1186996.36   | 0.01%             | 2027-10-09      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                               | TELUS Corp.                                                                                 | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |   1007620 | NS      | $16231292.15  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Finance LLC                                                  | Wynn Resorts Finance LLC                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1500750.89   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                           | 1261229 BC Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4888000 | PA      | $4976418.45   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                                 | WEX, Inc., 1st Lien Term Loan B3                                                            | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    902738 | PA      | $900859.81    | 0.01%             | 2032-03-05      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     25334 | NS      | $18541954.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurium CLO XIII DAC                                                       | Aurium CLO XIII DAC, Series 13X, Class D                                                    | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |    530000 | PA      | $600474.05    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                                                  | Hayward Industries, Inc., 1st Lien Term Loan                                                | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    401764 | PA      | $402490.87    | 0.00%             | 2028-05-30      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                                             | Veritas Newco                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2876 | NS      | $64714.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Innio North America Holding, Inc.                                         | Innio North America Holding, Inc., Facility 1st Lien Term Loan B                            | CUSIP: A2838LAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166986 | PA      | $166916.37    | 0.00%             | 2028-11-02      | Variable      | 6.84%                 | 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        |    394000 | PA      | $412961.25    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                              | KazMunayGas National Co. JSC                                                                | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    466000 | PA      | $405367.76    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                               | Clover Holdings SPV III LLC, 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25796 | PA      | $25570.38     | 0.00%             | 2027-12-09      | Variable      | 15.00%                | 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        |    955111 | PA      | $434530.12    | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3486837.63   | 0.03%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $46931.09     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                                     | STAG Industrial, Inc.                                                                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    165912 | NS      | $5695758.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $3972481.51   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1413410.00   | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $344853.18    | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                  | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1389502.30   | 0.01%             | 2029-06-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1624464.10   | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1181000 | PA      | $1193695.75   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class A                                                      | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4710000 | PA      | $4708528.13   | 0.05%             | 2036-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR1, Class E1                                            | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5920687.20   | 0.06%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                | Melco Resorts Finance Ltd.                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1114000 | PA      | $1143242.50   | 0.01%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                                     | Restaurant Brands International, Inc.                                                       | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     43339 | NS      | $2940771.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 2nd Lien Term Loan B4                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    618000 | PA      | $579665.46    | 0.01%             | 2029-01-19      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                            | Amphenol Corp.                                                                              | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2368518.01   | 0.02%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                            | EC Finance plc                                                                              | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    799000 | PA      | $897985.20    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | 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        |  10060000 | PA      | $10073881.79  | 0.10%             | 2029-12-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                            | Ingevity Corp.                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    204000 | PA      | $194125.80    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                | VMware LLC                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2183471.06   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1038384.46   | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    302000 | PA      | $315236.86    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                           | Rand Parent LLC                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $270486.49    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1651665.42   | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                            | Helios Software Holdings, Inc.                                                              | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236334.28    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                              | GE Aerospace                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     47754 | NS      | $12945154.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                              | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     54753 | NS      | $1424147.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    585000 | PA      | $608116.28    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Novolipetsk Steel PJSC                                                    | Novolipetsk Steel PJSC                                                                      | CUSIP: N/A<br>LEI: 213800913TPW32I84456       | Long             | EC               | CORP              | RU        |        14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    126640 | NS      | $3553518.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                     | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   1073450 | PA      | $1255646.67   | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                | Fertitta Entertainment LLC                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $292597.60    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                              | Ardagh Packaging Finance plc                                                                | CUSIP: N/A<br>LEI: 6354001JXMLKNZDZR978       | Long             | DBT              | CORP              | IE        |    800000 | PA      | $910477.30    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                                            | American Healthcare REIT, Inc.                                                              | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    174341 | NS      | $6736536.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                   | Singapore Technologies Engineering Ltd.                                                     | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    218700 | NS      | $1471257.23   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185643.86    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1150309.52   | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXIX Ltd.                                                    | Trinitas CLO XXIX Ltd., Series 2024-29A, Class A1                                           | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008415.60   | 0.02%             | 2037-07-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1572814.09   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5347000 | PA      | $5181277.76   | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1109000 | PA      | $1369065.50   | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2002000.00   | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | 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        |   1300000 | PA      | $1441371.26   | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                            | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    606000 | PA      | $615629.34    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | 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        |   2051257 | PA      | $2045492.56   | 0.02%             | 2030-07-22      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-OA14, Class 2A1                                         | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345392 | PA      | $1218955.20   | 0.01%             | 2046-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                              | Mitchell International, Inc., 2nd Lien Term Loan                                            | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    560000 | PA      | $552417.60    | 0.01%             | 2032-06-07      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     67287 | NS      | $10742369.55  | 0.10%             |  |  |  | No            |                  1 | 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        |   2592160 | PA      | $2371826.44   | 0.02%             | 2029-11-13      | Variable      | 7.80%                 | 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        |   4376743 | PA      | $4312971.23   | 0.04%             | 2054-10-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                                       | Mitsui Fudosan Logistics Park, Inc.                                                         | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |      2958 | NS      | $1983008.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co., Series Q                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    797000 | PA      | $676748.89    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343759.39    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $367258.07    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | 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        |   1772000 | PA      | $2128755.59   | 0.02%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1417893.10   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $321391.51    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | Tryg A/S                                                                                    | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |     49574 | NS      | $1195820.30   | 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      | $4143.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                     | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC3, Class A1            | CUSIP: 86359PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4618651 | PA      | $3098779.70   | 0.03%             | 2036-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5060 | NS      | $519813.80    | 0.00%             |  |  |  | No            |                  1 | 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        |   2085000 | PA      | $2435674.86   | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    117000 | PA      | $127917.84    | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| TER Finance Jersey Ltd.                                                   | TER Finance Jersey Ltd., Series 22                                                          | CUSIP: 880942AA5<br>LEI: 213800GREUULZ8RPOM16 | Long             | SN               | CORP              | JE        |   3309000 | PA      | $3234547.50   | 0.03%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                      | Osaic Holdings, Inc.                                                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197351.94    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $6009.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    685000 | PA      | $598086.01    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                              | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4007860 | PA      | $4002369.23   | 0.04%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                                    | Amentum Holdings, Inc.                                                                      | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284479.80    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                       | Rakuten Group, Inc.                                                                         | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    353000 | PA      | $382563.95    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | 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        |    300000 | PA      | $337219.59    | 0.00%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     21600 | NS      | $2477537.93   | 0.02%             | 2025-09-15      | Fixed         | 32.70%                | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                 | Bank of Nova Scotia (The)                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    744000 | PA      | $793114.42    | 0.01%             | 2084-01-27      | Variable      | 8.00%                 | 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        |   1120000 | PA      | $1276225.63   | 0.01%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    923000 | PA      | $916308.25    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                                      | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |     45923 | NS      | $12266033.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                   | AS Mileage Plan IP Ltd.                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1736000 | PA      | $1722094.19   | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    256000 | PA      | $257663.52    | 0.00%             | 2029-08-09      | Fixed         | 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        |   5517096 | PA      | $4319653.51   | 0.04%             | 2047-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd.                                                 | Aptiv Swiss Holdings Ltd.                                                                   | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    771000 | PA      | $766476.06    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5442 | NS      | $905603.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    130000 | PA      | $154782.78    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1078616.53   | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                         | Siemens Energy AG                                                                           | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     16240 | NS      | $1880247.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    655000 | PA      | $661787.59    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1407359.74   | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $23461.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                           | Transocean Titan Financing Ltd.                                                             | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    106762 | PA      | $109414.62    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                                      | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    154000 | PA      | $140815.92    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | 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        |   3863000 | PA      | $3014022.31   | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                               | APH Somerset Investor 2 LLC                                                                 | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $292593.84    | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mobile TeleSystems PJSC                                                   | Mobile TeleSystems PJSC                                                                     | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |     26804 | NS      | $3.31         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Deerfield Dakota Holding LLC                                              | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   4432181 | PA      | $4388656.58   | 0.04%             | 2027-04-09      | Variable      | 8.05%                 | 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        |   5269792 | PA      | $5268053.47   | 0.05%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Houston Center                                                            | Houston Center, Delayed Draw 1st Lien Term Loan                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  19515582 | PA      | $18194023.58  | 0.17%             | 2032-09-13      | Variable      | 5.27%                 | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    937000 | PA      | $925661.52    | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     30675 | NS      | $2105532.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    598000 | PA      | $623714.00    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B1                                              | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2300773 | PA      | $2298219.46   | 0.02%             | 2031-04-14      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC, Series AI                                                   | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    423000 | PA      | $405097.54    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                              | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     88000 | PA      | $92447.52     | 0.00%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                               | Block, Inc.                                                                                 | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100026.11    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    575000 | PA      | $506466.31    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                             | Enerflex Ltd.                                                                               | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $175060.56    | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series 1zzt                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     15820 | NS      | $2305192.03   | 0.02%             | 2025-09-04      | Fixed         | 27.95%                | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                       | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    103729 | NS      | $6062960.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Americas LLC                                                        | Crown Americas LLC                                                                          | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    847000 | PA      | $848573.73    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1284000 | PA      | $1304032.07   | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV                                                                                    | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |    276000 | PA      | $296860.36    | 0.00%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                                 | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    419000 | PA      | $388681.50    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                                | MajorDrive Holdings IV LLC                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    337000 | PA      | $277978.46    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                            | Apollo Global Management, Inc.                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367840.31    | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368335.43    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    134626 | NS      | $8360274.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri InternationalLtd.                                                 | Froneri International Ltd., 1st Lien Term Loan                                              | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1510000 | PA      | $1506421.30   | 0.01%             | 2032-07-16      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Nomad Foods US LLC                                                        | Nomad Foods US LLC, Facility 1st Lien Term Loan B4                                          | CUSIP: G6562AAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    781740 | PA      | $781841.14    | 0.01%             | 2029-11-13      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                | Australia & New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2165000 | PA      | $2196142.53   | 0.02%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                                     | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    399000 | PA      | $402692.18    | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1166000 | PA      | $921504.38    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | 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        |    574200 | PA      | $572383.52    | 0.01%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     46575 | NS      | $3661713.11   | 0.04%             | 2025-08-08      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |   1409000 | PA      | $1663885.08   | 0.02%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     94325 | NS      | $5721754.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies, Inc.                                                | Sensata Technologies, Inc.                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    313000 | PA      | $285579.76    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |   4000000 | PA      | $4014687.20   | 0.04%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191334.30    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                            | Anywhere Real Estate Group LLC                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $190576.20    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series FF                                                                  | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1930515.33   | 0.02%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |     27700 | NS      | $2896852.66   | 0.03%             | 2025-08-28      | Fixed         | 21.87%                | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                     | Volcan Cia Minera SAA                                                                       | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    553000 | PA      | $553000.00    | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | 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        |     48700 | PA      | $42824.03     | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                          | Fair Isaac Corp.                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    259000 | PA      | $250143.16    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    928000 | PA      | $913152.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pra Health Sciences, Inc.                                                 | Pra Health Sciences, Inc., 1st Lien Term Loan B                                             | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |    144596 | PA      | $145282.49    | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    767000 | PA      | $761631.00    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386940.96    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | 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        |   5116856 | PA      | $5119260.95   | 0.05%             | 2029-10-09      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc., 1st Lien Term Loan B                                                     | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    771000 | PA      | $769458.00    | 0.01%             | 2032-04-16      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                         | Seiko Epson Corp.                                                                           | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     41500 | NS      | $526564.74    | 0.01%             |  |  |  | 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        |    859081 | PA      | $814538.20    | 0.01%             | 2037-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                                             | WOM Mobile SA                                                                               | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |    232797 | PA      | $226024.94    | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                                | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class B                                         | CUSIP: 93655QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997812.00    | 0.01%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Pachelbel Bidco SpA                                                       | Pachelbel Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |    722000 | PA      | $830811.52    | 0.01%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131268.37    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                        | Radiate Holdco LLC                                                                          | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |    371000 | PA      | $337610.00    | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61940.99     | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2005-76, Class 2A1                                           | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940709 | PA      | $2667425.84   | 0.03%             | 2036-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                    | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250762.24    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                             | Novelis, Inc., 1st Lien Term Loan                                                           | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4033890 | PA      | $4045668.96   | 0.04%             | 2032-03-11      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                                     | Electronic Arts, Inc.                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     32242 | NS      | $4916582.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    434000 | PA      | $363601.47    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                         | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49810.53     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                  | AthenaHealth Group, Inc.                                                                    | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   5809000 | PA      | $5710548.49   | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                         | CIFC Funding Ltd., Series 2019-5A, Class A2RS                                               | CUSIP: 12554XAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2205693.16   | 0.02%             | 2035-01-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     20746 | NS      | $5474413.45   | 0.05%             | 2025-08-01      | Fixed         | 11.71%                | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                          | IndyMac INDX Mortgage Loan Trust, Series 2007-AR15, Class 1A1                               | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84949 | PA      | $58887.69     | 0.00%             | 2037-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    139152 | NS      | $12583515.36  | 0.12%             |  |  |  | No            |                  1 | 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        |     35957 | NS      | $2404674.71   | 0.02%             | 2025-09-12      | Fixed         | 26.54%                | 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        |   1044312 | PA      | $1034578.88   | 0.01%             | 2028-03-13      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                                | Team Health Holdings, Inc., 1st Lien Term Loan B                                            | CUSIP: 87817JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728000 | PA      | $727694.24    | 0.01%             | 2028-06-30      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    509000 | PA      | $595905.43    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    540000 | PA      | $517330.68    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                              | MasTec, Inc.                                                                                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      5125 | NS      | $969701.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                             | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                           | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1242278 | PA      | $1242277.75   | 0.01%             | 2032-04-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                          | Oaktree CLO Ltd., Series 2020-1A, Class BRR                                                 | CUSIP: 67402FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506809.60   | 0.03%             | 2038-01-15      | Floating      | 5.87%                 | 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        |   2500000 | PA      | $2502840.75   | 0.02%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                      | CHNGE Mortgage Trust, Series 2022-2, Class A1                                               | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6444098 | PA      | $6241411.95   | 0.06%             | 2067-03-25      | Variable      | 3.76%                 | 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        |    803188 | PA      | $802183.56    | 0.01%             | 2029-11-15      | Variable      | 10.46%                | No            |                  3 | 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        |    166000 | PA      | $190214.84    | 0.00%             | 2033-11-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212466.52    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Just Group plc                                                            | Just Group plc                                                                              | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $653837.97    | 0.01%             | 2031-03-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                       | Verde Purchaser LLC, 1st Lien Term Loan                                                     | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    721366 | PA      | $723623.78    | 0.01%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                            | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |   1422422 | PA      | $1424107.72   | 0.01%             | 2031-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    244000 | PA      | $265488.86    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                        | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    775000 | PA      | $786606.40    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LUKOIL PJSC                                                               | LUKOIL PJSC                                                                                 | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |    417114 | NS      | $51.43        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HB Fuller Co.                                                             | HB Fuller Co., 1st Lien Term Loan B                                                         | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1792603 | PA      | $1802318.52   | 0.02%             | 2030-02-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                              | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    807000 | PA      | $797883.36    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     13323 | NS      | $1955283.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    302000 | PA      | $262481.55    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                                           | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                                 | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13077216 | PA      | $12791402.64  | 0.12%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions LLC                                      | Bright Horizons Family Solutions LLC, 1st Lien Term Loan B                                  | CUSIP: 10919RAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2363689 | PA      | $2369101.72   | 0.02%             | 2028-11-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    433000 | PA      | $375844.00    | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    364000 | PA      | $377071.16    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    702293 | NS      | $8556016.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    188000 | PA      | $197900.46    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                     | OneMain Finance Corp.                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    503000 | PA      | $503845.04    | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2017-1A, Class BR2A                                         | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506797.00   | 0.03%             | 2034-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $896935.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33815.86     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                              | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1999988 | PA      | $1997487.52   | 0.02%             | 2032-02-10      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                  | EquipmentShare.com, Inc.                                                                    | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151381.45    | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    161500 | PA      | $138486.25    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1313460.33   | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                                                       | Generate CLO 9 Ltd., Series 9A, Class AR                                                    | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010500.00   | 0.03%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                                  | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98408.38     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                            | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1185206.77   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarVal CLO IV Ltd.                                                        | CarVal CLO IV Ltd., Series 2021-1A, Class B                                                 | CUSIP: 14687EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6531658.90   | 0.06%             | 2034-07-20      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3232868.24   | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |   1218000 | PA      | $954404.86    | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    727000 | PA      | $748812.91    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | IE        |     -3851 | NS      | $-1772461.26  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $46483.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series N0OO                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     84700 | NS      | $3662210.08   | 0.04%             | 2025-08-21      | Fixed         | 23.06%                | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2006-20CB, Class A9                                          | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428199 | PA      | $170425.88    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128698.91    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                  | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1118269.28   | 0.01%             | 2083-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     71539 | NS      | $1043882.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                    | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |   1150000 | PA      | $1317425.67   | 0.01%             | 2029-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                | Froneri International Ltd., Facility 1st Lien Term Loan B4                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5765632 | PA      | $5714663.83   | 0.05%             | 2031-09-30      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1830420.90   | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                         | Brink's Co. (The)                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    173000 | PA      | $177238.50    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                                          | Riserva CLO Ltd., Series 2016-3A, Class CRR                                                 | CUSIP: 76761RBC2<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001528.50   | 0.01%             | 2034-01-18      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                    | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR                                          | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9000702.90   | 0.09%             | 2034-07-18      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                          | Fortune Brands Innovations, Inc.                                                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    155920 | NS      | $8503876.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                             | Teva Pharmaceutical Finance Netherlands IV BV                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   2205000 | PA      | $2233224.00   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                             | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |   1623000 | PA      | $2135377.14   | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                          | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |    376000 | PA      | $450628.68    | 0.00%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1405453.45   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    177200 | NS      | $6187068.93   | 0.06%             | 2025-08-14      | Fixed         | 14.09%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    649000 | PA      | $686942.49    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                  | CACI International, Inc.                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    529000 | PA      | $540924.19    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                | Axalta Coating Systems LLC                                                                  | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140612.70    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                          | Oakwood Mortgage Investors, Inc., Series 1999-C, Class A2                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429000 | PA      | $1041573.71   | 0.01%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | Phoenix Group Holdings plc                                                                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   2616000 | PA      | $2758938.24   | 0.03%             | 2029-12-12      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                            | Watco Cos. LLC                                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $152505.89    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $52376.47     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series EMTE                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     18499 | NS      | $4827978.05   | 0.05%             | 2025-09-02      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                     | Lockheed Martin Corp.                                                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197645.77    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   2050000 | PA      | $2043132.50   | 0.02%             | 2026-07-29      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    122000 | PA      | $108689.64    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2023-3, Class M2                             | CUSIP: 92258WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1107678 | PA      | $1110542.36   | 0.01%             | 2053-08-25      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    598000 | PA      | $601043.41    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                    | Chart Industries, Inc.                                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    481000 | PA      | $503862.41    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $42094.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |   1611000 | PA      | $1922620.38   | 0.02%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     35343 | NS      | $921392.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Deere & Co.                                                                                 | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     14138 | NS      | $7310797.05   | 0.07%             | 2025-08-14      | Fixed         | 16.72%                | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                       | Ardonagh Finco Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |   1699000 | PA      | $2018620.35   | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     24391 | NS      | $5082840.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    588000 | PA      | $686915.52    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | 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        |   9055870 | PA      | $9070019.34   | 0.09%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                                  | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |   2314000 | PA      | $2907004.87   | 0.03%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                    | Alternative Loan Trust, Series 2007-AL1, Class A1                                           | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4746738 | PA      | $3953366.17   | 0.04%             | 2037-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                     | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    640802 | PA      | $721703.25    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                         | Isuzu Motors Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     79800 | NS      | $1022717.85   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     68342 | NS      | $12896135.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                                 | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |    865000 | PA      | $992909.00    | 0.01%             | 2028-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                                     | TMK Hawk Parent Corp., 1st Lien Term Loan B                                                 | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1440829 | PA      | $864497.28    | 0.01%             | 2029-06-29      | Variable      | 6.36%                 | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                             | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    371000 | PA      | $372270.30    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245837.39    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2022-NQM3, Class A1                                                      | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12531925 | PA      | $12418636.61  | 0.12%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                      | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                            | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6382000 | PA      | $6192251.65   | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                             | Cencora, Inc.                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     13884 | NS      | $3971934.72   | 0.04%             |  |  |  | No            |                  1 | 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        |    408867 | PA      | $408764.93    | 0.00%             | 2031-02-03      | Variable      | 8.11%                 | 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        |    576400 | PA      | $574156.36    | 0.01%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    263467 | PA      | $260613.20    | 0.00%             | 2030-03-11      | Variable      | 11.96%                | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3430000 | PA      | $3477428.08   | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3839000 | PA      | $3934329.93   | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2023-1, Class B1                                 | CUSIP: 26844QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990161.40   | 0.02%             | 2068-02-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $223427.39    | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                     | Deutsche Lufthansa AG                                                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2782235.84   | 0.03%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                             | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $244755.00    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2211870.08   | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                         | GreenPoint Mortgage Funding Trust, Series 2006-AR1, Class GA1B                              | CUSIP: 39538WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1739135 | PA      | $1574062.90   | 0.02%             | 2036-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 52 B R Ltd.                                    | Golub Capital Partners CLO 52 B R Ltd., Series 2020-52A, Class BR                           | CUSIP: 381945AC8<br>LEI: 254900GLBB9HMWF4NZ09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009429.60   | 0.02%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                          | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A1R                                | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999039.10   | 0.03%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc.                                                                   | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119022.97    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |    125300 | NS      | $7882331.99   | 0.08%             | 2025-08-18      | Fixed         | 26.87%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                                   | Rockford Tower CLO Ltd., Series 2021-2A, Class C                                            | CUSIP: 77341LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003060.00   | 0.02%             | 2034-07-20      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $36.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3474000 | PA      | $3096875.27   | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    777000 | PA      | $807339.52    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                               | Asurion LLC, 1st Lien Term Loan B11                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1624213 | PA      | $1607629.52   | 0.02%             | 2028-08-21      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Generate CLO 17 Ltd.                                                      | Generate CLO 17 Ltd., Series 2024-17A, Class A1                                             | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10036067.00  | 0.10%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    190300 | NS      | $7387446.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SpA                                                                   | A2A SpA                                                                                     | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |    840000 | PA      | $1006332.04   | 0.01%             | 2029-06-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                               | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |    463000 | PA      | $531001.54    | 0.01%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                            | Citizens Financial Group, Inc.                                                              | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    304507 | NS      | $14531074.04  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                              | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    173000 | PA      | $162052.45    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2559986.02   | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                        | Vital Energy, Inc.                                                                          | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    134000 | PA      | $121925.81    | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                                 | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1432000 | PA      | $1512550.00   | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     59400 | NS      | $5410249.05   | 0.05%             | 2025-09-01      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                                | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $209999.20    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                               | Emera, Inc.                                                                                 | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     41474 | NS      | $1947386.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     52380 | NS      | $8159297.10   | 0.08%             | 2025-08-14      | Fixed         | 12.48%                | No            |                  2 | On Loan: No      |
| TTAN MHC                                                                  | TTAN MHC, Series 2021-MHC, Class A                                                          | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801172 | PA      | $1801735.15   | 0.02%             | 2038-03-15      | Floating      | 5.31%                 | 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        |   1884000 | PA      | $2165984.71   | 0.02%             | 2032-03-18      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                 | ATI, Inc.                                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    683000 | PA      | $663009.68    | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                         | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1250980.54   | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                               | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |     25653 | NS      | $1056302.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                                 | Howard Hughes Corp. (The)                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $142035.32    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC, 1st Lien Term Loan B5                                                       | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   3412856 | PA      | $3401661.66   | 0.03%             | 2030-09-20      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc., Series DD                                                                  | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244156.31    | 0.00%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    206000 | PA      | $187319.92    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                            | Ohio Power Co.                                                                              | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    302000 | PA      | $310323.67    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                     | Veritiv Operating Co.                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    177000 | PA      | $191846.23    | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |    370510 | PA      | $15711.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     24017 | NS      | $7658183.38   | 0.07%             | 2025-08-06      | Fixed         | 17.82%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1255484 | PA      | $1321133.26   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184115.64    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                               | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |    712000 | PA      | $805970.97    | 0.01%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                                     | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                              | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5754547 | PA      | $5701878.22   | 0.05%             | 2040-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    415252 | PA      | $413956.24    | 0.00%             | 2029-12-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                   | Banco Espirito Santo SA                                                                     | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   5400000 | PA      | $1355745.60   | 0.01%             | 2025-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45500 | PA      | $45484.05     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | 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        |   1935000 | PA      | $1931381.55   | 0.02%             | 2032-07-16      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290191.75    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                     | Kioxia Holdings Corp.                                                                       | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    417000 | PA      | $412631.10    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281751.21    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | 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        |   4040311 | PA      | $2617965.84   | 0.03%             | 2046-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $537323.03    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                        | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    550000 | PA      | $666736.71    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust                                             | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                     | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10900000 | PA      | $10910218.75  | 0.10%             | 2039-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                        | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $267138.70    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     53319 | NS      | $2418937.19   | 0.02%             | 2025-09-08      | Fixed         | 21.17%                | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1044760 | NS      | $7252288.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                                   | IMI plc                                                                                     | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     33798 | NS      | $987406.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc., 1st Lien Term Loan                                               | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    578648 | PA      | $579915.29    | 0.01%             | 2028-09-22      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                 | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873897.42    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                  | Mizuho Markets Cayman LP                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |     20554 | NS      | $3850846.88   | 0.04%             | 2025-09-12      | Fixed         | 18.97%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    386000 | PA      | $393611.53    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                  | Diamondback Energy, Inc.                                                                    | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1221009.12   | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FUCHS SE                                                                  | FUCHS SE (Preference)                                                                       | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |      5581 | NS      | $255388.22    | 0.00%             |  |  |  | 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        |   1049320 | PA      | $998427.90    | 0.01%             | 2028-05-03      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                                       | Flughafen Zurich AG (Registered)                                                            | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |      9269 | NS      | $2612345.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                                         | EMCOR Group, Inc.                                                                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1803 | NS      | $1131364.47   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                          | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198123.36    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                                          | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4674000 | PA      | $4465746.42   | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc                                                                           | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     12930 | NS      | $1798866.16   | 0.02%             | 2025-09-08      | Fixed         | 22.90%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3143000 | PA      | $3154641.70   | 0.03%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                                           | Japan Airport Terminal Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     56300 | NS      | $1709811.05   | 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      | $-2011.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                     | Stillwater Mining Co.                                                                       | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    621000 | PA      | $608971.23    | 0.01%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | UBS AG                                                                                      | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     19665 | NS      | $4831440.57   | 0.05%             | 2025-08-07      | Fixed         | 25.80%                | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     42570 | NS      | $4144615.20   | 0.04%             |  |  |  | No            |                  1 | 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        |    970000 | PA      | $1113421.91   | 0.01%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |    496000 | PA      | $573308.75    | 0.01%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | Altice France SA                                                                            | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    976000 | PA      | $846350.38    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                   | Acuris Finance US, Inc.                                                                     | CUSIP: 00511BAA5<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |    563000 | PA      | $540251.31    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                                              | Currenta Group Holdings SARL                                                                | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |    979000 | PA      | $1147426.60   | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                                         | Bridgestone Corp.                                                                           | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |     80100 | NS      | $3240060.97   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                                   | SSE plc                                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     71097 | NS      | $1742747.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                               | Penske Truck Leasing Co. LP                                                                 | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    414000 | PA      | $410557.26    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                                          | Wellness Pet LLC, 1st Lien Term Loan B                                                      | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182011 | PA      | $98740.85     | 0.00%             | 2029-12-31      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Fender Musical Instruments Corp.                                          | Fender Musical Instruments Corp., 1st Lien Term Loan                                        | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154079 | PA      | $139249.09    | 0.00%             | 2028-12-01      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247069.13    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                 | LBA Trust, Series 2024-BOLT, Class A                                                        | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10560000 | PA      | $10569900.00  | 0.10%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     75864 | NS      | $19597947.12  | 0.19%             |  |  |  | No            |                  1 | 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        |    794000 | PA      | $1009163.56   | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  20523398 | PA      | $-112203.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                                              | Deluxe Corp.                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136921.64    | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290856 | PA      | $289401.51    | 0.00%             | 2030-03-11      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    622000 | PA      | $609672.84    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |   1193000 | PA      | $1188526.25   | 0.01%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-35706.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                           | DR Horton, Inc.                                                                             | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    746000 | PA      | $756405.43    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1182000 | PA      | $1178749.50   | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     98911 | NS      | $7854522.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | Garmin Ltd.                                                                                 | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      7033 | NS      | $1538539.08   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                              | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    109000 | PA      | $126321.49    | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                                              | OHA Credit Partners XII Ltd., Series 2015-12A, Class B1R2                                   | CUSIP: 67109YBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010196.00   | 0.02%             | 2037-04-23      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                 | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49226.74     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1246912.88   | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                            | Core & Main LP, 1st Lien Term Loan D                                                        | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   3374029 | PA      | $3381046.60   | 0.03%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1113576.74   | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                       | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    194000 | PA      | $163604.10    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | 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        |    639250 | PA      | $641251.22    | 0.01%             | 2031-06-17      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                            | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    107000 | PA      | $108919.05    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                            | Starz Capital Holdings 1, Inc.                                                              | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $604260.00    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                              | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    174000 | PA      | $179234.96    | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Hearthside Bank Corp.                                                     | Hearthside Bank Corp.                                                                       | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |     11259 | NS      | $221239.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                                 | Diamond Foreign Asset Co.                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $218871.03    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                  | Met Tower Global Funding                                                                    | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2690376.48   | 0.03%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                        | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $838070.82    | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                     | RealTruck Group, Inc., 1st Lien Term Loan                                                   | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    688514 | PA      | $639973.63    | 0.01%             | 2028-01-31      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                    | Colossus Acquireco LLC, 1st Lien Term Loan B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2261000 | PA      | $2248089.69   | 0.02%             | 2032-06-14      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                                               | Kaman Corp., Delayed Draw 1st Lien Term Loan                                                | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97351 | PA      | $97380.90     | 0.00%             | 2032-02-26      | Variable      | 0.68%                 | 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        |    522000 | PA      | $518281.72    | 0.00%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                | United Natural Foods, Inc.                                                                  | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    293000 | PA      | $291761.75    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                   | Uber Technologies, Inc.                                                                     | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2059979.56   | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                         | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    670000 | PA      | $691766.52    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | 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        |   3000000 | PA      | $3007500.00   | 0.03%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                              | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    125566 | NS      | $3176788.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                                              | Twilio, Inc.                                                                                | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151533.92    | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2626199.03   | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-LBA6, Class A                                                         | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6710000 | PA      | $6716270.50   | 0.06%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                     | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $263229.77    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                                           | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1430000 | PA      | $1431265.69   | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Magenta Security Holdings LLC                                             | Magenta Security Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1069449 | PA      | $242765.02    | 0.00%             | 2028-07-27      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | AAR Corp., Series DD4M                                                                      | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     12500 | NS      | $2498660.11   | 0.02%             | 2025-08-14      | Fixed         | 21.07%                | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                    | HUB International Ltd.                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   6292000 | PA      | $6551535.75   | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2257401.23   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |   4470000 | PA      | $4600295.14   | 0.04%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                          | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37581.25     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                                  | Neogen Food Safety Corp.                                                                    | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $319362.24    | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     18000 | NS      | $3998289.97   | 0.04%             | 2025-08-04      | Fixed         | 22.04%                | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                         | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    447000 | PA      | $439081.62    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                  | President and Fellows of Harvard College                                                    | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1750631.36   | 0.02%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                      | Pertamina Persero PT                                                                        | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   1275000 | PA      | $1178100.00   | 0.01%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings SARL                                                   | EIG Pearl Holdings SARL                                                                     | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1859221 | PA      | $1669813.01   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | Murata Manufacturing Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |    230600 | NS      | $3432270.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2618162.67   | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                            | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14245.41     | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC, 1st Lien Term Loan B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    523000 | PA      | $526049.09    | 0.01%             | 2032-06-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    330052 | NS      | $11730048.08  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                                         | Barclays Bank plc, Series GMUC                                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     13594 | NS      | $3030271.07   | 0.03%             | 2025-09-02      | Fixed         | 8.98%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                    | SES SA                                                                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    350000 | PA      | $405480.74    | 0.00%             | 2030-06-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1114072.14   | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | 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        |    875000 | PA      | $1007443.61   | 0.01%             | 2027-08-01      | Fixed         | 5.62%                 | 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        |   4300000 | PA      | $3273821.77   | 0.03%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                   | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                              | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   3183166 | PA      | $3193606.93   | 0.03%             | 2028-05-05      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $328902.72    | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3391360.74   | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $210330.00    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                      | Ally Financial, Inc., Series B                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    676000 | PA      | $656212.33    | 0.01%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                                           | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2872301.05   | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1328613.22   | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                                             | Nomura Bank International plc                                                               | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     14117 | NS      | $3711429.76   | 0.04%             | 2025-08-07      | Fixed         | 14.96%                | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    859000 | PA      | $908237.88    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                                           | Blackstone Mortgage Trust, Inc.                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    376000 | PA      | $364988.20    | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $375844.70    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1687644.46   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     23437 | NS      | $2488299.43   | 0.02%             | 2025-08-28      | Fixed         | 12.66%                | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                          | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     22755 | NS      | $1511476.93   | 0.01%             |  |  |  | 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        |   1735000 | PA      | $45543.75     | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | 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        |   3679301 | PA      | $3619512.46   | 0.03%             | 2027-04-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                     | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1346313.74   | 0.01%             | 2051-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                | RALI Trust, Series 2007-QS4, Class 3A2                                                      | CUSIP: 74923HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106954 | PA      | $87609.79     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                                        | J.P. Morgan Structured Products BV, Series 000g                                             | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     51813 | NS      | $7231823.26   | 0.07%             | 2025-09-08      | Fixed         | 16.43%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383166.32    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                 | UKG, Inc., 1st Lien Term Loan                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   6963571 | PA      | $6960786.07   | 0.07%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                 | United Overseas Bank Ltd.                                                                   | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |    180900 | NS      | $5025897.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    718000 | PA      | $32723.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                                      | CareTrust REIT, Inc.                                                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    173651 | NS      | $5522101.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    507000 | PA      | $18639.22     | 0.00%             |  |  |  | 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        |    947600 | PA      | $951262.47    | 0.01%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                  | Motorola Solutions, Inc.                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2263590.82   | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                            | LD Celulose International GmbH                                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    570000 | PA      | $595935.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                                         | Taylor Wimpey plc                                                                           | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   7358559 | NS      | $9900839.26   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-23506.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3819105.84   | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                              | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    572000 | PA      | $560101.37    | 0.01%             | 2027-01-12      | Variable      | 4.62%                 | 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        |   1402000 | PA      | $1629961.70   | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                                            | SK Hynix, Inc.                                                                              | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    576000 | PA      | $622707.84    | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University (The)                                    | Trustees of Princeton University (The)                                                      | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $735831.34    | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                             | Truist Insurance Holdings LLC, 1st Lien Term Loan B                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5021137 | PA      | $5019028.22   | 0.05%             | 2031-05-06      | Variable      | 7.05%                 | 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        |   5660000 | PA      | $5681225.00   | 0.05%             | 2039-03-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                               | Acadia Healthcare Co., Inc.                                                                 | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142084.39    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                             | Navient Corp.                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    342000 | PA      | $356097.42    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   2894000 | PA      | $4017760.16   | 0.04%             | 2027-09-27      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                                       | NYACK Park CLO Ltd., Series 2021-1A, Class C                                                | CUSIP: 67080PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503807.25   | 0.02%             | 2034-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                                            | Monolithic Power Systems, Inc.                                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     10836 | NS      | $7706996.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1955784.60   | 0.02%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $19054.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                                       | Waste Pro USA, Inc.                                                                         | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1674626.68   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP, Series 144*                                                           | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    245000 | PA      | $329625.99    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                     | New Enterprise Stone & Lime Co., Inc.                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    399000 | PA      | $399997.50    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XIV Ltd.                                              | MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1                                     | CUSIP: 59803FAA9<br>LEI: 254900KJWLNM7MIXEC65 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10042221.00  | 0.10%             | 2037-04-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Yale University                                                           | Yale University, Series 2025                                                                | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569368.26    | 0.01%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                           | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    491000 | PA      | $457704.06    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                        | Origin Energy Ltd.                                                                          | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    233746 | NS      | $1747908.65   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                                           | Celestica, Inc., 1st Lien Term Loan B                                                       | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2489377 | PA      | $2498712.55   | 0.02%             | 2031-06-20      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                            | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1812208.85   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2023-DELC, Class A                                                         | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8547812.50   | 0.08%             | 2038-05-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (Registered)                                                               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     51487 | NS      | $1695803.61   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                                    | LifePoint Health, Inc.                                                                      | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    313000 | PA      | $324935.94    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                                         | Kapla Holding SAS                                                                           | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |   1470000 | PA      | $1704084.50   | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | 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        |   2472987 | PA      | $2474532.61   | 0.02%             | 2041-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                             | Premier Entertainment Sub LLC                                                               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $162000.00    | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     25787 | NS      | $20247178.79  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    888000 | PA      | $1036153.81   | 0.01%             | 2030-01-14      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC, 1st Lien Term Loan B5                                 | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1193985 | PA      | $1193089.88   | 0.01%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                                      | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |   1300000 | PA      | $1524357.90   | 0.01%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                         | Canadian Pacific Kansas City Ltd.                                                           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16580 | NS      | $1219459.00   | 0.01%             |  |  |  | No            |                  1 | 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        |   3583310 | PA      | $3578078.37   | 0.03%             | 2032-03-04      | Variable      | 6.08%                 | 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        |   3600000 | PA      | $3246858.72   | 0.03%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                        | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M1                              | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3357696 | PA      | $3286414.27   | 0.03%             | 2036-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                       | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                             | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394793 | PA      | $1316851.43   | 0.01%             | 2047-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                           | Trans Union LLC, 1st Lien Term Loan B8                                                      | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1999231 | PA      | $2000730.51   | 0.02%             | 2031-06-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                      | Henkel AG & Co. KGaA (Preference)                                                           | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |     69073 | NS      | $5322706.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    254000 | PA      | $261194.78    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                            | AngloGold Ashanti Holdings plc                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    840000 | PA      | $788281.20    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Efesto Bidc SpA                                                           | Efesto Bidco SpA, Series XR                                                                 | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |   1556000 | PA      | $1587121.77   | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust                                            | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                                   | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5905000 | PA      | $5930834.38   | 0.06%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | 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        |   3744615 | PA      | $3747723.03   | 0.04%             | 2031-11-13      | Variable      | 7.55%                 | 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        |   1500000 | PA      | $39375.00     | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     56733 | NS      | $14678286.99  | 0.14%             | 2025-08-29      | Fixed         | 15.19%                | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                        | Voyager Parent LLC, 1st Lien Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1872000 | PA      | $1872280.80   | 0.02%             | 2032-07-01      | Variable      | 9.04%                 | 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        |   2009375 | PA      | $2011162.89   | 0.02%             | 2029-08-03      | Variable      | 8.18%                 | 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        |    262600 | PA      | $259025.88    | 0.00%             | 2065-05-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                                                     | Trinitas CLO XXX Ltd., Series 2024-30A, Class A1                                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6018208.80   | 0.06%             | 2037-10-23      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                   | BNP Paribas Issuance BV                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     15590 | NS      | $2486214.90   | 0.02%             | 2025-09-04      | Fixed         | 27.58%                | 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        |   5306000 | PA      | $5307644.86   | 0.05%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Synthomer plc                                                             | Synthomer plc                                                                               | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |   1660000 | PA      | $1752722.54   | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                                  | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003731.20   | 0.02%             | 2034-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3390000 | PA      | $3491974.59   | 0.03%             | 2032-11-15      | Fixed         | 8.38%                 | 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      | $388868.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hensoldt AG                                                               | Hensoldt AG                                                                                 | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |      6899 | NS      | $756608.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                         | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |    948000 | PA      | $1102011.55   | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                          | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1435963.77   | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Acuris Finance US, Inc.                                                   | Acuris Finance US, Inc.                                                                     | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203479.48    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       606 | NS      | $278917.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendlease Corp. Ltd.                                                      | Lendlease Corp. Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300MQ0F0TIIEK5592       | Long             | EC               | CORP              | AU        |    367453 | NS      | $1235012.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                              | Hess Midstream Operations LP                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26124.88     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                         | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    968000 | PA      | $984531.50    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                          | Bombardier, Inc.                                                                            | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $203343.10    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                          | AlixPartners LLP, 1st Lien Term Loan                                                        | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   2498650 | PA      | $2498999.92   | 0.02%             | 2028-02-04      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                                                     | Apidos Loan Fund Ltd., Series 2024-1A, Class A1                                             | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002560.60   | 0.02%             | 2035-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class CR2                                               | CUSIP: 00140NBA7<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002648.50   | 0.01%             | 2037-07-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                               | Gates Corp.                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    327000 | PA      | $336509.16    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | 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        |   1155000 | PA      | $871915.68    | 0.01%             | 2030-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer