# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0001752724-23-068551
**Filing Date:** 2023-3
**Character Count:** 2090498
**Document Hash:** 0f3bdad767725a66ccb1dfe2b3393713
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068551.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068551

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds II
- **CENTRAL INDEX KEY:** 0001398078
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 23767037

**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:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $14313750196.47

**Total Liabilities:** $733523700.53

**Net Assets:** $13580226495.94

**Cash Not Reported:** $7760917.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 672017.71000000 | **1-Year:** 41745.39000000 | **5-Year:** 438457.67000000 | **10-Year:** 231471.30000000 | **30-Year:** 621587.94000000

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

- **3-Month:** 398892.11000000 | **1-Year:** 102805.71000000 | **5-Year:** 1054956.76000000 | **10-Year:** 97361.09000000 | **30-Year:** 209836.14000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058060 | 4.21%                | -1.41%               | 4.85%                |
| Class ID C000182622 | 4.40%                | -1.32%               | 4.93%                |
| Class ID C000058061 | 4.29%                | -1.22%               | 4.82%                |
| Class ID C000058062 | 4.27%                | -1.25%               | 4.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-145718104.43           | $671632796.84                              |
| Month 2  | $-6761758.53             | $-182782567.50                             |
| Month 3  | $-24854535.89            | $572566434.97                              |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index/50% Bloomberg U.S. Aggregate Bond Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7266000 | PA      | $7496571.11   | 0.06%             | 2033-09-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| 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      | $1868481.20   | 0.01%             | 2035-01-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    783000 | PA      | $700754.85    | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sunac China Holdings Ltd.                                                    | Sunac China Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |   3573000 | PA      | $1009372.50   | 0.01%             | 2025-07-09      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    840000 | PA      | $849247.45    | 0.01%             | 2026-07-14      | Variable      | 6.12%                 | 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      | $196.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                    | Toyota Motor Credit Corp.                                                                    | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    527000 | PA      | $495247.06    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                           | American International Group, Inc.                                                           | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182282.94    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2019-3X, Class ER                                                   | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $376198.39    | 0.00%             | 2033-04-20      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    613000 | PA      | $634268.04    | 0.00%             | 2026-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195403.20    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                                              | Summer BidCo BV                                                                              | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    371426 | PA      | $302397.81    | 0.00%             | 2025-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102058.30    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    180161 | NS      | $19376315.55  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Easy Tactic Ltd.                                                             | Easy Tactic Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |     32066 | PA      | $10196.99     | 0.00%             | 2027-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                                  | Crocs, Inc., Term Loan                                                                       | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1445884 | PA      | $1435488.02   | 0.01%             | 2029-02-20      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $3285190.41   | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Regatta XIII Funding Ltd.                                                    | Regatta XIII Funding Ltd., Series 2018-2A, Class B                                           | CUSIP: 75888FAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1197301.13   | 0.01%             | 2031-07-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205642.69    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $317163.01    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                  | Goldman Sachs International                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     90700 | NS      | $528222.03    | 0.00%             | 2023-02-21      | Fixed         | 21.05%                | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5855625.00   | 0.04%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Alrosa PJSC                                                                  | Alrosa PJSC                                                                                  | CUSIP: N/A<br>LEI: 894500DKUWVBYZLLE651       | Long             | EC               | CORP              | RU        |    607124 | NS      | $86.47        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Midcontinent Communications                                                  | Midcontinent Communications                                                                  | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554000 | PA      | $521884.90    | 0.00%             | 2027-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                   | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    894000 | PA      | $813638.34    | 0.01%             | 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        |   2400000 | PA      | $2456132.77   | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| PTC, Inc.                                                                    | PTC, Inc.                                                                                    | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    860000 | PA      | $824682.64    | 0.01%             | 2025-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1004327.10   | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                               | Takeda Pharmaceutical Co. Ltd.                                                               | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    687000 | PA      | $684286.14    | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| PPB Group Bhd.                                                               | PPB Group Bhd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     35500 | NS      | $146468.97    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TCW CLO Ltd.                                                                 | TCW CLO Ltd., Series 2020-1A, Class DRR                                                      | CUSIP: 87190CBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2046400.20   | 0.02%             | 2034-04-20      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F                | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10560842 | PA      | $8678177.30   | 0.06%             | 2037-04-15      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   6231000 | PA      | $5848603.53   | 0.04%             | 2052-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     41600 | NS      | $1355764.53   | 0.01%             | 2023-02-27      | Fixed         | 21.30%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc, Series EMU4                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      3434 | NS      | $8238916.88   | 0.06%             | 2023-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                               | Ohio Power Co.                                                                               | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123087.31    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | 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        |   6157809 | PA      | $4924548.78   | 0.04%             | 2052-02-25      | Variable      | 5.20%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                        | TCI-Flatiron CLO Ltd., Series 2017-1A, Class C                                               | CUSIP: 87231BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1188036.25   | 0.01%             | 2030-11-18      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                                                        | Camden Property Trust                                                                        | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260387.71    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                        | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   5865000 | PA      | $5765972.47   | 0.04%             | 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        |   1897351 | PA      | $1288124.07   | 0.01%             | 2036-10-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| HONO Mortgage Trust                                                          | HONO Mortgage Trust, Series 2021-LULU, Class F                                               | CUSIP: 40390MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177000 | PA      | $1072765.12   | 0.01%             | 2036-10-15      | Floating      | 8.86%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc., 1st Lien Term Loan                                                                | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1306336 | PA      | $1292370.77   | 0.01%             | 2026-05-04      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp., Term Loan B1                                                                   | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2731275 | PA      | $2572533.30   | 0.02%             | 2029-03-01      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FT705<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     19303 | NS      | $4335919.34   | 0.03%             | 2023-02-03      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Wisconsin Electric Power Co.                                                 | Wisconsin Electric Power Co.                                                                 | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381210.26    | 0.00%             | 2024-12-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                   | Woori Bank                                                                                   | CUSIP: N/A<br>LEI: 549300VUVMRL6RE7R376       | Long             | DBT              | CORP              | KR        |    903000 | PA      | $863945.25    | 0.01%             | 2024-10-04      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   3154000 | PA      | $2787450.01   | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $257744.85    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                      | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1853000 | PA      | $1818256.25   | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137316.48    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA                                                               | JBS USA LUX SA                                                                               | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2114000 | PA      | $1785860.80   | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Regatta VII Funding Ltd.                                                     | Regatta VII Funding Ltd., Series 2016-1A, Class DR2                                          | CUSIP: 75888ABN5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1895642.00   | 0.01%             | 2034-06-20      | Floating      | 7.80%                 | No            | 2                  | On Loan: No      |
| Iceland Bondco plc                                                           | Iceland Bondco plc                                                                           | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |    175000 | PA      | $187403.68    | 0.00%             | 2025-03-15      | Fixed         | 4.62%                 | 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        |   1640000 | PA      | $1555232.50   | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Crown Americas LLC                                                           | Crown Americas LLC                                                                           | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1665682.70   | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24572.42     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Co. (The)                                                        | Kraft Heinz Co. (The)                                                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    213211 | NS      | $8641441.83   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216271.40    | 0.00%             | 2028-02-01      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197979.81    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Spirits Ltd.                                                          | United Spirits Ltd.                                                                          | CUSIP: N/A<br>LEI: 3358004YFWQVX2EZDE82       | Long             | EC               | CORP              | IN        |     94404 | NS      | $889169.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                      | Telefonica Emisiones SA                                                                      | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    670000 | PA      | $567668.96    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                                        | CITGO Petroleum Corp.                                                                        | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2874923.91   | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                              | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1886288.25   | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                         | Ares XXXVII CLO Ltd., Series 2015-4A, Class BR                                               | CUSIP: 04015NAK0<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |   1017000 | PA      | $979061.22    | 0.01%             | 2030-10-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $422729.14    | 0.00%             | 2024-04-09      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Malaysia Airports Holdings Bhd.                                              | Malaysia Airports Holdings Bhd.                                                              | CUSIP: N/A<br>LEI: 2549003NBM1LN55SZ370       | Long             | EC               | CORP              | MY        |    110700 | NS      | $183504.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.                                    | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class B                          | CUSIP: 38138TAE1<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $972716.30    | 0.01%             | 2034-07-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                      | Garfunkelux Holdco 3 SA                                                                      | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |   1732000 | PA      | $1431037.29   | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2335507.24   | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Telefonica Brasil SA                                                         | Telefonica Brasil SA                                                                         | CUSIP: 87936R205<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |    108427 | NS      | $881511.51    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1527751.32   | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Grab Holdings, Inc.                                                          | Grab Holdings, Inc., Term Loan                                                               | CUSIP: G4123KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2287306 | PA      | $2263609.36   | 0.02%             | 2026-01-29      | Variable      | 9.07%                 | 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      | $2687.50      | 0.00%             | 2015-05-07      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                                       | Nabors Industries Ltd.                                                                       | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1570000 | PA      | $1526825.00   | 0.01%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sound Point Euro CLO V Funding DAC                                           | Sound Point Euro CLO V Funding DAC, Series 5X, Class E                                       | CUSIP: N/A<br>LEI: 635400C9UNRNNADDDC68       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $277899.81    | 0.00%             | 2035-07-25      | Floating      | 8.29%                 | 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        |    801702 | PA      | $472271.56    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                   | DCP Midstream Operating LP                                                                   | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4577885.55   | 0.03%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116309.58    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                                | AIB Group plc                                                                                | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |   2700000 | PA      | $2641497.53   | 0.02%             | 2025-04-10      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5764000 | PA      | $5504620.00   | 0.04%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2020-1A, Class DR                                                        | CUSIP: 00140WBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $2872090.48   | 0.02%             | 2034-04-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                                | Organon & Co., Term Loan                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1577937 | PA      | $1573139.73   | 0.01%             | 2028-06-02      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| BWX Technologies, Inc.                                                       | BWX Technologies, Inc.                                                                       | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   3252000 | PA      | $2934948.67   | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    990000 | PA      | $703280.56    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| KWG Group Holdings Ltd.                                                      | KWG Group Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | KY        |   5766000 | PA      | $2219910.00   | 0.02%             | 2025-08-10      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Azalea TopCo, Inc.                                                           | Azalea TopCo, Inc., 1st Lien Term Loan                                                       | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1664128 | PA      | $1587678.40   | 0.01%             | 2026-07-24      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| JELD-WEN, Inc.                                                               | JELD-WEN, Inc.                                                                               | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    902000 | PA      | $864159.35    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                          | Synchrony Financial                                                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    333620 | NS      | $12253862.60  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448591.75    | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                 | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   4450000 | PA      | $4271733.00   | 0.03%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $2939397.66   | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                         | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1146853.64   | 0.01%             | 2026-05-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86338.99     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     16900 | NS      | $1789047.13   | 0.01%             | 2023-03-09      | Fixed         | 25.40%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury 5 Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $-56975.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                           | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $541469.67    | 0.00%             | 2026-03-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| CITGO Petroleum Corp.                                                        | CITGO Petroleum Corp.                                                                        | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1704526.02   | 0.01%             | 2025-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                                  | Chobani LLC                                                                                  | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7867000 | PA      | $7716976.31   | 0.06%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                                               | Codere Finance 2 Luxembourg SA                                                               | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |   1144078 | PA      | $1111943.25   | 0.01%             | 2026-09-30      | Variable      | 11.00%                | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                | Cheplapharm Arzneimittel GmbH                                                                | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1850000 | PA      | $1651236.00   | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    227000 | PA      | $208729.51    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                                                   | Trident TPI Holdings, Inc., Term Loan B3                                                     | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |   1354673 | PA      | $1327335.52   | 0.01%             | 2028-09-15      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                                                  | Abu Dhabi Islamic Bank PJSC                                                                  | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    184545 | NS      | $474344.20    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                              | Catalent Pharma Solutions, Inc.                                                              | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $867774.76    | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26538.21     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc., Term Loan B4                                                | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   4465301 | PA      | $4399705.93   | 0.03%             | 2026-10-19      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $393433.08    | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    724000 | PA      | $674225.00    | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Bank of Beijing Co. Ltd.                                                     | Bank of Beijing Co. Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 300300C1080211000042       | Long             | EC               | CORP              | CN        |    343300 | NS      | $216275.43    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                       | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  11150000 | PA      | $9548860.00   | 0.07%             | 2028-08-19      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                                 | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $155124.16    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                                                    | Envision Healthcare Corp., Term Loan                                                         | CUSIP: 29373UAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1851979 | PA      | $736161.64    | 0.01%             | 2027-03-31      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| TICP CLO V Ltd.                                                              | TICP CLO V Ltd., Series 2016-5A, Class DR                                                    | CUSIP: 87248KAQ7<br>LEI: 254900FRG2I3OIEKD552 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2460230.25   | 0.02%             | 2031-07-17      | Floating      | 7.94%                 | 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      | $951821.50    | 0.01%             | 2033-04-16      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2085063.75   | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                                           | AVSC Holding Corp., 1st Lien Term Loan B3                                                    | CUSIP: 00241YAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1104994 | PA      | $1158177.03   | 0.01%             | 2026-10-15      | Variable      | 15.00%                | No            | 2                  | On Loan: No      |
| Eastman Chemical Co.                                                         | Eastman Chemical Co.                                                                         | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200106.52    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                    | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1333000 | PA      | $1133356.59   | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                      | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    847000 | PA      | $835184.35    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series 0019                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     58322 | NS      | $5998754.14   | 0.04%             | 2023-02-09      | Floating      | 13.06%                | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                        | OHA Loan Funding Ltd., Series 2015-1A, Class DR3                                             | CUSIP: 67109BDJ0<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4391004.98   | 0.03%             | 2037-01-19      | Floating      | 8.00%                 | No            | 2                  | On Loan: No      |
| Nationwide Children's Hospital, Inc.                                         | Nationwide Children's Hospital, Inc.                                                         | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184404.46    | 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        |   2467000 | PA      | $2096900.19   | 0.02%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $958063.66    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series J                                                     | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298716.76    | 0.00%             | 2023-08-01      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2021-1A, Class D                                                       | CUSIP: 73742FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1151404.20   | 0.01%             | 2034-10-15      | Floating      | 8.09%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                                        | MKS Instruments, Inc., Term Loan B                                                           | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   1582525 | PA      | $1577998.98   | 0.01%             | 2029-08-17      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1180728.32   | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    226667 | PA      | $10523.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                                      | Bank Leumi Le-Israel BM                                                                      | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   3405000 | PA      | $3099614.06   | 0.02%             | 2031-01-29      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Pakistan Water & Power Development Authority                                 | Pakistan Water & Power Development Authority                                                 | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |   1780000 | PA      | $567152.50    | 0.00%             | 2031-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Kuwait Finance House KSCP                                                    | Kuwait Finance House KSCP                                                                    | CUSIP: N/A<br>LEI: 2549007KX0N057S9BC98       | Long             | EC               | CORP              | KW        |    932029 | NS      | $2562829.98   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Northwestern University                                                      | Northwestern University                                                                      | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471021.61    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $607250.00    | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, 2nd Lien Term Loan B4                                                           | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1418000 | PA      | $1183150.84   | 0.01%             | 2029-01-20      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                  | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    588000 | PA      | $478447.89    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Performance Food Group, Inc.                                                 | Performance Food Group, Inc.                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1722934.75   | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    458000 | PA      | $456130.87    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1011183.98   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2018-4A, Class B                                                   | CUSIP: 17181TAE1<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1932879.00   | 0.01%             | 2031-10-17      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                                               | Interstate Power and Light Co.                                                               | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70404.54     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                            | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626649.11    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                 | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $456985.59    | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                     | Virgin Media Bristol LLC, Facility Term Loan Q                                               | CUSIP: G9368PBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    795000 | PA      | $794753.55    | 0.01%             | 2029-01-31      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4416497.50   | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                | Walmart, Inc.                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10608 | NS      | $1526172.96   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CommonSpirit Health                                                          | CommonSpirit Health                                                                          | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243456.11    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    892000 | PA      | $741930.84    | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                                            | Consolidated Communications, Inc.                                                            | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2736387.82   | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                                           | Tampa Electric Co.                                                                           | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419810.82    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                                              | Stonegate Pub Co. Financing plc                                                              | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |   1102000 | PA      | $1258566.93   | 0.01%             | 2025-07-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                 | VMware, Inc.                                                                                 | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    560000 | PA      | $542936.45    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Tervita Corp.                                                                | Tervita Corp.                                                                                | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    993000 | PA      | $1076163.75   | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| H-Food Holdings LLC                                                          | H-Food Holdings LLC Term Loan                                                                | CUSIP: 40422KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140275 | PA      | $130079.81    | 0.00%             | 2025-05-23      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    178000 | PA      | $161026.61    | 0.00%             | 2026-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                              | AES Corp. (The)                                                                              | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    960000 | PA      | $793686.12    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2030766.93   | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Belron Group SA                                                              | Belron Group SA, Term Loan                                                                   | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    787788 | PA      | $786315.24    | 0.01%             | 2028-04-13      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 27 Ltd.                                          | Octagon Investment Partners 27 Ltd., Series 2016-1A, Class CR                                | CUSIP: 67590XAQ5<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1430166.30   | 0.01%             | 2030-07-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Quanta Computer, Inc.                                                        | Quanta Computer, Inc.                                                                        | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |    531000 | NS      | $1326166.17   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                                           | APi Group DE, Inc.                                                                           | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $930860.17    | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                           | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $222127.00    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                              | Catalent Pharma Solutions, Inc., Term Loan B3                                                | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |   2233079 | PA      | $2221444.90   | 0.02%             | 2028-02-22      | Variable      | 6.56%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $185764.04    | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183417.92    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Largan Precision Co. Ltd.                                                    | Largan Precision Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     34000 | NS      | $2426286.14   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoomlion Heavy Industry Science and Technology Co. Ltd.                      | Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H                             | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |    626600 | NS      | $348567.01    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Bank Bhd.                                                             | Public Bank Bhd.                                                                             | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               | CORP              | MY        |   1293500 | NS      | $1287572.82   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 28 Ltd.                                          | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class C1R                               | CUSIP: 67591EAW3<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3835100.80   | 0.03%             | 2030-10-24      | Floating      | 7.07%                 | 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        |    621520 | PA      | $260556.39    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                                    | NCR Corp.                                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1475440.50   | 0.01%             | 2028-10-01      | 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        |      2068 | NS      | $8275085.19   | 0.06%             | 2023-02-07      | Fixed         | 10.87%                | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc                                                                   | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1014019.12   | 0.01%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                                          | Clean Harbors, Inc.                                                                          | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    807000 | PA      | $822090.90    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC                                     | Amentum Government Services Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1394990 | PA      | $1372321.41   | 0.01%             | 2029-02-15      | Variable      | 8.12%                 | No            | 3                  | On Loan: No      |
| Clear Creek CLO                                                              | Clear Creek CLO, Series 2015-1A, Class BR                                                    | CUSIP: 18452LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2944389.90   | 0.02%             | 2030-10-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                            | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    420000 | PA      | $304101.41    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Unilever plc                                                                 | Unilever plc                                                                                 | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    121553 | NS      | $6211358.30   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1175107.15   | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Commercial Bank PSQC (The)                                                   | Commercial Bank PSQC (The)                                                                   | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | EC               | CORP              | QA        |    171546 | NS      | $281946.94    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                    | Kaisa Group Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |   1345000 | PA      | $245462.50    | 0.00%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110678.08    | 0.00%             | 2041-04-22      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    513453 | PA      | $17512.16     | 0.00%             |  |  |  | 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        |    353158 | PA      | $325277.70    | 0.00%             | 2035-12-25      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| National Express Group plc                                                   | National Express Group plc                                                                   | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $652246.69    | 0.00%             | 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        |    376000 | PA      | $327668.75    | 0.00%             | 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        |   1976000 | PA      | $1821007.50   | 0.01%             | 2025-09-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1703000 | PA      | $1438289.94   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Aeroports de Paris                                                           | Aeroports de Paris                                                                           | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |     17705 | NS      | $2746709.51   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                       | China Evergrande Group                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   3674000 | PA      | $371533.25    | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-21M, Class E                                       | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4839595 | PA      | $4712639.80   | 0.03%             | 2036-10-15      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                          | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $52613.42     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    406000 | PA      | $297642.47    | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Taiwan Mobile Co. Ltd.                                                       | Taiwan Mobile Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    273000 | NS      | $861370.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166831.82    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1521391.56   | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                   | Grupo Aeroportuario del Pacifico SAB de CV, Class B                                          | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |    587670 | NS      | $10121824.23  | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                   | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    885000 | PA      | $901195.72    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MGIC Investment Corp.                                                        | MGIC Investment Corp.                                                                        | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1114271.40   | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series D                                                     | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467216.03    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA, Term Loan B13                                                              | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1903928 | PA      | $1832530.95   | 0.01%             | 2026-08-14      | Variable      | 8.65%                 | No            | 3                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    844000 | PA      | $830926.44    | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MISC Bhd.                                                                    | MISC Bhd.                                                                                    | CUSIP: N/A<br>LEI: 9845002055U77FF6B972       | Long             | EC               | CORP              | MY        |    137700 | NS      | $236509.82    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO XI Ltd.                                                          | Elmwood CLO XI Ltd., Series 2021-4A, Class D                                                 | CUSIP: 29002LAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1897871.80   | 0.01%             | 2034-10-20      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                          | Whitebox CLO I Ltd., Series 2019-1A, Class ANBR                                              | CUSIP: 96467FAL4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |  10415000 | PA      | $10188893.47  | 0.08%             | 2032-07-24      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                     | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6298000 | PA      | $4581795.00   | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | 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      | $5876481.00   | 0.04%             | 2032-10-15      | Floating      | 6.46%                 | 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      | $2917460.70   | 0.02%             | 2034-07-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| SPX Flow, Inc.                                                               | SPX Flow, Inc., Term Loan                                                                    | CUSIP: 78470DAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1757640 | PA      | $1691095.86   | 0.01%             | 2029-04-05      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    880000 | PA      | $656232.42    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1297943.55   | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                          | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    124000 | PA      | $114994.31    | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                   | Industrial & Commercial Bank of China Ltd., Class H                                          | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |  14995000 | NS      | $8021109.00   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDD9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1349092.23   | 0.01%             | 2024-09-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    134331 | PA      | $1885.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Korian SA                                                                    | Korian SA                                                                                    | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $753517.92    | 0.01%             | 2024-03-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2020-3A, Class BR                                             | CUSIP: 69701RAS6<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1918855.60   | 0.01%             | 2031-11-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                             | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR                                  | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1873788.20   | 0.01%             | 2032-10-15      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Honeywell International, Inc.                                                | Honeywell International, Inc.                                                                | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220711.21    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                   | PacifiCorp                                                                                   | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1078667.08   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     52237 | NS      | $5931896.84   | 0.04%             | 2023-02-01      | Fixed         | 8.94%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                                 | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150494.71    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3635000 | PA      | $3611761.01   | 0.03%             | 2025-01-10      | Variable      | 4.71%                 | 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        |   2000000 | PA      | $1977147.40   | 0.01%             | 2031-07-26      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                   | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2650000 | PA      | $2583177.97   | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    300000 | PA      | $-1941.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1319 | NC      | $-1518909.04  | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WEX, Inc.                                                                    | WEX, Inc., Term Loan B                                                                       | CUSIP: 96208UAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1031625 | PA      | $1028148.42   | 0.01%             | 2028-03-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| TDC Holding A/S                                                              | TDC Holding A/S                                                                              | CUSIP: N/A<br>LEI: 529900N96EOVRB114D28       | Long             | DBT              | CORP              | DK        |    700000 | PA      | $861690.15    | 0.01%             | 2023-02-23      | Fixed         | 6.88%                 | 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      | $11764274.94  | 0.09%             | 2033-02-15      | Floating      | 5.37%                 | No            | 3                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1810091.26   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                          | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4304422.50   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | 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      | $44.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hamburger Hafen und Logistik AG                                              | Hamburger Hafen und Logistik AG                                                              | CUSIP: N/A<br>LEI: 52990003RXKZ9J9ERW70       | Long             | EC               | CORP              | DE        |     51596 | NS      | $728710.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Iliad SA                                                                     | Iliad SA                                                                                     | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312861.77    | 0.00%             | 2024-10-14      | Fixed         | 1.50%                 | 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        |     19595 | PA      | $17015.58     | 0.00%             | 2035-05-25      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                               | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    725000 | PA      | $608460.50    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                   | Baxter International, Inc.                                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    176910 | NS      | $8083017.90   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1739944.00   | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    292000 | PA      | $2800.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dell International LLC                                                       | Dell International LLC                                                                       | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $914280.58    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Kenbourne Invest SA                                                          | Kenbourne Invest SA                                                                          | CUSIP: N/A<br>LEI: 222100QGH6Y9KFYZ4B27       | Long             | DBT              | CORP              | LU        |   1495000 | PA      | $1128725.00   | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | EURO STOXX 50 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |     -1165 | NC      | $-3152787.39  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1962000 | PA      | $1659503.75   | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | 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      | $14740501.50  | 0.11%             | 2034-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                           | Atmos Energy Corp.                                                                           | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89125.19     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                    | USI, Inc., Term Loan                                                                         | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3213906 | PA      | $3213102.31   | 0.02%             | 2029-11-22      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    605000 | PA      | $589689.79    | 0.00%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                                          | Generate CLO 9 Ltd., Series 9A, Class E                                                      | CUSIP: 37147MAA5<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $901799.30    | 0.01%             | 2034-10-20      | Floating      | 11.66%                | No            | 2                  | On Loan: No      |
| ZTE Corp.                                                                    | ZTE Corp., Class H                                                                           | CUSIP: N/A<br>LEI: 3003004FBGVVG1CW5U45       | Long             | EC               | CORP              | CN        |    242200 | NS      | $584919.70    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491491.68    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | 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        |     35574 | PA      | $30918.80     | 0.00%             | 2035-12-25      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                      | Anheuser-Busch Cos. LLC                                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5002417.12   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       500 | NS      | $593916.04    | 0.00%             | 2023-02-09      | Fixed         | 14.48%                | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co. Ltd.                                                 | CIFI Holdings Group Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |   4415000 | PA      | $1346575.00   | 0.01%             | 2026-05-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    470000 | PA      | $408454.77    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tsingtao Brewery Co. Ltd.                                                    | Tsingtao Brewery Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 300300OJ7D0Q1ESE8L15       | Long             | EC               | CORP              | CN        |     91201 | NS      | $1369797.29   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                  | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $871744.64    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $213181.34    | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV, Series E0JO                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    249404 | NS      | $5778617.04   | 0.04%             | 2023-02-01      | Fixed         | 16.25%                | No            | 2                  | On Loan: No      |
| Chrome Bidco SASU                                                            | Chrome Bidco SASU                                                                            | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |    333000 | PA      | $300006.76    | 0.00%             | 2028-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                   | PG&E Corp.                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    773510 | NS      | $12298809.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc., 2nd Lien Term Loan                                                                | CUSIP: 90385KAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1583431 | PA      | $1509627.28   | 0.01%             | 2027-05-03      | Variable      | 10.03%                | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                                                 | Ardagh Packaging Finance plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    543000 | PA      | $509224.90    | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                 | Fiserv, Inc.                                                                                 | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9313.56      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | 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      | $959871.20    | 0.01%             | 2034-04-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      7700 | NS      | $831695.56    | 0.01%             | 2023-02-23      | Fixed         | 12.43%                | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                         | Coterra Energy, Inc.                                                                         | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148770.07    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $973117.25    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Viad Corp.                                                                   | Viad Corp., Term Loan                                                                        | CUSIP: 92553BAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1331595 | PA      | $1259196.41   | 0.01%             | 2028-07-30      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Ltd.                                                             | Nomad Foods Ltd., Term Loan                                                                  | CUSIP: G6562AAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    797612 | PA      | $799055.67    | 0.01%             | 2029-11-12      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4055 | NS      | $16415735.40  | 0.12%             | 2023-03-13      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| Liquid Telecommunications Financing plc                                      | Liquid Telecommunications Financing plc                                                      | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $586481.25    | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Novatek PJSC                                                                 | Novatek PJSC                                                                                 | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |       690 | NS      | $0.10         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    770000 | PA      | $817355.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4137000 | PA      | $4125416.40   | 0.03%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA, Inc.                                                         | Murphy Oil USA, Inc.                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1239686.25   | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                | Virginia Electric & Power Co., Series B                                                      | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268690.04    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                              | Consensus Cloud Solutions, Inc.                                                              | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    937000 | PA      | $895437.46    | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                              | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    530000 | PA      | $454573.77    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                                       | Owl Rock Capital Corp.                                                                       | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2450612.82   | 0.02%             | 2025-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Regatta X Funding Ltd.                                                       | Regatta X Funding Ltd., Series 2017-3A, Class C                                              | CUSIP: 75884BAE8<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1439122.05   | 0.01%             | 2031-01-17      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                                               | Shell International Finance BV                                                               | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9418.74      | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| USI, Inc.                                                                    | USI, Inc., Term Loan                                                                         | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    784469 | PA      | $783488.73    | 0.01%             | 2026-12-02      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                   | Travelers Cos., Inc. (The)                                                                   | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17072.43     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Clear Creek CLO                                                              | Clear Creek CLO, Series 2015-1A, Class AR                                                    | CUSIP: 18452LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6569231 | PA      | $6513805.51   | 0.05%             | 2030-10-20      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     60900 | NS      | $3477648.61   | 0.03%             | 2023-02-27      | Fixed         | 21.78%                | No            | 2                  | On Loan: No      |
| Vodacom Group Ltd.                                                           | Vodacom Group Ltd.                                                                           | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |    124561 | NS      | $875396.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EPR Properties                                                               | EPR Properties                                                                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    298166 | NS      | $12666091.68  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                           | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3886000 | PA      | $4005649.94   | 0.03%             | 2025-12-23      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644277.24    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | 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        |   3235684 | PA      | $2176383.82   | 0.02%             | 2036-10-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                                | Caesars Resort Collection LLC, Term Loan B1                                                  | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     88700 | PA      | $88631.22     | 0.00%             | 2025-07-21      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                                                   | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82581.26     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                                                     | Athenahealth Group, Inc., Delayed Draw Term Loan                                             | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    392221 | PA      | $370973.99    | 0.00%             | 2029-02-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1695239.81   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1090000 | PA      | $75842.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Astra International Tbk. PT                                                  | Astra International Tbk. PT                                                                  | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  11451600 | NS      | $4600704.98   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                             | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1500222.12   | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    780000 | PA      | $638662.35    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd.                                                    | Times China Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |   2450000 | PA      | $469787.50    | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                           | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   1888000 | PA      | $1605154.00   | 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        |    398578 | PA      | $346957.08    | 0.00%             | 2035-06-25      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA                                                           | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  20400000 | PA      | $18907883.00  | 0.14%             | 2027-11-16      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                         | Consumers Energy Co.                                                                         | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    475000 | PA      | $367748.86    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                           | Cellnex Telecom SA                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |   2300000 | PA      | $2075723.44   | 0.02%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                            | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  12003000 | PA      | $10195948.35  | 0.08%             | 2033-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CrownRock LP                                                                 | CrownRock LP                                                                                 | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9665000 | PA      | $9423375.00   | 0.07%             | 2025-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                                                     | Central Garden & Pet Co.                                                                     | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1198923.00   | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3426000 | PA      | $3613984.62   | 0.03%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4313000 | PA      | $3569007.50   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-ARIA, Class G                                                          | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8050000 | PA      | $7375857.58   | 0.05%             | 2036-10-15      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $844580.17    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities IX Ltd.                                        | GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2                             | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $886826.25    | 0.01%             | 2029-10-29      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                                               | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1705322.02   | 0.01%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    111066 | NS      | $4938978.20   | 0.04%             | 2023-02-22      | Fixed         | 24.27%                | No            | 2                  | On Loan: No      |
| Daimler Truck Finance North America LLC                                      | Daimler Truck Finance North America LLC                                                      | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    820000 | PA      | $738334.15    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                  | Faurecia SE                                                                                  | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    999000 | PA      | $961382.83    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    249000 | PA      | $210622.06    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573749.51    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Etihad Etisalat Co.                                                          | Etihad Etisalat Co.                                                                          | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     99402 | NS      | $939071.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp.                                                                 | Apache Corp.                                                                                 | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $967940.75    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2223.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $990197.80    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                                    | Sotheby's                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   7609000 | PA      | $7308237.15   | 0.05%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Contego CLO IX DAC                                                           | Contego CLO IX DAC, Series 9X, Class E                                                       | CUSIP: N/A<br>LEI: 549300Q8Y68COXOX2W73       | Long             | ABS-CBDO         | CORP              | IE        |    472000 | PA      | $437521.67    | 0.00%             | 2034-01-24      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                          | Octagon Investment Partners 40 Ltd., Series 2019-1A, Class DR                                | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2782445.10   | 0.02%             | 2035-01-20      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                     | W. R. Grace Holdings LLC, Term Loan                                                          | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    860310 | PA      | $854167.39    | 0.01%             | 2028-09-22      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                                        | Epicor Software Corp., 2nd Lien Term Loan                                                    | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1398000 | PA      | $1392463.92   | 0.01%             | 2028-07-31      | Variable      | 12.32%                | 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        |    291503 | PA      | $258030.18    | 0.00%             | 2046-10-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182358.11    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $14912.70     | 0.00%             | 2023-07-26      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                           | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1138860.00   | 0.01%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                      | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2508000 | PA      | $2536842.00   | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Kronos International, Inc.                                                   | Kronos International, Inc.                                                                   | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |    633000 | PA      | $619492.49    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GCI LLC                                                                      | GCI LLC                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2050777.66   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                                    | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    218000 | PA      | $158516.42    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series H                                                     | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    435000 | PA      | $342724.70    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $3015478.11   | 0.02%             | 2027-09-15      | Variable      | 8.88%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                        | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $705349.20    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    231000 | PA      | $202068.12    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                                       | Tap Rock Resources LLC                                                                       | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   7060000 | PA      | $6682290.00   | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                                                    | SBA Senior Finance II LLC, Term Loan                                                         | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1670676 | PA      | $1666683.42   | 0.01%             | 2025-04-11      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    615000 | PA      | $46462.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244033.73    | 0.00%             | 2024-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Pembina Pipeline Corp.                                                       | Pembina Pipeline Corp.                                                                       | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    166249 | NS      | $5898775.16   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Wistron NeWeb Corp.                                                          | Wistron NeWeb Corp.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    184000 | NS      | $502872.14    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                                                   | OWL Rock Core Income Corp.                                                                   | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   4902000 | PA      | $4939074.32   | 0.04%             | 2027-09-16      | Fixed         | 7.75%                 | 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      | $1915314.20   | 0.01%             | 2030-07-18      | Floating      | 6.84%                 | 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        |  10616496 | PA      | $8387681.67   | 0.06%             | 2047-08-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| PCF GmbH                                                                     | PCF GmbH                                                                                     | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    589000 | PA      | $541752.34    | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bumrungrad Hospital PCL                                                      | Bumrungrad Hospital PCL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    373700 | NS      | $2462863.35   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525918.50    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    999000 | PA      | $961537.50    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2018-4A, Class A1                                                  | CUSIP: 17181TAA9<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2680616.16   | 0.02%             | 2031-10-17      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4598000 | PA      | $4011757.21   | 0.03%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Bank of Ireland Group plc                                                    | Bank of Ireland Group plc                                                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1355000 | PA      | $1365639.05   | 0.01%             | 2026-09-16      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Citycon OYJ                                                                  | Citycon OYJ                                                                                  | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |    179000 | PA      | $120505.96    | 0.00%             | 2024-11-24      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    226070 | PA      | $8023.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Democratic Socialist Republic of Sri Lanka                                                   | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   5645000 | PA      | $1916830.31   | 0.01%             | 2024-03-14      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613038.69    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Lincoln Financing SARL                                                       | Lincoln Financing SARL                                                                       | CUSIP: N/A<br>LEI: 222100831I4WRVCLV609       | Long             | DBT              | CORP              | LU        |    248080 | PA      | $267998.36    | 0.00%             | 2024-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1230203.73   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| Novafives SAS                                                                | Novafives SAS                                                                                | CUSIP: N/A<br>LEI: 9695005GQAG112FYVW69       | Long             | DBT              | CORP              | FR        |    787000 | PA      | $704190.92    | 0.01%             | 2025-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                         | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1173774.23   | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PCF GmbH                                                                     | PCF GmbH                                                                                     | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |    395000 | PA      | $395070.31    | 0.00%             | 2026-04-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Rad CLO 15 Ltd.                                                              | Rad CLO 15 Ltd., Series 2021-15A, Class C                                                    | CUSIP: 750103AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1567701.96   | 0.01%             | 2034-01-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Northern Oil and Gas, Inc.                                                   | Northern Oil and Gas, Inc.                                                                   | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   8173000 | PA      | $8140961.84   | 0.06%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496477.16    | 0.00%             | 2023-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BBAM European CLO I DAC                                                      | BBAM European CLO I DAC, Series 1X, Class ER                                                 | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $187083.25    | 0.00%             | 2034-07-22      | Floating      | 8.36%                 | No            | 2                  | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                         | Ares XXXVII CLO Ltd., Series 2015-4A, Class A3R                                              | CUSIP: 04015NAJ3<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1468362.60   | 0.01%             | 2030-10-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                                      | Bank Leumi Le-Israel BM                                                                      | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | DBT              | CORP              | IL        |   1563000 | PA      | $1605982.50   | 0.01%             | 2033-07-18      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd.                                                           | Elmwood CLO V Ltd., Series 2020-2A, Class DR                                                 | CUSIP: 29003BAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1917133.40   | 0.01%             | 2034-10-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206680.39    | 0.00%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Government of Mongolia                                                       | State of Mongolia                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $418044.00    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                        | Lockheed Martin Corp.                                                                        | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    445000 | PA      | $409230.69    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                                            | Boyd Gaming Corp.                                                                            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1049536.92   | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Qatar National Bank QPSC                                                     | Qatar National Bank QPSC                                                                     | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |    326395 | NS      | $1608551.71   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                     | GMR Hyderabad International Airport Ltd.                                                     | CUSIP: N/A<br>LEI: 335800NSPGIN89SVOU83       | Long             | DBT              | CORP              | IN        |    536000 | PA      | $528563.00    | 0.00%             | 2024-04-10      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Castlelake Aviation One DAC                                                  | Castlelake Aviation One DAC, Term Loan                                                       | CUSIP: 14855NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1595524 | PA      | $1594024.58   | 0.01%             | 2026-10-22      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                                       | RWE AG                                                                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     86561 | NS      | $3853600.15   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares XXXVR CLO Ltd.                                                          | Ares XXXVR CLO Ltd., Series 2015-35RA, Class A2                                              | CUSIP: 00192RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1463006.55   | 0.01%             | 2030-07-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                             | ITT Holdings LLC                                                                             | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $2733956.25   | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | EURO STOXX 50 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |      -248 | NC      | $-21838.67    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                                              | Lions Gate Capital Holdings LLC                                                              | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   5674000 | PA      | $3688100.00   | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   2891000 | PA      | $2428078.63   | 0.02%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    900000 | PA      | $736652.27    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2021-2A, Class D                                             | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1162643.88   | 0.01%             | 2034-07-20      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $225839.55    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1263930.45   | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | 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      | $2864669.70   | 0.02%             | 2035-01-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79674.77     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Capital Four CLO II DAC                                                      | Capital Four CLO II DAC, Series 2X, Class E                                                  | CUSIP: N/A<br>LEI: 549300MUYIMW1VRJ5K26       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $282904.92    | 0.00%             | 2034-01-15      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23827.26     | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                                                   | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89562.14     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     85000 | NS      | $2470831.61   | 0.02%             | 2023-02-09      | Fixed         | 30.57%                | No            | 2                  | On Loan: No      |
| LG Uplus Corp.                                                               | LG Uplus Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     66112 | NS      | $597866.72    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp., 1st Lien Term Loan B                                                          | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2599634 | PA      | $2583386.39   | 0.02%             | 2028-02-01      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $209162.57    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                         | Northern Trust Corp.                                                                         | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3958149.96   | 0.03%             | 2032-11-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Malayan Banking Bhd.                                                         | Malayan Banking Bhd.                                                                         | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |    609900 | NS      | $1250898.10   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dealer Tire Financial, LLC                                                   | Dealer Tire Financial, LLC, Term Loan B2                                                     | CUSIP: 24228HAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1934506 | PA      | $1933906.42   | 0.01%             | 2027-12-14      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                            | LCPR Senior Secured Financing DAC                                                            | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   4680000 | PA      | $4559724.00   | 0.03%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $258390.95    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | 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        |   8900000 | PA      | $8192591.51   | 0.06%             | 2036-02-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Summit Materials LLC                                                         | Summit Materials LLC                                                                         | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $997207.38    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Big River Steel LLC                                                          | Big River Steel LLC                                                                          | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11973000 | PA      | $11742991.61  | 0.09%             | 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      | $959117.10    | 0.01%             | 2031-01-22      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO Ltd.                                                           | Ballyrock CLO Ltd., Series 2020-2A, Class CR                                                 | CUSIP: 05875DAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1875258.20   | 0.01%             | 2031-10-20      | Floating      | 7.76%                 | 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        |    609036 | PA      | $146105.34    | 0.00%             | 2046-09-25      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-LBA, Class AV                                                          | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483000 | PA      | $1435273.95   | 0.01%             | 2036-02-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                                             | NCL Finance Ltd.                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1086000 | PA      | $882375.00    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Tallman Park CLO Ltd.                                                        | Tallman Park CLO Ltd., Series 2021-1A, Class C                                               | CUSIP: 874777AE5<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $778124.00    | 0.01%             | 2034-04-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130185.00    | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                           | SPDR Bloomberg High Yield Bond ETF                                                           | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |   1804873 | NS      | $168990258.99 | 1.24%             |  |  |  | No            | 1                  | On Loan: —       |
| 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      | $6508663.00   | 0.05%             | 2035-04-18      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Arbitrage Issuance BV                                            | BNP Paribas Arbitrage Issuance BV                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     13422 | NS      | $3924096.94   | 0.03%             | 2023-02-23      | Fixed         | 15.14%                | No            | 2                  | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                                      | PECF USS Intermediate Holding III Corp., Term Loan                                           | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1179045 | PA      | $1004994.56   | 0.01%             | 2028-12-15      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                       | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116495.65    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1010000 | PA      | $1062756.59   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    750200 | NS      | $10314251.50  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    431000 | PA      | $369582.50    | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1543850.00   | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                       | HUB International Ltd.                                                                       | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    605000 | PA      | $541397.50    | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                              | Eli Lilly & Co.                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5880 | NS      | $2023602.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    827000 | PA      | $740040.74    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                                       | Filtration Group Corp., Term Loan                                                            | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1630362 | PA      | $1620857.49   | 0.01%             | 2028-10-21      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Mortgage Acquisition Trust                                          | JPMorgan Mortgage Acquisition Trust, Series 2006-CH1, Class M7                               | CUSIP: 46629TAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975000 | PA      | $2557260.02   | 0.02%             | 2036-07-25      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| MHP                                                                          | MHP, Series 2021-STOR, Class J                                                               | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1277000 | PA      | $1215037.66   | 0.01%             | 2038-07-15      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $4975038.76   | 0.04%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                    | Wyeth LLC                                                                                    | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    505000 | PA      | $572302.06    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Levanter Pte. Ltd.                                          | Continuum Energy Levanter Pte. Ltd.                                                          | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |   1015875 | PA      | $909208.13    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                   | Cobham Ultra SeniorCo SARL, Term Loan                                                        | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    603488 | PA      | $594887.80    | 0.00%             | 2029-08-03      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2381839.63   | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1079239.69   | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                         | Birch Grove CLO Ltd., Series 19A, Class CR                                                   | CUSIP: 09075JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1909505.80   | 0.01%             | 2031-06-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-58994.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3898000 | PA      | $3098910.00   | 0.02%             | 2047-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                              | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1338599.40   | 0.01%             | 2025-07-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp., Series C                                                                  | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    149000 | PA      | $137452.50    | 0.00%             | 2047-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149920.31    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Upland CLO Ltd.                                                              | Upland CLO Ltd., Series 2016-1A, Class CR                                                    | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1350580.50   | 0.01%             | 2031-04-20      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Kestrel Bidco, Inc.                                                          | Kestrel Bidco, Inc., Term Loan                                                               | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1002522 | PA      | $960606.09    | 0.01%             | 2026-12-11      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO DAC                                                         | BlueMountain CLO DAC, Series 2021-1X, Class E                                                | CUSIP: N/A<br>LEI: 635400J5FTCFKRFIPZ49       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $271345.69    | 0.00%             | 2034-04-15      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXIX                                                              | Apidos CLO XXIX, Series 2018-29A, Class B                                                    | CUSIP: 03767MAJ7<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $954434.70    | 0.01%             | 2030-07-25      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC                                  | Ascend Performance Materials Operations LLC, Term Loan                                       | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2538980 | PA      | $2499524.20   | 0.02%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-19A, Class CR                                                      | CUSIP: 670881AQ4<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7050730.50   | 0.05%             | 2034-10-20      | Floating      | 6.91%                 | 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      | $589950.00    | 0.00%             | 2034-10-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                          | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    520000 | PA      | $506009.50    | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                                              | APX Group, Inc.                                                                              | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    569000 | PA      | $557625.69    | 0.00%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                    | OHA Credit Funding 2 Ltd., Series 2019-2A, Class DR                                          | CUSIP: 67707EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $933534.80    | 0.01%             | 2034-04-21      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |  13800000 | PA      | $14365056.53  | 0.11%             | 2025-10-09      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 17 Ltd.                                                         | Flatiron CLO 17 Ltd., Series 2017-1A, Class CR                                               | CUSIP: 33882GAJ7<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968012.40    | 0.01%             | 2030-05-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2211518.40   | 0.02%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELP Commercial Mortgage Trust                                                | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                                      | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11890000 | PA      | $11146066.48  | 0.08%             | 2038-11-15      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Almarai Co. JSC                                                              | Almarai Co. JSC                                                                              | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | EC               | CORP              | SA        |     34567 | NS      | $512277.55    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    310000 | PA      | $315301.39    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Whetstone Park CLO Ltd.                                                      | Whetstone Park CLO Ltd., Series 2021-1A, Class D                                             | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2337560.75   | 0.02%             | 2035-01-20      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2067701.41   | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                                                      | Regions Financial Corp.                                                                      | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94475.59     | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                    | Oryx Midstream Services Permian Basin LLC, Term Loan                                         | CUSIP: 68764JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2969236 | PA      | $2958101.56   | 0.02%             | 2028-10-05      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180198.99    | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                          | Suzano Austria GmbH, Series DM3N                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   2435000 | PA      | $1935825.00   | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Meituan                                                                      | Meituan, Class B                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |      3690 | NS      | $82493.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                                  | Crocs, Inc.                                                                                  | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $1872316.25   | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Allegro CLO VI Ltd.                                                          | Allegro CLO VI Ltd., Series 2017-2A, Class B                                                 | CUSIP: 01749BAB5<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $963470.10    | 0.01%             | 2031-01-17      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Orbcomm, Inc.                                                                | Orbcomm, Inc., 1st Lien Term Loan                                                            | CUSIP: 68558RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1176112 | PA      | $940890.00    | 0.01%             | 2028-09-01      | Variable      | 8.90%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                       | Buckhorn Park CLO Ltd., Series 2019-1A, Class B1R                                            | CUSIP: 118382AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8710925.40   | 0.06%             | 2034-07-18      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                                          | Cloud Software Group Holdings, Inc.                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18709000 | PA      | $16418814.47  | 0.12%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Goodman Group                                                                | Goodman Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    983882 | NS      | $14033685.48  | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Centurion Bidco SpA                                                          | Centurion Bidco SpA                                                                          | CUSIP: N/A<br>LEI: 815600440B4998FCA515       | Long             | DBT              | CORP              | IT        |    785000 | PA      | $778734.13    | 0.01%             | 2026-09-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Regatta XV Funding Ltd.                                                      | Regatta XV Funding Ltd., Series 2018-4A, Class C                                             | CUSIP: 75888RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940894.90    | 0.01%             | 2031-10-25      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                          | BWAY Mortgage Trust, Series 2013-1515, Class E                                               | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1711607.80   | 0.01%             | 2033-03-10      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1298765.00   | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| eResearchTechnology, Inc.                                                    | eResearchTechnology, Inc., 1st Lien Term Loan                                                | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |   1995525 | PA      | $1865097.34   | 0.01%             | 2027-02-04      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| PetroChina Co. Ltd.                                                          | PetroChina Co. Ltd., Class H                                                                 | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |  16152200 | NS      | $8640623.32   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     52337 | NS      | $4479290.10   | 0.03%             | 2023-02-15      | Fixed         | 21.28%                | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                       | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    308000 | PA      | $316635.50    | 0.00%             | 2027-08-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                                                     | Ryan Specialty Group LLC                                                                     | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $976053.75    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                         | Heimstaden Bostad AB                                                                         | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |   1725000 | PA      | $1097351.54   | 0.01%             | 2027-02-01      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    302000 | PA      | $294130.72    | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1285683.54   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                   | Amneal Pharmaceuticals LLC, Term Loan                                                        | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1389201 | PA      | $1306432.56   | 0.01%             | 2025-05-04      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4629.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Champion Path Holdings Ltd.                                                  | Champion Path Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300QWJFPV5413KI88       | Long             | DBT              | CORP              | VG        |   4311000 | PA      | $3736559.25   | 0.03%             | 2028-01-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Shanghai Commercial & Savings Bank Ltd. (The)                                | Shanghai Commercial & Savings Bank Ltd. (The)                                                | CUSIP: N/A<br>LEI: 549300TLB5ALPCGBHN23       | Long             | EC               | CORP              | TW        |    319845 | NS      | $497084.51    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gogo Intermediate Holdings LLC                                               | Gogo Intermediate Holdings LLC, Term Loan                                                    | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1299548 | PA      | $1297455.28   | 0.01%             | 2028-04-30      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Ares XXXIV CLO Ltd.                                                          | Ares XXXIV CLO Ltd., Series 2015-2A, Class DR                                                | CUSIP: 04015GAV1<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $6341796.85   | 0.05%             | 2033-04-17      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Codere New Holdco SA                                                         | Codere New Holdco SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    156376 | PA      | $81653.00     | 0.00%             | 2027-11-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                         | Steel Dynamics, Inc.                                                                         | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    535000 | PA      | $462998.61    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $848860.55    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1616000 | PA      | $1345320.00   | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2490000 | PA      | $2441071.50   | 0.02%             | 2025-12-09      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |    151716 | NS      | $5488914.42   | 0.04%             | 2023-03-08      | Fixed         | 22.82%                | 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        |   4180000 | PA      | $4064852.70   | 0.03%             | 2039-01-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                          | Verisure Holding AB                                                                          | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    346000 | PA      | $376071.90    | 0.00%             | 2025-04-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    899000 | PA      | $875868.73    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | 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        |   1444775 | PA      | $871887.62    | 0.01%             | 2037-01-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                               | DISH DBS Corp.                                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11601000 | PA      | $9998611.88   | 0.07%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                       | Playtika Holding Corp., Term Loan B1                                                         | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1947364 | PA      | $1928338.19   | 0.01%             | 2028-03-13      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   8565000 | PA      | $7820016.30   | 0.06%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1863.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK Elevator Midco GmbH, Facility Term Loan B1                                                | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2928148 | PA      | $2872835.14   | 0.02%             | 2027-07-30      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2096708.63   | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                                                | Diamond BC BV                                                                                | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   3844000 | PA      | $3233534.36   | 0.02%             | 2029-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                             | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413151.79    | 0.00%             | 2026-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                           | First Franklin Mortgage Loan Trust, Series 2006-FF9, Class 2A4                               | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1278698.02   | 0.01%             | 2036-06-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   5619000 | PA      | $6055244.76   | 0.04%             | 2023-06-03      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1032892.78   | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                              | Trans Union LLC, Term Loan B6                                                                | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2095730 | PA      | $2090008.54   | 0.02%             | 2028-12-01      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Boyne USA, Inc.                                                              | Boyne USA, Inc.                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3444000 | PA      | $3120553.92   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Brand Industrial Services, Inc.                                              | Brand Industrial Services, Inc., Term Loan                                                   | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   2554483 | PA      | $2379782.07   | 0.02%             | 2024-06-21      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| Halsey Point CLO I Ltd.                                                      | Halsey Point CLO I Ltd., Series 2019-1A, Class A1A1                                          | CUSIP: 406375AA3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9945432.00   | 0.07%             | 2033-01-20      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                  | Goldman Sachs International                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     78400 | NS      | $4274613.85   | 0.03%             | 2023-03-02      | Fixed         | 14.42%                | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                                 | Intuit, Inc.                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     48733 | NS      | $20597977.11  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                           | Altria Group, Inc.                                                                           | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1079302.76   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co.                                                        | Matador Resources Co.                                                                        | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1563959.78   | 0.01%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                       | China Evergrande Group                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |    930000 | PA      | $95208.75     | 0.00%             | 2024-04-11      | Fixed         | 10.50%                | 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        |     33972 | PA      | $26414.26     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                        | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                              | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2961159.30   | 0.02%             | 2031-05-16      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| ALD SA                                                                       | ALD SA                                                                                       | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |     78722 | NS      | $989673.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351254.06    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Regatta Funding LP                                                           | Regatta Funding LP, Series 2013-2A, Class CR2                                                | CUSIP: 75885WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4364994.60   | 0.03%             | 2029-01-15      | Floating      | 8.49%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     15815 | NS      | $2407465.48   | 0.02%             | 2023-02-23      | Fixed         | 15.10%                | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265579.72    | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                         | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2264681.94   | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | 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        |   1449101 | PA      | $1306804.94   | 0.01%             | 2036-01-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| HSBC USA, Inc.                                                               | HSBC USA, Inc.                                                                               | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197586.77    | 0.00%             | 2024-05-24      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Southern Copper Corp.                                                        | Southern Copper Corp.                                                                        | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158760.00    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CML ST Regis Aspen                                                           | CML ST Regis Aspen, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  13200000 | PA      | $12660860.52  | 0.09%             | 2028-01-01      | Variable      | 6.69%                 | No            | 3                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.45       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    411000 | PA      | $340433.63    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, 2nd Lien Term Loan B3                                                           | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1906000 | PA      | $1582933.00   | 0.01%             | 2028-01-31      | Variable      | 9.82%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV, Series DNT5                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     17104 | NS      | $1513420.93   | 0.01%             | 2023-02-09      | Fixed         | 12.94%                | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                  | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1873000 | PA      | $1574406.60   | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   2075000 | PA      | $1847139.06   | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Advanced Info Service PCL                                                    | Advanced Info Service PCL                                                                    | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    207900 | NS      | $1230976.24   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    789000 | PA      | $775640.44    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Cyrela Brazil Realty SA Empreendimentos e Participacoes                      | Cyrela Brazil Realty SA Empreendimentos e Participacoes                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   2003203 | NS      | $5998204.52   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                                            | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148991.39    | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                                      | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2020000 | PA      | $2045619.20   | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                                            | Taylor Morrison Communities, Inc.                                                            | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55784.50     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wuliangye Yibin Co. Ltd.                                                     | Wuliangye Yibin Co. Ltd., Class A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    245300 | NS      | $7635070.90   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2454461.84   | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1473685.16   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series GMUJ                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     61600 | NS      | $5069061.51   | 0.04%             | 2023-03-06      | Fixed         | 11.68%                | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $343786.96    | 0.00%             | 2027-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Powerlong Real Estate Holdings Ltd.                                          | Powerlong Real Estate Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |    762000 | PA      | $231838.50    | 0.00%             | 2024-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    615000 | PA      | $542886.08    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                                            | Hertz Corp. (The)                                                                            | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    839000 | PA      | $685882.50    | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| China Tower Corp. Ltd.                                                       | China Tower Corp. Ltd., Class H                                                              | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |   6188000 | NS      | $703086.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                          | Hon Hai Precision Industry Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |    760000 | NS      | $2534398.13   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $485501.86    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-AR5, Class 1A  | CUSIP: 93935AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3231159 | PA      | $2145153.23   | 0.02%             | 2046-06-25      | Floating      | 3.41%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                           | Atmos Energy Corp.                                                                           | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87560.18     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | 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      | $195687.00    | 0.00%             | 2018-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                 | Mizuho Financial Group, Inc.                                                                 | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $883008.71    | 0.01%             | 2024-07-10      | Variable      | 1.24%                 | No            | 2                  | On Loan: No      |
| RCS & RDS SA                                                                 | RCS & RDS SA                                                                                 | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |    900000 | PA      | $911045.29    | 0.01%             | 2025-02-05      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                  | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    995000 | PA      | $687214.31    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                                | ABJA Investment Co. Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |   3359000 | PA      | $3333807.50   | 0.02%             | 2024-07-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Messer Industries GmbH                                                       | Messer Industries GmbH, Term Loan B1                                                         | CUSIP: D6000EAB8<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |   1775278 | PA      | $1769916.90   | 0.01%             | 2026-03-02      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Hapvida Participacoes e Investimentos SA                                     | Hapvida Participacoes e Investimentos SA                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   5978948 | NS      | $6112865.69   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial, Inc.                                            | Fidelity National Financial, Inc.                                                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    200355 | NS      | $8821630.65   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzano Austria GmbH                                                          | Suzano Austria GmbH                                                                          | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    390000 | PA      | $332962.50    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Phoenix Newco, Inc.                                                          | Phoenix Newco, Inc., 1st Lien Term Loan                                                      | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   3271467 | PA      | $3242089.62   | 0.02%             | 2028-11-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2021-3A, Class A                                        | CUSIP: 05683NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6634247.63   | 0.05%             | 2034-07-24      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| SAN Miguel Industrias Pet SA                                                 | SAN Miguel Industrias Pet SA                                                                 | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   3552000 | PA      | $3019200.00   | 0.02%             | 2028-08-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    640000 | PA      | $463989.27    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                    | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   4075000 | PA      | $3269718.88   | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                  | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87800.30     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Danone SA                                                                    | Danone SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     72744 | NS      | $3989229.12   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sherwood Financing plc                                                       | Sherwood Financing plc                                                                       | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    473000 | PA      | $466510.44    | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sanofi                                                                       | Sanofi                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    398846 | NS      | $39056785.03  | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                    | Telecom Italia Capital SA                                                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    142000 | PA      | $120634.68    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1228268.07   | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     40827 | NS      | $12147257.31  | 0.09%             |  |  |  | No            | 1                  | 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      | $1679292.30   | 0.01%             | 2031-07-16      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                                    | Regatta XVII Funding Ltd., Series 2020-1A, Class C                                           | CUSIP: 75888BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488109.40    | 0.00%             | 2033-10-15      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corp.                                                      | Columbus McKinnon Corp., Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    370117 | PA      | $368884.92    | 0.00%             | 2028-05-14      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                                                   | Elanco Animal Health, Inc.                                                                   | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1450633.20   | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                                                    | Mid-America Apartments LP                                                                    | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $185860.04    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | 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        |    582064 | PA      | $562557.21    | 0.00%             | 2035-11-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                         | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15530000 | PA      | $14085165.83  | 0.10%             | 2027-08-15      | 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        |     47712 | NS      | $10794737.26  | 0.08%             | 2023-03-08      | Fixed         | 13.94%                | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $887535.00    | 0.01%             | 2026-03-09      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series Y                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13350.00     | 0.00%             | 2026-11-15      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc., Term Loan                                                         | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   4508808 | PA      | $3773331.21   | 0.03%             | 2027-03-09      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Seera Group Holding                                                          | Seera Group Holding                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    122949 | NS      | $608115.73    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Global Prime Capital Pte. Ltd.                                               | Global Prime Capital Pte. Ltd.                                                               | CUSIP: N/A<br>LEI: 254900BOZNNFPDZAEZ24       | Long             | DBT              | CORP              | SG        |   2656000 | PA      | $2567688.00   | 0.02%             | 2025-01-23      | Fixed         | 5.95%                 | 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      | $943923.60    | 0.01%             | 2031-04-30      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Operadora de Servicios Mega SA de CV Sofom ER                                | Operadora de Servicios Mega SA de CV Sofom ER                                                | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    258000 | PA      | $133932.19    | 0.00%             | 2025-02-11      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $5576383.33   | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   8994000 | PA      | $9043808.77   | 0.07%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| New China Life Insurance Co. Ltd.                                            | New China Life Insurance Co. Ltd., Class H                                                   | CUSIP: N/A<br>LEI: 300300F2001111000095       | Long             | EC               | CORP              | CN        |    208400 | NS      | $558920.61    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91386.88     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Voyage Digital Ltd.                                                          | Voyage Digital Ltd., 1st Lien Term Loan                                                      | CUSIP: Q9489XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | NZ        |   1525335 | PA      | $1521521.66   | 0.01%             | 2029-05-11      | Variable      | 8.78%                 | No            | 3                  | On Loan: No      |
| Bank Tabungan Negara Persero Tbk. PT                                         | Bank Tabungan Negara Persero Tbk. PT                                                         | CUSIP: N/A<br>LEI: 2549009BLYOGL9ZLAW17       | Long             | DBT              | NUSS              | ID        |   1433000 | PA      | $1332847.63   | 0.01%             | 2025-01-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                               | Cloudera, Inc., 1st Lien Term Loan                                                           | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    667963 | PA      | $640329.49    | 0.00%             | 2028-10-08      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872566.43    | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lorca Telecom Bondco SA                                                      | Lorca Telecom Bondco SA                                                                      | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |    586000 | PA      | $583661.79    | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corp.                                             | China Petroleum & Chemical Corp.                                                             | CUSIP: 16941R108<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |      1451 | NS      | $78349.60     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Advisor Group Holdings, Inc.                                                 | Advisor Group Holdings, Inc., Term Loan B1                                                   | CUSIP: 00775KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1442967 | PA      | $1431004.77   | 0.01%             | 2026-07-31      | Variable      | 9.07%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180029.16    | 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        |   1502000 | PA      | $1344665.50   | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                    | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    673000 | PA      | $683180.01    | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                               | Ohio Power Co., Series R                                                                     | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38720.02     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                             | TICP CLO IX Ltd., Series 2017-9A, Class D                                                    | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953993.20    | 0.01%             | 2031-01-20      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                                | Modernland Overseas Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |   1449796 | PA      | $289959.20    | 0.00%             | 2027-04-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                | EDP - Energias de Portugal SA                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |   1000000 | PA      | $948538.38    | 0.01%             | 2081-08-02      | Variable      | 1.88%                 | No            | 2                  | 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      | $3408424.25   | 0.03%             | 2035-01-30      | Floating      | 6.60%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108280.20    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179819.12    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                                                    | Northern States Power Co.                                                                    | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $246496.06    | 0.00%             | 2051-06-01      | 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        |     49100 | NS      | $1883734.76   | 0.01%             | 2023-02-09      | Fixed         | 22.52%                | No            | 2                  | On Loan: No      |
| TK Elevator US Newco, Inc.                                                   | TK Elevator US Newco, Inc.                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $9764763.50   | 0.07%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                                          | Lithia Motors, Inc.                                                                          | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    999000 | PA      | $848830.32    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $3597325.00   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2019-1A, Class DR                                            | CUSIP: 77342MAW6<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1379688.60   | 0.01%             | 2034-04-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp., Series N                                                              | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $918832.19    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364492.36    | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                                       | Koninklijke Philips NV                                                                       | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |    302790 | NS      | $5227805.41   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                    | Liberty Costa Rica Senior Secured Finance                                                    | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    882000 | PA      | $859068.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    103800 | NS      | $4211755.77   | 0.03%             | 2023-02-06      | Fixed         | 12.10%                | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                       | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1885664.00   | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                             | Clarivate Science Holdings Corp.                                                             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6692268.00   | 0.05%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                     | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    780000 | PA      | $631155.51    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                                  | Cigna Corp.                                                                                  | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395472.82    | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2018-2A, Class A2                                             | CUSIP: 69688MAE5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981180.40    | 0.01%             | 2031-07-16      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                           | Berry Global, Inc.                                                                           | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2074618.95   | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                                 | British American Tobacco plc                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     81858 | NS      | $3137930.09   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                                               | Earthstone Energy Holdings LLC                                                               | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $2779725.00   | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358733.16    | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2021-1A, Class C                                                       | CUSIP: 73742FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3277042.65   | 0.02%             | 2034-10-15      | Floating      | 6.99%                 | 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        |   3200000 | PA      | $2496957.12   | 0.02%             | 2036-10-10      | Variable      | 3.18%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                               | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1426842.95   | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust                                                | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F                                     | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19307000 | PA      | $18103434.44  | 0.13%             | 2039-03-15      | Floating      | 9.76%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    500000 | PA      | $451167.25    | 0.00%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Spirit Realty Capital, Inc.                                                  | Spirit Realty Capital, Inc.                                                                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    319499 | NS      | $14019616.12  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Banner Health                                                                | Banner Health                                                                                | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71571.42     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                      | DuPont de Nemours, Inc.                                                                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154523.68    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen, Inc.                                                               | Jeld-Wen, Inc., Term Loan                                                                    | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |   1313109 | PA      | $1257853.09   | 0.01%             | 2028-07-28      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  10069000 | PA      | $9439083.36   | 0.07%             | 2027-02-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC, Term Loan                                                        | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1406000 | PA      | $1409697.78   | 0.01%             | 2029-11-09      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1150530.08   | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                   | Bio-Rad Laboratories, Inc.                                                                   | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94540.95     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | 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        |   1919000 | PA      | $1880224.57   | 0.01%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TCW CLO Ltd.                                                                 | TCW CLO Ltd., Series 2021-2A, Class D                                                        | CUSIP: 87190MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4513509.50   | 0.03%             | 2034-07-25      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2013-4A, Class DRR                                                 | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $922775.70    | 0.01%             | 2031-04-27      | Floating      | 7.61%                 | 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      | $3331791.75   | 0.02%             | 2035-04-20      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                            | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $583636.08    | 0.00%             | 2024-05-22      | Variable      | 2.36%                 | No            | 2                  | On Loan: No      |
| Mobile Telecommunications Co. KSCP                                           | Mobile Telecommunications Co. KSCP                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |    278483 | NS      | $506577.89    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                              | CCC Intelligent Solutions, Inc., Term Loan                                                   | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2252404 | PA      | $2244520.51   | 0.02%             | 2028-09-21      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                              | Puma International Financing SA                                                              | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |   1911000 | PA      | $1753151.40   | 0.01%             | 2026-01-24      | Fixed         | 5.00%                 | 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        |  11000000 | PA      | $9565600.00   | 0.07%             | 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        |   1700000 | PA      | $1677546.91   | 0.01%             | 2031-10-24      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1425199.77   | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2019-17A, Class DR                                                      | CUSIP: 67113LAU0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1395765.00   | 0.01%             | 2032-07-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                                       | Hub International Ltd., Term Loan                                                            | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1598645 | PA      | $1595863.72   | 0.01%             | 2025-04-25      | Variable      | 7.82%                 | 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        |    196498 | PA      | $98003.91     | 0.00%             | 2047-04-25      | Variable      | 3.49%                 | 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      | $2756440.80   | 0.02%             | 2034-04-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies, Inc.                                                  | Minerals Technologies, Inc.                                                                  | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1182448.50   | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                                            | Polaris Newco LLC, 1st Lien Term Loan                                                        | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3409537 | PA      | $3235855.34   | 0.02%             | 2028-06-02      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $4200499.20   | 0.03%             | 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        |   1193000 | PA      | $966330.00    | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2107280.00   | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| Outfront Media, Inc.                                                         | Outfront Media, Inc.                                                                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    513920 | NS      | $10227008.00  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                                                         | NextEra Energy, Inc.                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    346142 | NS      | $25832577.46  | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp.                                                          | Regal Rexnord Corp.                                                                          | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1702837.21   | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1975000 | PA      | $2026854.49   | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| China CITIC Bank Corp. Ltd.                                                  | China CITIC Bank Corp. Ltd., Class H                                                         | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   1829000 | NS      | $882401.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1054673.43   | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO III Ltd.                                                        | Greywolf CLO III Ltd., Series 2020-3RA, Class BR                                             | CUSIP: 39809CAS3<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2865000.90   | 0.02%             | 2033-04-15      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                         | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2136000 | PA      | $2068983.00   | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Ahead DB Holdings LLC                                                        | Ahead DB Holdings LLC                                                                        | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    994000 | PA      | $839930.00    | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                                    | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1042265.00   | 0.01%             | 2028-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                 | Fidelity National Information Services, Inc.                                                 | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    195000 | PA      | $145840.55    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    385000 | PA      | $343557.56    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Komatsu Ltd.                                                                 | Komatsu Ltd.                                                                                 | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |    395200 | NS      | $9711826.67   | 0.07%             |  |  |  | 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        |   1868000 | PA      | $1420259.08   | 0.01%             | 2026-11-01      | Variable      | 9.25%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     10743 | NS      | $8514835.98   | 0.06%             | 2023-02-03      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                            | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73295.61     | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sophia LP                                                                    | Sophia LP, 1st Lien Term Loan B                                                              | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   2596068 | PA      | $2556867.78   | 0.02%             | 2027-10-07      | Variable      | 8.23%                 | 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        |   1799896 | PA      | $859286.25    | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                           | Regency Centers LP                                                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $931989.46    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Klabin Austria GmbH                                                          | Klabin Austria GmbH                                                                          | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   2905000 | PA      | $2367575.00   | 0.02%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Sartorius Stedim Biotech                                                     | Sartorius Stedim Biotech                                                                     | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |      2677 | NS      | $933813.48    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370047.61    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Sartorius AG                                                                 | Sartorius AG (Preference)                                                                    | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |      2439 | NS      | $1093677.15   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |   2468000 | PA      | $2030398.65   | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | 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      | $2001215.00   | 0.01%             | 2035-10-15      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    121484 | NS      | $5868580.60   | 0.04%             | 2023-02-23      | Fixed         | 19.64%                | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1434870.00   | 0.01%             | 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      | $6230.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                  | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1079836.90   | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                                      | Sika AG (Registered)                                                                         | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |     13785 | NS      | $3916964.75   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Williams Scotsman International, Inc.                                        | Williams Scotsman International, Inc.                                                        | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1553606.32   | 0.01%             | 2025-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198204.50    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4618000 | PA      | $4121565.00   | 0.03%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Joincare Pharmaceutical Group Industry Co. Ltd.                              | Joincare Pharmaceutical Group Industry Co. Ltd., Class A                                     | CUSIP: N/A<br>LEI: 3003006PUWUKPH72TS46       | Long             | EC               | CORP              | CN        |    605035 | NS      | $1055843.98   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series GMUG                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     78100 | NS      | $2981784.13   | 0.02%             | 2023-03-06      | Fixed         | 18.67%                | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                        | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1876090.52   | 0.01%             | 2025-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 5 Ltd.                                     | GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class DR                           | CUSIP: 38138DAU0<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984882.90    | 0.01%             | 2032-10-20      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Sun Communities, Inc.                                                        | Sun Communities, Inc.                                                                        | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    102272 | NS      | $16042385.92  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ILFC E-Capital Trust II                                                      | ILFC E-Capital Trust II                                                                      | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  11944000 | PA      | $7931927.03   | 0.06%             | 2065-12-21      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Tempur Sealy International, Inc.                                             | Tempur Sealy International, Inc.                                                             | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    932000 | PA      | $767884.12    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                                   | Allianz SE                                                                                   | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |  10600000 | PA      | $8534060.00   | 0.06%             | 2027-10-30      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6245000 | PA      | $5218815.04   | 0.04%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fox Corp.                                                                    | Fox Corp., Class A                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     69550 | NS      | $2360527.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cemex SAB de CV                                                              | Cemex SAB de CV                                                                              | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1682000 | PA      | $1543235.00   | 0.01%             | 2026-06-08      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1128029.45   | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     29923 | NS      | $2991967.23   | 0.02%             | 2023-02-03      | Fixed         | 22.40%                | No            | 2                  | On Loan: No      |
| Neptune Energy Bondco plc                                                    | Neptune Energy Bondco plc                                                                    | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |   1768000 | PA      | $1745900.00   | 0.01%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                             | SS&C Technologies Holdings, Inc., Term Loan B4                                               | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    845774 | PA      | $843659.23    | 0.01%             | 2025-04-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                    | TWDC Enterprises 18 Corp.                                                                    | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77663.74     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp., Series L                                                              | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $402088.89    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Energizer Gamma Acquisition BV                                               | Energizer Gamma Acquisition BV                                                               | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |    588000 | PA      | $519475.45    | 0.00%             | 2029-06-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                          | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |    471000 | PA      | $412775.95    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DISH Network Corp.                                                           | DISH Network Corp.                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4871000 | PA      | $5061943.20   | 0.04%             | 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      | $2122317.90   | 0.02%             | 2030-07-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury 2 Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $-9077.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AIG CLO Ltd.                                                                 | AIG CLO Ltd., Series 2019-2A, Class AR                                                       | CUSIP: 00142MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7228825.00   | 0.05%             | 2033-10-25      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                             | Yango Justice International Ltd.                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |   2675000 | PA      | $53500.00     | 0.00%             | 2024-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                           | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2098005.00   | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nykredit Realkredit A/S                                                      | Nykredit Realkredit A/S                                                                      | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   1200000 | PA      | $1216520.85   | 0.01%             | 2026-04-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    679000 | PA      | $642490.17    | 0.00%             | 2026-11-16      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                                 | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288852.38    | 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        |   1943000 | PA      | $1688852.04   | 0.01%             | 2025-05-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                | Banco BPM SpA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |   1661000 | PA      | $1549988.85   | 0.01%             | 2032-01-19      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                                                  | Ziggo Financing Partnership, Facility Term Loan I                                            | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1197000 | PA      | $1186155.18   | 0.01%             | 2028-04-30      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XIX Ltd.                                         | Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class A                               | CUSIP: 08182RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6945978.20   | 0.05%             | 2033-01-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| OI European Group BV                                                         | OI European Group BV                                                                         | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211178.89    | 0.00%             | 2024-11-15      | Fixed         | 3.12%                 | 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      | $451908.71    | 0.00%             | 2035-12-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $438247.74    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                                         | Merrill Lynch International & Co. CV                                                         | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     21108 | NS      | $7993526.03   | 0.06%             | 2023-02-01      | Fixed         | 12.71%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                 | CUSIP: 279158AL3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   4791000 | PA      | $4614571.43   | 0.03%             | 2026-06-26      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Banijay Group SAS                                                            | Banijay Group SAS                                                                            | CUSIP: N/A<br>LEI: 969500TVFVKI682L1144       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $944483.31    | 0.01%             | 2026-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246094.49    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | 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        |   2547895 | PA      | $2358530.27   | 0.02%             | 2035-08-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance BV                                                           | Naturgy Finance BV                                                                           | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $860022.84    | 0.01%             | 2026-11-23      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3043000 | PA      | $2529113.38   | 0.02%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                                     | Kweichow Moutai Co. Ltd., Class A                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     27600 | NS      | $7569224.05   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   4179866 | NS      | $4822789.02   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012031.81   | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BGI Genomics Co. Ltd.                                                        | BGI Genomics Co. Ltd., Class A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    226100 | NS      | $1826237.05   | 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      | $1196.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                    | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    872000 | PA      | $807812.08    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | 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      | $62116.20     | 0.00%             | 2037-04-10      | Variable      | 0.03%                 | No            | 2                  | On Loan: No      |
| Providus CLO III DAC                                                         | Providus CLO III DAC, Series 3X, Class ER                                                    | CUSIP: N/A<br>LEI: 635400X4XZILCMFKAB72       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $284411.52    | 0.00%             | 2034-07-18      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $878151.39    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                             | S&P Global, Inc.                                                                             | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358785.62    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Foxconn Technology Co. Ltd.                                                  | Foxconn Technology Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |     94000 | NS      | $170483.16    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $792155.54    | 0.01%             | 2024-11-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21850.46     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| CCM Merger, Inc.                                                             | CCM Merger, Inc.                                                                             | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1233562.50   | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                          | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $1814451.00   | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                    | OHA Credit Funding 2 Ltd., Series 2019-2A, Class CR                                          | CUSIP: 67707EBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1432202.85   | 0.01%             | 2034-04-21      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co.                                                      | Commonwealth Edison Co.                                                                      | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217892.21    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CA Magnum Holdings                                                           | CA Magnum Holdings                                                                           | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   5124000 | PA      | $4714080.00   | 0.03%             | 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        |   1725000 | PA      | $1683931.15   | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                             | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    912000 | PA      | $803408.16    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 3 Ltd.                                     | GoldenTree Loan Management US CLO 3 Ltd., Series 2018-3A, Class AJ                           | CUSIP: 38138BAE0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1973744.20   | 0.01%             | 2030-04-20      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                                        | Entegris Escrow Corp.                                                                        | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12050000 | PA      | $11293724.77  | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CommScope Technologies LLC                                                   | CommScope Technologies LLC                                                                   | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   3926000 | PA      | $3718039.78   | 0.03%             | 2025-06-15      | Fixed         | 6.00%                 | 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        |    287007 | PA      | $253543.80    | 0.00%             | 2036-10-25      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                                         | Scientific Games International, Inc.                                                         | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2019162.50   | 0.01%             | 2025-07-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| EOG Resources, Inc.                                                          | EOG Resources, Inc.                                                                          | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175727.59    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                        | Cheniere Energy, Inc.                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     67549 | NS      | $10320811.71  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp.                                                       | General Dynamics Corp.                                                                       | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290696.43    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    154138 | NS      | $22227849.03  | 0.16%             | 2023-02-15      | Fixed         | 13.10%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $999308.63    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | 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        |     89712 | NS      | $22187987.56  | 0.16%             | 2023-03-09      | Fixed         | 16.47%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp., Series N                                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    374000 | PA      | $337749.32    | 0.00%             | 2027-03-11      | Variable      | 1.66%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                | MetLife, Inc., Series G                                                                      | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  26150000 | PA      | $24887248.66  | 0.18%             | 2025-09-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Atmos Energy Corp.                                                           | Atmos Energy Corp.                                                                           | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    305000 | PA      | $213513.07    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | 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        |   3279609 | PA      | $2781595.13   | 0.02%             | 2047-05-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5645000 | PA      | $4877167.10   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                           | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $181263.69    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                               | Coherent Corp., Term Loan B                                                                  | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1273536 | PA      | $1267562.83   | 0.01%             | 2029-07-02      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| eircom Finance DAC                                                           | eircom Finance DAC                                                                           | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |    263000 | PA      | $277700.24    | 0.00%             | 2024-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ross Stores, Inc.                                                            | Ross Stores, Inc.                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     23766 | NS      | $2808903.54   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1570612.16   | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | 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        |   1329634 | PA      | $1282617.92   | 0.01%             | 2028-11-01      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                      | Republic Services, Inc.                                                                      | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199690.05    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    615000 | PA      | $578892.05    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                         | Meta Platforms, Inc.                                                                         | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1185234.76   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp.                                                          | Regal Rexnord Corp.                                                                          | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2496667.81   | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                              | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1650000 | PA      | $1675275.29   | 0.01%             | 2026-01-09      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                                    | NCR Corp.                                                                                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1449434.26   | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                              | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3077880.25   | 0.02%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                  | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3010901.75   | 0.02%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   8148000 | PA      | $6767706.80   | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                        | TCI-Flatiron CLO Ltd., Series 2018-1A, Class CR                                              | CUSIP: 87232AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3771660.40   | 0.03%             | 2032-01-29      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                            | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $129184.76    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp.                                                   | Carpenter Technology Corp.                                                                   | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1568339.20   | 0.01%             | 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        |   2650000 | PA      | $3010412.46   | 0.02%             | 2027-06-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Rad CLO 5 Ltd.                                                               | Rad CLO 5 Ltd., Series 2019-5A, Class DR                                                     | CUSIP: 74923EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3309974.85   | 0.02%             | 2032-07-24      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                          | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1309680.00   | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   7706000 | PA      | $6684955.00   | 0.05%             | 2081-06-04      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Brookfield Property REIT, Inc.                                               | Brookfield Property REIT, Inc.                                                               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1629438.08   | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Triumph Group, Inc.                                                          | Triumph Group, Inc.                                                                          | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $8094625.00   | 0.06%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10134000 | PA      | $7876674.50   | 0.06%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                         | Boston Properties LP                                                                         | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    660000 | PA      | $557115.34    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                          | Blackstone Holdings Finance Co. LLC                                                          | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $3775875.00   | 0.03%             | 2027-11-03      | Fixed         | 5.90%                 | 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        |   1709761 | PA      | $971947.22    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | 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      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   3252000 | PA      | $3898974.42   | 0.03%             | 2025-06-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                                          | EssilorLuxottica SA                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     60225 | NS      | $11050042.99  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd.                                                    | Regatta VIII Funding Ltd., Series 2017-1A, Class A                                           | CUSIP: 75888KAA2<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   3290170 | PA      | $3273232.87   | 0.02%             | 2030-10-17      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                                    | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $245549.41    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC                                                                      | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1964425.82   | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pearl Holding III Ltd.                                                       | Pearl Holding III Ltd.                                                                       | CUSIP: N/A<br>LEI: 5493006KBFRFAYN8S550       | Long             | DBT              | CORP              | KY        |    456000 | PA      | $158286.24    | 0.00%             | 2025-10-22      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Volkswagen Group of America Finance LLC                                      | Volkswagen Group of America Finance LLC                                                      | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    505000 | PA      | $456492.15    | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Venga Finance SARL                                                           | Venga Finance SARL, Term Loan                                                                | CUSIP: L9635LAB0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1026041 | PA      | $968325.83    | 0.01%             | 2029-06-28      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327848.79    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1123125.00   | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                                     | Ziggo BV                                                                                     | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |   2525000 | PA      | $2199376.00   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bilbao CLO II DAC                                                            | Bilbao CLO II DAC, Series 2X, Class DR                                                       | CUSIP: N/A<br>LEI: 6354005WQLZBA5LJUW27       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $648931.11    | 0.00%             | 2035-08-20      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co.                              | Dr Sulaiman Al Habib Medical Services Group Co.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      6534 | NS      | $408394.25    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                                 | Ecolab, Inc.                                                                                 | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    855000 | PA      | $579012.25    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                        | International Business Machines Corp.                                                        | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88443.22     | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                                          | Rocket Mortgage LLC                                                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5361000 | PA      | $4779679.97   | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                                         | EyeCare Partners LLC, 1st Lien Term Loan                                                     | CUSIP: 30233PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1336509 | PA      | $1111815.22   | 0.01%             | 2027-02-18      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5785978.88   | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                  | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    716000 | PA      | $685644.56    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5653000 | PA      | $6162399.29   | 0.05%             | 2028-11-03      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-679.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    184000 | PA      | $153666.84    | 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      | $1267629.51   | 0.01%             | 2021-09-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                               | Autodesk, Inc.                                                                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1312047.75   | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                              | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  14225000 | PA      | $14029406.25  | 0.10%             | 2026-03-26      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| AVI Ltd.                                                                     | AVI Ltd.                                                                                     | CUSIP: N/A<br>LEI: 378900C2D68805FAAF75       | Long             | EC               | CORP              | ZA        |     60793 | NS      | $259484.43    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    311795 | PA      | $11123.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                          | Cushman & Wakefield US Borrower LLC, Term Loan                                               | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3566662 | PA      | $3548829.09   | 0.03%             | 2025-08-21      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust, Inc.                                                   | Digital Realty Trust, Inc.                                                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     90319 | NS      | $10352363.78  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Lufthansa AG                                                        | Deutsche Lufthansa AG                                                                        | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1135115.06   | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Galaxy XXIV CLO Ltd.                                                         | Galaxy XXIV CLO Ltd., Series 2017-24A, Class C                                               | CUSIP: 36321BAC5<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471513.95    | 0.00%             | 2031-01-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    559000 | PA      | $471873.90    | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Edison International                                                         | Edison International                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     51253 | NS      | $3531331.70   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1020147.85   | 0.01%             | 2025-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                              | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581196.73    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc.                                                                    | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |  13325000 | PA      | $9160937.50   | 0.07%             | 2028-03-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                                        | Delta Air Lines, Inc.                                                                        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2128592 | PA      | $2073910.81   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL                                                             | Bangkok Bank PCL                                                                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |   4334000 | PA      | $3813920.00   | 0.03%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4848000 | PA      | $3636000.00   | 0.03%             | 2027-02-11      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     96783 | NS      | $8037635.46   | 0.06%             | 2023-03-13      | Fixed         | 10.02%                | No            | 2                  | On Loan: No      |
| Kunlun Energy Co. Ltd.                                                       | Kunlun Energy Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |   8450000 | NS      | $6664135.24   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                                               | Codere Finance 2 Luxembourg SA                                                               | CUSIP: 19200EAA5<br>LEI: 2221005CUH65GSJUKB29 | Long             | DBT              | CORP              | LU        |    134526 | PA      | $73338.17     | 0.00%             | 2027-11-30      | Variable      | 13.62%                | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585581.09    | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2651953.10   | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals, Inc.                                             | Air Products and Chemicals, Inc.                                                             | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3710.15      | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | 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        |   1300000 | PA      | $1233099.89   | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                     | Virgin Media Bristol LLC, Facility Term Loan N                                               | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    462292 | PA      | $459462.77    | 0.00%             | 2028-01-31      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                       | HUB International Ltd.                                                                       | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   7326000 | PA      | $7252959.78   | 0.05%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GoodRx, Inc.                                                                 | GoodRx, Inc., 1st Lien Term Loan                                                             | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |    655482 | PA      | $645787.32    | 0.00%             | 2025-10-10      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2731000 | PA      | $2856380.21   | 0.02%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13976000 | PA      | $13888230.72  | 0.10%             | 2024-01-31      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Ltd.                                                       | Nabors Industries Ltd.                                                                       | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2353000 | PA      | $2242903.13   | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Edgewater Generation LLC                                                     | Edgewater Generation LLC, Term Loan                                                          | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    325000 | PA      | $309604.64    | 0.00%             | 2025-12-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                       | Petroleo Brasileiro SA                                                                       | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |    227951 | NS      | $2644231.60   | 0.02%             |  |  |  | No            | 1                  | 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      | $1500976.16   | 0.01%             | 2057-09-15      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     25296 | NS      | $4289151.69   | 0.03%             | 2023-02-16      | Fixed         | 17.42%                | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $333702.60    | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                         | Otis Worldwide Corp.                                                                         | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7554.60      | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                                             | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286162.24    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                                               | Shell International Finance BV                                                               | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $17912.66     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC                                                                      | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $272606.66    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Tokyo Gas Co. Ltd.                                                           | Tokyo Gas Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    203500 | NS      | $4261229.95   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1377419.05   | 0.01%             | 2027-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden Senior Loan Fund, Series 2017-47A, Class CR                                           | CUSIP: 26245EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5111543.33   | 0.04%             | 2028-04-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   6327000 | PA      | $6809421.47   | 0.05%             | 2027-01-11      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     71300 | NS      | $2347934.90   | 0.02%             | 2023-02-21      | Fixed         | 38.43%                | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6705000 | PA      | $5967450.00   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                            | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1160622.38   | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 37 Ltd.                                   | Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class CR                        | CUSIP: 64133GAV2<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |   1562500 | PA      | $1499881.09   | 0.01%             | 2031-07-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                | Cheplapharm Arzneimittel GmbH                                                                | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |    450000 | PA      | $446805.28    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                             | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1815000 | PA      | $1706100.00   | 0.01%             | 2026-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP, Term Loan B                                                         | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |   2237003 | PA      | $2232819.66   | 0.02%             | 2024-05-11      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings, Inc.                                             | AMC Entertainment Holdings, Inc., Term Loan B1                                               | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   1785714 | PA      | $1053571.18   | 0.01%             | 2026-04-22      | Variable      | 7.43%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333162.20    | 0.00%             | 2025-10-15      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Saudi Basic Industries Corp.                                                 | Saudi Basic Industries Corp.                                                                 | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |     98331 | NS      | $2440144.44   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                               | Yuzhou Group Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |   2087000 | PA      | $313050.00    | 0.00%             | 2027-01-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                                               | Cloudera, Inc., 2nd Lien Term Loan                                                           | CUSIP: 74339VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1527000 | PA      | $1339942.50   | 0.01%             | 2029-10-08      | Variable      | 10.57%                | No            | 3                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-19704.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DTE Energy Co.                                                               | DTE Energy Co.                                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     63900 | NS      | $7436043.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    173689 | NS      | $3538044.93   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Jarir Marketing Co.                                                          | Jarir Marketing Co.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     11459 | NS      | $460588.89    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                               | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1643816.40   | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $3891432.36   | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                            | Exxon Mobil Corp.                                                                            | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97225.41     | 0.00%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                                          | KKR Apple Bidco LLC, 2nd Lien Term Loan                                                      | CUSIP: 48254EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421000 | PA      | $412580.00    | 0.00%             | 2029-09-21      | Variable      | 10.32%                | No            | 3                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                        | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1675000 | PA      | $1592282.97   | 0.01%             | 2025-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                                            | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    185000 | PA      | $216907.36    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                           | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783429.23    | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert LLC                                                     | Asplundh Tree Expert LLC, Term Loan                                                          | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2265375 | PA      | $2261840.93   | 0.02%             | 2027-09-07      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1855551.68   | 0.01%             | 2025-09-25      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                                          | Generate CLO 9 Ltd., Series 9A, Class B                                                      | CUSIP: 37147LAC3<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8210962.60   | 0.06%             | 2034-10-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp.                                                        | Epicor Software Corp., Term Loan C                                                           | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1111226 | PA      | $1090179.12   | 0.01%             | 2027-07-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2019-3A, Class BR                                                | CUSIP: 14314HAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3845840.80   | 0.03%             | 2032-10-20      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                 | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    466000 | PA      | $366344.62    | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Penn National Gaming, Inc.                                                   | Penn National Gaming, Inc., Facility Term Loan B                                             | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1948427 | PA      | $1945718.61   | 0.01%             | 2029-05-03      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings, Inc.                                                     | Equitable Holdings, Inc.                                                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    150292 | NS      | $4819864.44   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| NFP Corp.                                                                    | NFP Corp.                                                                                    | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   6507000 | PA      | $5678854.11   | 0.04%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Leviathan Bond Ltd.                                                          | Leviathan Bond Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   2508324 | PA      | $2497036.54   | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC                                                                     | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1709763.92   | 0.01%             | 2024-07-05      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| NESCO Holdings II, Inc.                                                      | NESCO Holdings II, Inc.                                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1276214.31   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pug LLC                                                                      | Pug LLC, Term Loan B                                                                         | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3399815 | PA      | $2847345.36   | 0.02%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    122273 | NS      | $8397938.20   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   7610000 | PA      | $6890174.44   | 0.05%             | 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      | $4757933.50   | 0.04%             | 2030-07-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                                   | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D                         | CUSIP: 64131QAG5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3097030.63   | 0.02%             | 2030-10-18      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                         | Fomento Economico Mexicano SAB de CV                                                         | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |    453410 | NS      | $3969820.59   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1077336.00   | 0.01%             | 2025-07-09      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Far EasTone Telecommunications Co. Ltd.                                      | Far EasTone Telecommunications Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |    368000 | NS      | $818624.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1075206.99   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                          | Mattamy Group Corp.                                                                          | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1303000 | PA      | $1098937.17   | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Huarong Finance 2019 Co. Ltd.                                                | Huarong Finance 2019 Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    616000 | PA      | $613690.00    | 0.00%             | 2023-02-24      | Floating      | 5.82%                 | 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        |   1012472 | PA      | $972878.14    | 0.01%             | 2036-03-25      | Floating      | 4.43%                 | 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      | $2854811.70   | 0.02%             | 2030-10-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Cidron Aida Finco SARL                                                       | Cidron Aida Finco SARL                                                                       | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    941000 | PA      | $919530.88    | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TICP CLO XIII Ltd.                                                           | TICP CLO XIII Ltd., Series 2019-13A, Class DR                                                | CUSIP: 87250AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1895107.40   | 0.01%             | 2034-04-15      | Floating      | 7.94%                 | 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      | $6842983.00   | 0.05%             | 2035-01-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                                      | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |   1219000 | PA      | $1053562.50   | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2402000 | PA      | $2062717.50   | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    955000 | PA      | $941542.08    | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                       | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   4682000 | PA      | $4291802.12   | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1053725.45   | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                  | ONEOK, Inc.                                                                                  | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3088000 | PA      | $2697646.97   | 0.02%             | 2047-07-13      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Network i2i Ltd.                                                             | Network i2i Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | MU        |   4615000 | PA      | $4439918.44   | 0.03%             | 2025-01-15      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298500.00    | 0.00%             | 2023-12-18      | Variable      | 7.88%                 | 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      | $3315349.10   | 0.02%             | 2034-01-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                                                   | Liberty Mutual Group, Inc.                                                                   | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |   3928000 | PA      | $3960897.44   | 0.03%             | 2059-05-23      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                                    | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522274.56    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2916000 | PA      | $2913171.48   | 0.02%             | 2029-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Learfield Communications LLC                                                 | Learfield Communications LLC, 1st Lien Term Loan                                             | CUSIP: 00165HAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1638974 | PA      | $1098112.45   | 0.01%             | 2023-12-01      | Variable      | 7.82%                 | 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        |   3484000 | NS      | $61481441.43  | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| Manila Electric Co.                                                          | Manila Electric Co.                                                                          | CUSIP: N/A<br>LEI: 254900RDFLCM12O8SK69       | Long             | EC               | CORP              | PH        |     19750 | NS      | $101607.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                             | Paramount Global                                                                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   5523000 | PA      | $4818651.81   | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    141624 | NS      | $8373769.92   | 0.06%             | 2023-03-13      | Fixed         | 16.81%                | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC                                                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4105000 | PA      | $5059412.50   | 0.04%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    790000 | PA      | $767976.37    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions, Inc.                                                        | Viavi Solutions, Inc.                                                                        | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    823000 | PA      | $718067.50    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $2875019.50   | 0.02%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                              | Wynn Macau Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |   4974000 | PA      | $4650690.00   | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2393949.28   | 0.02%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                                      | Sendas Distribuidora SA                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   1655463 | NS      | $6385352.63   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                   | AerCap Ireland Capital DAC                                                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $179920.26    | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | 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      | $65487.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28089.18     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2022-CSMO, Class C                                      | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6670000 | PA      | $6640773.39   | 0.05%             | 2027-06-15      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series 20A                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $165487.79    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Bank of China Ltd.                                                           | Bank of China Ltd., Class H                                                                  | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  28791000 | NS      | $10959719.98  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| TeamSystem SpA                                                               | TeamSystem SpA                                                                               | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    392000 | PA      | $408263.96    | 0.00%             | 2028-02-15      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1364312.25   | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ICON plc                                                                     | ICON plc, Term Loan                                                                          | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    648443 | PA      | $648202.85    | 0.00%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |  24210000 | PA      | $23877112.50  | 0.18%             | 2024-06-03      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| NWD Finance BVI Ltd.                                                         | NWD Finance BVI Ltd.                                                                         | CUSIP: N/A<br>LEI: 25490076V8K09HMNCT88       | Long             | DBT              | CORP              | VG        |   6084000 | PA      | $4862637.00   | 0.04%             | 2028-03-10      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $135236.03    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79622.57     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2014162.32   | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Hyundai Glovis Co. Ltd.                                                      | Hyundai Glovis Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      7578 | NS      | $1025548.47   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kia Corp.                                                                    | Kia Corp.                                                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     22412 | NS      | $1221049.61   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Catcher Technology Co. Ltd.                                                  | Catcher Technology Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |    209000 | NS      | $1242847.64   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UPC Broadband Finco BV                                                       | UPC Broadband Finco BV                                                                       | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   3665000 | PA      | $3224357.05   | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Gulfport Energy Corp.                                                        | Gulfport Energy Corp.                                                                        | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    332500 | PA      | $329444.33    | 0.00%             | 2026-05-17      | Fixed         | 8.00%                 | 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        |   4996273 | PA      | $4186507.96   | 0.03%             | 2037-09-27      | Floating      | 5.62%                 | 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        |    855195 | NS      | $26699887.38  | 0.20%             |  |  |  | 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        |      9612 | NS      | $3364068.42   | 0.02%             | 2023-03-03      | Fixed         | 16.17%                | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp.                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4652205.94   | 0.03%             | 2028-11-15      | Fixed         | 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        |     21723 | NS      | $8071045.34   | 0.06%             | 2023-03-13      | Fixed         | 7.84%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                        | Freeport Indonesia PT                                                                        | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   3125000 | PA      | $3031593.75   | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                    | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    700000 | PA      | $714393.44    | 0.01%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| InterGlobe Aviation Ltd.                                                     | InterGlobe Aviation Ltd.                                                                     | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |    255891 | NS      | $6654741.26   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-2A, Class B                                                         | CUSIP: 00142DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $13618511.20  | 0.10%             | 2034-07-20      | Floating      | 6.56%                 | 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      | $4554963.29   | 0.03%             | 2033-02-15      | Floating      | 8.71%                 | No            | 3                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2056554.87   | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    370000 | PA      | $348580.57    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | 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      | $1273681.36   | 0.01%             | 2038-07-15      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21913.46     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                                                          | Cie de Saint-Gobain                                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |     65009 | NS      | $3733541.93   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206383.26    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2014-1A, Class CR2                                            | CUSIP: 69688XAY7<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1938360.48   | 0.01%             | 2031-01-17      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                   | Hess Corp.                                                                                   | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    955000 | PA      | $935419.43    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Daqin Railway Co. Ltd.                                                       | Daqin Railway Co. Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 30030098LARO7YWJL882       | Long             | EC               | CORP              | CN        |   2180248 | NS      | $2165220.45   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                     | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   7243000 | PA      | $6107677.86   | 0.04%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Atlas Senior Loan Fund VII Ltd.                                              | Atlas Senior Loan Fund VII Ltd., Series 2016-7A, Class A2R                                   | CUSIP: 04941TAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5345633.70   | 0.04%             | 2031-11-27      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                                         | SWF Holdings I Corp., 1st Lien Term Loan                                                     | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640162 | PA      | $545540.08    | 0.00%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                                                 | ZoomInfo LLC, 1st Lien Term Loan                                                             | CUSIP: 25471YAK8<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |    389000 | PA      | $389972.50    | 0.00%             | 2026-02-02      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                      | CD&R Smokey Buyer, Inc.                                                                      | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2545537.50   | 0.02%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                                 | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34628.94     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4429000 | PA      | $4384710.00   | 0.03%             | 2028-08-16      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                               | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3826000 | PA      | $3087275.92   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                                                   | Froneri International Ltd., Facility 1st Lien Term Loan B2                                   | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4004205 | PA      | $3961479.74   | 0.03%             | 2027-01-29      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                                       | Hub International Ltd., Term Loan B3                                                         | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4738593 | PA      | $4732243.60   | 0.03%             | 2025-04-25      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Sichuan Chuantou Energy Co. Ltd.                                             | Sichuan Chuantou Energy Co. Ltd., Class A                                                    | CUSIP: N/A<br>LEI: 300300WW1VOIP39YTJ43       | Long             | EC               | CORP              | CN        |    239400 | NS      | $444358.26    | 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        |     59600 | NS      | $2808797.63   | 0.02%             | 2023-02-23      | Fixed         | 19.30%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      2900 | NS      | $2238251.78   | 0.02%             | 2023-02-21      | Fixed         | 14.28%                | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                                         | Merrill Lynch International & Co. CV                                                         | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     12000 | NS      | $1531131.96   | 0.01%             | 2023-03-09      | Fixed         | 26.05%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1797000 | PA      | $1415227.35   | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kering SA                                                                    | Kering SA                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |     33775 | NS      | $21074143.87  | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2101084.29   | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Bausch Health Cos., Inc.                                                     | Bausch Health Cos., Inc., Term Loan B                                                        | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   1215000 | PA      | $931856.40    | 0.01%             | 2027-02-01      | Variable      | 9.83%                 | No            | 2                  | On Loan: No      |
| CQP Holdco LP                                                                | CQP Holdco LP                                                                                | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9441000 | PA      | $8597116.22   | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OWL Rock Core Income Corp.                                                   | OWL Rock Core Income Corp.                                                                   | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2456413.60   | 0.02%             | 2025-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                         | Fomento Economico Mexicano SAB de CV                                                         | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $526827.00    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    856000 | PA      | $743727.04    | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kleopatra Finco SARL                                                         | Kleopatra Finco SARL                                                                         | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |   1648000 | PA      | $1498746.56   | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                                      | America Movil SAB de CV                                                                      | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $493740.50    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                               | Ford Motor Co.                                                                               | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57413.61     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                     | HP, Inc.                                                                                     | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1936211.49   | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Auckland International Airport Ltd.                                          | Auckland International Airport Ltd.                                                          | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |   1111959 | NS      | $6119712.60   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Signal Peak CLO 10 Ltd.                                                      | Signal Peak CLO 10 Ltd., Series 2021-9A, Class B                                             | CUSIP: 82670QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9138948.70   | 0.07%             | 2034-07-21      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                               | Ford Motor Co.                                                                               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1370810.93   | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Generate CLO 6 Ltd.                                                          | Generate CLO 6 Ltd., Series 6A, Class CR                                                     | CUSIP: 37148JAG8<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $946946.90    | 0.01%             | 2035-01-22      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Penske Automotive Group, Inc.                                                | Penske Automotive Group, Inc.                                                                | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    987000 | PA      | $934738.35    | 0.01%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Entegris Escrow Corp.                                                        | Entegris Escrow Corp.                                                                        | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1142792.70   | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                                                     | Spirit AeroSystems, Inc.                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3833037.79   | 0.03%             | 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        |    586000 | NS      | $4636350.71   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                                               | Teleflex, Inc.                                                                               | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    172000 | PA      | $164210.55    | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Oxea Holding Vier GMBH                                                       | Oxea Holding Vier GMBH, Term Loan B2                                                         | CUSIP: D7000RAD3<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1880699 | PA      | $1824277.91   | 0.01%             | 2024-10-14      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                             | Kinder Morgan Energy Partners LP                                                             | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    886000 | PA      | $1002221.48   | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                      | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |   6052000 | PA      | $4424768.50   | 0.03%             | 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        |  25775000 | PA      | $23471627.44  | 0.17%             | 2034-09-15      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Playa Hotels & Resorts BV                                                    | Playa Hotels & Resorts BV, Term Loan                                                         | CUSIP: 72812NAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    486000 | PA      | $482267.52    | 0.00%             | 2029-01-05      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| China Mengniu Dairy Co. Ltd.                                                 | China Mengniu Dairy Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2549005Q343BSJ8RSS21       | Long             | EC               | CORP              | KY        |   1712000 | NS      | $8258469.59   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                             | S&P Global, Inc.                                                                             | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70227.06     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                          | General Mills, Inc.                                                                          | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     46000 | PA      | $34636.29     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Project Investor Holdings LLC                                                | Project Investor Holdings LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BZ        |     24388 | NS      | $0.24         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                  | Park Avenue Institutional Advisers CLO Ltd., Series 2019-1A, Class C                         | CUSIP: 70017WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2286885.00   | 0.02%             | 2032-05-15      | Floating      | 8.46%                 | No            | 2                  | On Loan: No      |
| Monitchem HoldCo 2 SA                                                        | Monitchem HoldCo 2 SA                                                                        | CUSIP: N/A<br>LEI: 222100IQ8LHD0M05LB11       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206014.93    | 0.00%             | 2026-09-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                             | Salesforce, Inc.                                                                             | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    355000 | PA      | $253580.23    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Elior Group SA                                                               | Elior Group SA                                                                               | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |    405000 | PA      | $366916.06    | 0.00%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1144950.83   | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                  | Targa Resources Partners LP                                                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4322000 | PA      | $3773995.90   | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Central China Real Estate Ltd.                                               | Central China Real Estate Ltd.                                                               | CUSIP: N/A<br>LEI: 549300JDML9PYG0CIJ22       | Long             | DBT              | CORP              | KY        |    498000 | PA      | $156870.00    | 0.00%             | 2024-08-13      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Dryden XXVIII Senior Loan Fund                                               | Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR                                  | CUSIP: 26251BAS5<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1439476.05   | 0.01%             | 2030-08-15      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Motion Bondco DAC                                                            | Motion Bondco DAC                                                                            | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    784000 | PA      | $709504.92    | 0.01%             | 2027-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2020-SFR4, Class G2                                                       | CUSIP: 66981FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3440889 | PA      | $3128077.44   | 0.02%             | 2037-11-17      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XIX Ltd.                                         | Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class B                               | CUSIP: 08182RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4172948.35   | 0.03%             | 2033-01-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust, Series 2015-GC32, Class C                                      | CUSIP: 36250PAL9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $977059.22    | 0.01%             | 2048-07-10      | Variable      | 4.41%                 | 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        |    783393 | PA      | $701616.60    | 0.01%             | 2035-04-25      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1830948.68   | 0.01%             | 2025-03-06      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Bangkok Dusit Medical Services PCL                                           | Bangkok Dusit Medical Services PCL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   2730800 | NS      | $2469071.51   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunac China Holdings Ltd.                                                    | Sunac China Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |    828000 | PA      | $235980.00    | 0.00%             | 2024-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Zhenro Properties Group Ltd.                                                 | Zhenro Properties Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300I66TVJEL841P38       | Long             | DBT              | CORP              | KY        |   1041000 | PA      | $78595.50     | 0.00%             | 2023-03-06      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Snap One Holdings Corp.                                                      | Snap One Holdings Corp., Term Loan                                                           | CUSIP: 83304CAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    696186 | PA      | $661376.52    | 0.00%             | 2028-12-08      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1687676.90   | 0.01%             | 2024-03-18      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                          | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |   1303000 | PA      | $1322400.78   | 0.01%             | 2025-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                             | TICP CLO IX Ltd., Series 2017-9A, Class B                                                    | CUSIP: 87249AAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986805.60    | 0.01%             | 2031-01-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2049000 | PA      | $1897886.25   | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                          | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    993000 | PA      | $887913.66    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                            | AIMCO CLO 10 Ltd., Series 2019-10A, Class CR                                                 | CUSIP: 00901AAN7<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7166769.00   | 0.05%             | 2032-07-22      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    630000 | PA      | $571449.38    | 0.00%             | 2027-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                      | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3473532.16   | 0.03%             | 2024-01-08      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                    | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    135489 | PA      | $143363.92    | 0.00%             | 2024-07-15      | Fixed         | 3.12%                 | 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      | $-1281.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Med Trust                                                                    | Med Trust, Series 2021-MDLN, Class G                                                         | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20748360 | PA      | $19166921.63  | 0.14%             | 2038-11-15      | Floating      | 9.71%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167018.36    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                    | Williams Cos., Inc. (The)                                                                    | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483411.90    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     28167 | NS      | $4393133.94   | 0.03%             | 2023-03-01      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co. Ltd.                                                 | CIFI Holdings Group Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |   3272000 | PA      | $1006140.00   | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Maximus, Inc.                                                                | Maximus, Inc., Term Loan B                                                                   | CUSIP: 57779FAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643824 | PA      | $640604.79    | 0.00%             | 2028-05-28      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1568401.56   | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4461000 | PA      | $4405444.98   | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Golden Eagle Retail Group Ltd.                                               | Golden Eagle Retail Group Ltd.                                                               | CUSIP: 38100RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    430000 | PA      | $415030.63    | 0.00%             | 2023-05-21      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Democratic Socialist Republic of Sri Lanka                                                   | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   3980000 | PA      | $1355190.00   | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 20 Ltd.                                                | Anchorage Capital CLO 20 Ltd., Series 2021-20A, Class A1                                     | CUSIP: 03330YAA8<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1278757.35   | 0.01%             | 2035-01-20      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    860000 | PA      | $936561.03    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      9740 | NS      | $1022115.60   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Covanta Holding Corp.                                                        | Covanta Holding Corp.                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2152920.00   | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $493173.37    | 0.00%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    755000 | PA      | $626078.61    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1660439.13   | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                                        | Progress Energy, Inc.                                                                        | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $373166.07    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7673000 | PA      | $6391992.65   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270152.24    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                                                  | Nucor Corp.                                                                                  | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192687.63    | 0.00%             | 2025-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                                   | LABL, Inc.                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1974693.75   | 0.01%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                             | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    558000 | PA      | $557462.36    | 0.00%             | 2026-11-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $110021.90    | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                    | BXP Trust, Series 2017-CC, Class E                                                           | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10985000 | PA      | $8257545.34   | 0.06%             | 2037-08-13      | Variable      | 3.55%                 | No            | 3                  | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                           | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   5013000 | PA      | $4708109.34   | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                     | SBA Communications Corp.                                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1697458.62   | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $445850.67    | 0.00%             | 2025-05-07      | Variable      | 3.93%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371869.19    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Altice France Holding SA                                                     | Altice France Holding SA                                                                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   5352000 | PA      | $4596030.00   | 0.03%             | 2027-05-15      | Fixed         | 10.50%                | 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      | $360.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $535362.00    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | 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        |    141551 | PA      | $75195.24     | 0.00%             | 2038-02-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                            | Vantage Towers AG                                                                            | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $304824.25    | 0.00%             | 2027-03-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $502900.07    | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Atlas Arteria Ltd.                                                           | Atlas Arteria Ltd.                                                                           | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |   1535792 | NS      | $7469214.03   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                               | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    987000 | PA      | $1002821.61   | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                                            | Ziggo Bond Co. BV                                                                            | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    783000 | PA      | $740545.74    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7290000 | PA      | $7117682.48   | 0.05%             | 2026-06-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                      | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4011716.75   | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa                                                                     | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2470000 | PA      | $2247700.00   | 0.02%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Fix Price Group plc                                                          | Fix Price Group plc                                                                          | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | CY        |   1377673 | NS      | $192.87       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HONO Mortgage Trust                                                          | HONO Mortgage Trust, Series 2021-LULU, Class E                                               | CUSIP: 40390MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4743000 | PA      | $4356297.52   | 0.03%             | 2036-10-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      4400 | NS      | $2252213.29   | 0.02%             | 2023-02-02      | Fixed         | 19.75%                | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                    | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    504000 | PA      | $418790.54    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Ltd.                                                       | Titan Acquisition Ltd.                                                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6165000 | PA      | $5831473.50   | 0.04%             | 2026-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                  | United Parcel Service, Inc., Class B                                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     85866 | NS      | $15904959.18  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                                                 | Bank Mandiri Persero Tbk. PT                                                                 | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |    335200 | NS      | $223355.86    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    236839 | PA      | $-24646.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Powerlong Real Estate Holdings Ltd.                                          | Powerlong Real Estate Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |    956672 | PA      | $306135.08    | 0.00%             | 2024-01-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Galaxy XX CLO Ltd.                                                           | Galaxy XX CLO Ltd., Series 2015-20A, Class D1R                                               | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1686382.20   | 0.01%             | 2031-04-20      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                        | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4068435.29   | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                                              | Crestwood Midstream Partners LP                                                              | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2016548.10   | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1165481.98   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                                           | Wynn Las Vegas LLC                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2118917.24   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2536000 | PA      | $2539170.00   | 0.02%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                      | CenterPoint Energy Houston Electric LLC, Series K2                                           | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116308.96    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Yanlord Land HK Co. Ltd.                                                     | Yanlord Land HK Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300O56H3950RDWG19       | Long             | DBT              | CORP              | HK        |   1830000 | PA      | $1779675.00   | 0.01%             | 2024-02-27      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    540000 | PA      | $444854.54    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                  | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91658.19     | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Euroapi SA                                                                   | Euroapi SA                                                                                   | CUSIP: N/A<br>LEI: 9695002FT7GGI3CKKJ14       | Long             | EC               | CORP              | FR        |    170906 | NS      | $2743343.76   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                            | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $724346.21    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXIII                                                        | Sound Point CLO XXIII, Series 2019-2A, Class CR                                              | CUSIP: 83614BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2084540.85   | 0.02%             | 2034-07-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $895000.00    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $108559.00    | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| 7-Eleven, Inc.                                                               | 7-Eleven, Inc.                                                                               | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1800676.30   | 0.01%             | 2026-02-10      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| TransAlta Corp.                                                              | TransAlta Corp.                                                                              | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    824000 | PA      | $847321.93    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | 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      | $26.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                      | Texas Instruments, Inc.                                                                      | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95191.45     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     31776 | NS      | $6478332.13   | 0.05%             | 2023-03-09      | Fixed         | 14.11%                | No            | 2                  | On Loan: No      |
| Abertis Infraestructuras Finance BV                                          | Abertis Infraestructuras Finance BV                                                          | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $587000.99    | 0.00%             | 2025-11-24      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Rad CLO 15 Ltd.                                                              | Rad CLO 15 Ltd., Series 2021-15A, Class B                                                    | CUSIP: 750103AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6833981.70   | 0.05%             | 2034-01-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Rad CLO 14 Ltd.                                                              | Rad CLO 14 Ltd., Series 2021-14A, Class D                                                    | CUSIP: 75009RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932074.50    | 0.01%             | 2035-01-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Central Garden & Pet Co.                                                     | Central Garden & Pet Co.                                                                     | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1367790.00   | 0.01%             | 2028-02-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ZoomInfo Technologies LLC                                                    | ZoomInfo Technologies LLC                                                                    | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8278000 | PA      | $7139775.00   | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                                   | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A                                         | CUSIP: 83012FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8386321.85   | 0.06%             | 2034-01-20      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors, Inc.                                             | Omega Healthcare Investors, Inc.                                                             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    426295 | NS      | $12550124.80  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Severn Trent plc                                                             | Severn Trent plc                                                                             | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |    185860 | NS      | $6468098.71   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                 | American Honda Finance Corp.                                                                 | CUSIP: 02665WDH1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584952.11    | 0.00%             | 2023-05-10      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| People's Insurance Co. Group of China Ltd. (The)                             | People's Insurance Co. Group of China Ltd. (The), Class H                                    | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |   1696000 | NS      | $571763.97    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2290000 | PA      | $2277656.90   | 0.02%             | 2023-10-04      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Precision Drilling Corp.                                                     | Precision Drilling Corp.                                                                     | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    461000 | PA      | $444053.64    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                   | Coty, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |    999000 | PA      | $1019385.10   | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                                          | Ascend Learning LLC, 1st Lien Term Loan                                                      | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1669075 | PA      | $1589009.80   | 0.01%             | 2028-12-11      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2606328.55   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2022-NQM9, Class A1A                                                       | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21070953 | PA      | $21368331.25  | 0.16%             | 2062-09-25      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                                        | Spectrum Brands, Inc., Term Loan                                                             | CUSIP: 84762NBP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    838426 | PA      | $836329.94    | 0.01%             | 2028-03-03      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Finance 1 plc                                                  | INEOS Quattro Finance 1 plc                                                                  | CUSIP: N/A<br>LEI: 213800QO23X11QXPVT49       | Long             | DBT              | CORP              | GB        |    131000 | PA      | $126409.02    | 0.00%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                        | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $695746.48    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | 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        |    493455 | PA      | $373169.29    | 0.00%             | 2037-08-25      | Variable      | 3.22%                 | No            | 2                  | On Loan: No      |
| Vinci SA                                                                     | Vinci SA                                                                                     | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     54398 | NS      | $6146407.09   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding VI CLO Ltd.                                                    | Cedar Funding VI CLO Ltd., Series 2016-6A, Class DRR                                         | CUSIP: 15032DAX9<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1905191.93   | 0.01%             | 2034-04-20      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  28280000 | PA      | $28270038.09  | 0.21%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Emaar Properties PJSC                                                        | Emaar Properties PJSC                                                                        | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |   3183010 | NS      | $4836636.60   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Colgate-Palmolive India Ltd.                                                 | Colgate-Palmolive India Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800YWKI47DGFKWB26       | Long             | EC               | CORP              | IN        |     22626 | NS      | $402023.96    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.                                   | Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class A                         | CUSIP: 64134MAA4<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |  12250000 | PA      | $12060125.00  | 0.09%             | 2035-10-14      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                  | FedEx Corp.                                                                                  | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97120.87     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | 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        |   8598504 | PA      | $7238967.25   | 0.05%             | 2046-10-25      | Floating      | 3.40%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                               | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $761957.22    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | 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        |    745000 | PA      | $635112.50    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1400000 | PA      | $1341900.00   | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3975000 | PA      | $3936243.75   | 0.03%             | 2025-09-27      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| GrafTech Finance, Inc.                                                       | GrafTech Finance, Inc.                                                                       | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   4018000 | PA      | $3424452.60   | 0.03%             | 2028-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Assurant, Inc.                                                               | Assurant, Inc.                                                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     93992 | NS      | $12462399.28  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Cellnex Telecom SA                                                           | Cellnex Telecom SA                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190363.44    | 0.00%             | 2027-04-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                              | Halliburton Co.                                                                              | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $580441.49    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | 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      | $371076.00    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    125000 | PA      | $-13481.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2015-10A, Class CR2                                                     | CUSIP: 67092DAX7<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3514402.45   | 0.03%             | 2034-01-26      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2019-1A, Class CR                                             | CUSIP: 69700GAQ5<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3524278.50   | 0.03%             | 2034-11-14      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                          | LVMH Moet Hennessy Louis Vuitton SE                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     17798 | NS      | $15537217.05  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series EMVA                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     28198 | NS      | $3080559.09   | 0.02%             | 2023-02-10      | Floating      | 17.48%                | No            | 2                  | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                                             | Magnolia Oil & Gas Operating LLC                                                             | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $259290.00    | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | 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        |    493000 | PA      | $411655.00    | 0.00%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                          | CommonSpirit Health                                                                          | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448819.46    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1365000 | PA      | $1345833.49   | 0.01%             | 2026-08-11      | Variable      | 4.72%                 | No            | 2                  | On Loan: No      |
| Block Communications, Inc.                                                   | Block Communications, Inc.                                                                   | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $916080.00    | 0.01%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                         | Boston Properties LP                                                                         | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1777.01      | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                                               | Rad CLO 3 Ltd., Series 2019-3A, Class A                                                      | CUSIP: 48661WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15433359.30  | 0.11%             | 2032-04-15      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2017-DELC, Class F                                              | CUSIP: 05552EAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1774688.40   | 0.01%             | 2036-08-15      | Floating      | 8.08%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                               | ADLER Group SA                                                                               | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $445296.64    | 0.00%             | 2026-11-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEXTDC Ltd.                                                                  | NEXTDC Ltd.                                                                                  | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |   2095355 | NS      | $14808061.58  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6640000 | PA      | $5444136.00   | 0.04%             | 2031-02-10      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                          | Verisure Holding AB                                                                          | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |   1084000 | PA      | $1040047.44   | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    645000 | PA      | $579210.00    | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| RELX plc                                                                     | RELX plc                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    169507 | NS      | $5035872.98   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XII Funding Ltd.                                                     | Regatta XII Funding Ltd., Series 2019-1A, Class DR                                           | CUSIP: 75888HAS0<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940166.30    | 0.01%             | 2032-10-15      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348337.70    | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | 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        |    639343 | PA      | $584605.11    | 0.00%             | 2035-11-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06369P486<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     56900 | NS      | $4126412.35   | 0.03%             | 2023-02-27      | Fixed         | 29.07%                | No            | 2                  | On Loan: No      |
| Prudential plc                                                               | Prudential plc                                                                               | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |   1918436 | NS      | $31874951.80  | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                              | Madison IAQ LLC, Term Loan                                                                   | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2330198 | PA      | $2225828.32   | 0.02%             | 2028-06-21      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO                                                      | Bain Capital Credit CLO Ltd., Series 2019-2A, Class DR                                       | CUSIP: 05682LAQ0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $925495.70    | 0.01%             | 2032-10-17      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   3000000 | PA      | $2576545.50   | 0.02%             | 2030-06-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                          | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class B                                | CUSIP: 38177YAC6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   5915000 | PA      | $5789629.80   | 0.04%             | 2034-07-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                               | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1386875.00   | 0.01%             | 2024-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                                              | Lions Gate Capital Holdings LLC, Term Loan B                                                 | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |   2437985 | PA      | $2393296.51   | 0.02%             | 2025-03-24      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                          | Octagon Investment Partners 40 Ltd., Series 2019-1A, Class C1R                               | CUSIP: 67592BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2836885.50   | 0.02%             | 2035-01-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                             | Sands China Ltd.                                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1886200.00   | 0.01%             | 2026-01-08      | Fixed         | 4.30%                 | 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      | $931977.40    | 0.01%             | 2034-07-20      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                                  | WRKCo, Inc.                                                                                  | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396687.80    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                          | Kinder Morgan, Inc.                                                                          | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    775000 | PA      | $755212.52    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                            | Eversource Energy                                                                            | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    690000 | PA      | $686563.80    | 0.01%             | 2023-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Pinewood Finance Co. Ltd.                                                    | Pinewood Finance Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    543000 | PA      | $622483.20    | 0.00%             | 2025-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd.                                                              | Rad CLO 12 Ltd., Series 2021-12A, Class D                                                    | CUSIP: 75009PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3375000 | PA      | $3141043.31   | 0.02%             | 2034-10-30      | Floating      | 7.85%                 | 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        |    808332 | PA      | $532826.75    | 0.00%             | 2036-02-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                                        | Prima Capital CRE Securitization Ltd., Series 2015-4A, Class C                               | CUSIP: 74165GAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2463232 | PA      | $2377664.13   | 0.02%             | 2049-08-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |   1982000 | PA      | $1362625.00   | 0.01%             | 2026-02-06      | Fixed         | 4.20%                 | 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      | $455400.00    | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $489701.87    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                            | AIMCO CLO 10 Ltd., Series 2019-10A, Class DR                                                 | CUSIP: 00901AAQ0<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3279594.15   | 0.02%             | 2032-07-22      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    256000 | PA      | $241280.00    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    980000 | PA      | $683550.00    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2019-SFR4, Class E                                        | CUSIP: 74331AAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $11808776.25  | 0.09%             | 2036-10-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                       | Buckhorn Park CLO Ltd., Series 2019-1A, Class CR                                             | CUSIP: 118382AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2321925.00   | 0.02%             | 2034-07-18      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Qatar Gas Transport Co. Ltd.                                                 | Qatar Gas Transport Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    497810 | NS      | $518000.93    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                             | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |    591000 | PA      | $520073.63    | 0.00%             | 2028-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                                   | Spirit Loyalty Cayman Ltd.                                                                   | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    598711 | PA      | $610685.22    | 0.00%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                                            | Herens Midco SARL                                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   3919000 | PA      | $3189798.96   | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1394759.99   | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                      | Garfunkelux Holdco 3 SA                                                                      | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |    744000 | PA      | $694809.60    | 0.01%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                         | Northern Trust Corp.                                                                         | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98281.43     | 0.00%             | 2025-10-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $13478550.00  | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                               | Abu Dhabi Commercial Bank PJSC                                                               | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |   1681549 | NS      | $3856559.91   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                 | Sunshine Luxembourg VII SARL, Facility Term Loan B3                                          | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   5550462 | PA      | $5432514.59   | 0.04%             | 2026-10-01      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| OI European Group BV                                                         | OI European Group BV                                                                         | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |    766000 | PA      | $801262.03    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   3097000 | PA      | $3170708.60   | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL                        | CUSIP: 054966AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3965000 | PA      | $3386801.42   | 0.02%             | 2032-11-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A               | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8730000 | PA      | $8727212.51   | 0.06%             | 2039-08-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series GMUF                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      2600 | NS      | $1513514.81   | 0.01%             | 2023-03-06      | Fixed         | 14.84%                | No            | 2                  | On Loan: No      |
| Shanghai Electric Group Co. Ltd.                                             | Shanghai Electric Group Co. Ltd., Class A                                                    | CUSIP: N/A<br>LEI: 529900WHVV4GODE91T37       | Long             | EC               | CORP              | CN        |   1549000 | NS      | $939751.56    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Antolin-Irausa SA                                                      | Grupo Antolin-Irausa SA                                                                      | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |    273000 | PA      | $244482.37    | 0.00%             | 2026-04-30      | Fixed         | 3.38%                 | 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        |   4345581 | PA      | $4322850.51   | 0.03%             | 2067-04-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                          | Generate CLO 3 Ltd., Series 3A, Class DR                                                     | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1870192.40   | 0.01%             | 2029-10-20      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                                    | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88539.68     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                        | Deutsche Lufthansa AG                                                                        | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $192442.51    | 0.00%             | 2027-05-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                                                   | MFRA Trust, Series 2022-CHM1, Class M1                                                       | CUSIP: 552758AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3525324.40   | 0.03%             | 2056-09-25      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| Taiwan High Speed Rail Corp.                                                 | Taiwan High Speed Rail Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    238000 | NS      | $231872.01    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                             | Berkshire Hathaway Finance Corp.                                                             | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8633.81      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1800320.40   | 0.01%             | 2029-01-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                            | Alabama Power Co.                                                                            | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40171.28     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UGI International LLC                                                        | UGI International LLC                                                                        | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1057268.27   | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1489000 | PA      | $1463182.44   | 0.01%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN NV                                                           | Koninklijke KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   3651092 | NS      | $12482520.29  | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                                     | Bayer AG (Registered)                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    124026 | NS      | $7719990.35   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1316000 | PA      | $1144764.71   | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd.                                                   | Shimao Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |   1145000 | PA      | $243312.50    | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-CR23, Class B                                         | CUSIP: 12593ABD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9520000 | PA      | $8935468.19   | 0.07%             | 2048-05-10      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280408.76    | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group LLC                                                     | Ryan Specialty Group LLC, Term Loan                                                          | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   2251182 | PA      | $2244158.81   | 0.02%             | 2027-09-01      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| DIC Asset AG                                                                 | DIC Asset AG                                                                                 | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |    900000 | PA      | $670032.29    | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | 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      | $-565286.58   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Renault SA                                                                   | Renault SA                                                                                   | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $499098.61    | 0.00%             | 2026-05-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                         | Aeropuertos Dominicanos Siglo XXI SA                                                         | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |   1181000 | PA      | $1165499.38   | 0.01%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2135000 | PA      | $1919151.50   | 0.01%             | 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        |    900000 | PA      | $804658.97    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                               | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152425.58    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $556361.56    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ares XXXVR CLO Ltd.                                                          | Ares XXXVR CLO Ltd., Series 2015-35RA, Class C                                               | CUSIP: 00192RAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $959534.20    | 0.01%             | 2030-07-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corp.                                                       | Filtration Group Corp., Term Loan                                                            | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1977038 | PA      | $1972372.12   | 0.01%             | 2025-03-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                                               | Core & Main LP, Term Loan B                                                                  | CUSIP: 40416VAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3583246 | PA      | $3566440.31   | 0.03%             | 2028-07-27      | Variable      | 7.15%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                       | SES SA                                                                                       | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $860231.35    | 0.01%             | 2024-01-29      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Voya Financial, Inc.                                                         | Voya Financial, Inc., Series A                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  16815000 | PA      | $16762873.50  | 0.12%             | 2023-09-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                                  | Crocs, Inc.                                                                                  | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    809000 | PA      | $672788.31    | 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        |     30845 | NS      | $3866910.48   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Creative Artists Agency LLC                                                  | Creative Artists Agency LLC, Term Loan                                                       | CUSIP: 22526WAM0<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    293478 | PA      | $293111.15    | 0.00%             | 2026-11-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Dryden 61 CLO Ltd.                                                           | Dryden 61 CLO Ltd., Series 2018-61A, Class CR                                                | CUSIP: 26251CAW4<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7614736.80   | 0.06%             | 2032-01-17      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                                    | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111443.72    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                             | Kasikornbank PCL                                                                             | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |   2110000 | PA      | $2036150.00   | 0.01%             | 2025-10-14      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45272.75     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| POSCO                                                                        | POSCO                                                                                        | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    299000 | PA      | $314405.98    | 0.00%             | 2033-01-17      | Fixed         | 5.88%                 | 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      | $-570.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc.                                                                       | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   3913000 | PA      | $3873972.60   | 0.03%             | 2025-10-02      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                    | Aptiv plc                                                                                    | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $156172.85    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8418000 | PA      | $5892667.51   | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc., Term Loan B1                                                        | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |   2202847 | PA      | $2200886.75   | 0.02%             | 2026-01-31      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2018-27A, Class D                            | CUSIP: 64131WAJ6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918847.00    | 0.01%             | 2030-01-15      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                    | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $285430.33    | 0.00%             | 2024-04-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Monitchem HoldCo 3 SA                                                        | Monitchem HoldCo 3 SA                                                                        | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |   1407000 | PA      | $1482957.46   | 0.01%             | 2025-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL                                                      | Albion Financing 1 SARL                                                                      | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1639000 | PA      | $1470553.97   | 0.01%             | 2026-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                    | William Morris Endeavor Entertainment LLC, 1st Lien Term Loan B1                             | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |   3301225 | PA      | $3277654.74   | 0.02%             | 2025-05-18      | Variable      | 7.26%                 | No            | 2                  | On Loan: No      |
| Comerica, Inc.                                                               | Comerica, Inc.                                                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     24925 | NS      | $1827251.75   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2014-6A, Class A2R                                                      | CUSIP: 67106BAR8<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7378428.75   | 0.05%             | 2030-10-17      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| Insulet Corp.                                                                | Insulet Corp., Term Loan B                                                                   | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    889455 | PA      | $887791.72    | 0.01%             | 2028-05-04      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1193200.00   | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2340831.85   | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Vipshop Holdings Ltd.                                                        | Vipshop Holdings Ltd.                                                                        | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     39325 | NS      | $608357.75    | 0.00%             |  |  |  | No            | 1                  | 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      | $4689497.00   | 0.03%             | 2035-04-20      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                             | Salesforce, Inc.                                                                             | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $471054.08    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | 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        |   1204000 | PA      | $1184141.33   | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | 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      | $3917020.16   | 0.03%             | 2028-04-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 55B Ltd.                                          | Golub Capital Partners CLO 55B Ltd., Series 2021-55A, Class D                                | CUSIP: 38178LAG4<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2425905.00   | 0.02%             | 2034-07-20      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FW104<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     65800 | NS      | $4125354.89   | 0.03%             | 2023-03-09      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| Infosys Ltd.                                                                 | Infosys Ltd.                                                                                 | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     72733 | NS      | $1367380.40   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air France-KLM                                                               | Air France-KLM                                                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214712.13    | 0.00%             | 2028-05-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $941576.12    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co., Term Loan                                            | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   2493254 | PA      | $2468321.44   | 0.02%             | 2024-04-03      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Chariot Buyer LLC                                                            | Chariot Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2644801 | PA      | $2550037.44   | 0.02%             | 2028-11-03      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                             | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3288919.20   | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1959098.98   | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                                        | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1230766.92   | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | 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        |   4176000 | PA      | $3424320.00   | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                   | Crowdstrike Holdings, Inc.                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257423.82    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     21892 | NS      | $10864659.89  | 0.08%             | 2023-03-08      | Fixed         | 9.95%                 | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                        | Schneider Electric SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |    150550 | NS      | $24421558.02  | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                  | Acadia Healthcare Co., Inc.                                                                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    705000 | PA      | $679182.90    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series 001T                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     56294 | NS      | $5796359.98   | 0.04%             | 2023-02-03      | Floating      | 19.38%                | No            | 2                  | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                             | Global Aircraft Leasing Co. Ltd.                                                             | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2320062 | PA      | $2117250.95   | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   3160000 | PA      | $711592.50    | 0.01%             | 2026-02-01      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    736000 | PA      | $679420.00    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2695000 | PA      | $2144300.39   | 0.02%             | 2032-06-01      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-3A, Class B                                                         | CUSIP: 00142QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4849635.50   | 0.04%             | 2035-01-25      | Floating      | 6.57%                 | No            | 2                  | 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      | $12845215.37  | 0.09%             | 2034-07-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2502012.10   | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Yanbu National Petrochemical Co.                                             | Yanbu National Petrochemical Co.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     65288 | NS      | $773662.63    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                               | Public Service Co. of Colorado, Series 39                                                    | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95986.16     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $830690.71    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | 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      | $716916.15    | 0.01%             | 2034-06-20      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2022-LP2, Class F                                       | CUSIP: 05610HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9564274 | PA      | $8846372.51   | 0.07%             | 2039-02-15      | Floating      | 7.74%                 | 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      | $-700.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                                                   | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93988.79     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Eutelsat SA                                                                  | Eutelsat SA                                                                                  | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $390156.39    | 0.00%             | 2025-10-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6721000 | PA      | $6742837.00   | 0.05%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Ltd.                                                       | Vedanta Resources Ltd.                                                                       | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $140934.38    | 0.00%             | 2023-05-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Promigas SA ESP                                                              | Promigas SA ESP                                                                              | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2312000 | PA      | $1916994.80   | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                           | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1573149.54   | 0.01%             | 2028-09-23      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                         | Fomento Economico Mexicano SAB de CV                                                         | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |     37022 | NS      | $3250531.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Flutter Entertainment plc                                                    | Flutter Entertainment plc, Term Loan                                                         | CUSIP: N8233BAC6<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   2064898 | PA      | $2060211.05   | 0.02%             | 2026-07-21      | Variable      | 6.98%                 | 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        |   6539152 | PA      | $3550058.36   | 0.03%             | 2036-08-25      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVIII Ltd.                                              | Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class CR2                                  | CUSIP: 64128QAY1<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1238120.50   | 0.01%             | 2030-10-21      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                                    | UDR, Inc.                                                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    483752 | NS      | $20602997.68  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                               | Thermo Fisher Scientific, Inc.                                                               | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    595000 | PA      | $624207.75    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                 | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1584980.00   | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                      | OQ SAOC                                                                                      | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | NUSS              | OM        |   3152000 | PA      | $3031436.00   | 0.02%             | 2028-05-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                                                  | Legacy LifePoint Health LLC                                                                  | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1638000.00   | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147183.82    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   5400000 | PA      | $6281552.70   | 0.05%             | 2027-12-01      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                   | Democratic Socialist Republic of Sri Lanka                                                   | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   6528000 | PA      | $2214624.00   | 0.02%             | 2024-06-28      | Fixed         | 6.35%                 | 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      | $1958840.00   | 0.01%             | 2034-01-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FT812<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     62073 | NS      | $4942938.78   | 0.04%             | 2023-02-01      | Fixed         | 22.06%                | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                                             | Murphy Oil Corp.                                                                             | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118516.56    | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5269000 | PA      | $5384235.30   | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   5024000 | PA      | $4582441.75   | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     85900 | NS      | $4146033.11   | 0.03%             | 2023-02-23      | Fixed         | 17.73%                | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    289000 | PA      | $277533.77    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc., Term Loan                                                        | CUSIP: 76133MAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    593512 | PA      | $576449.02    | 0.00%             | 2028-10-20      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Boralex, Inc.                                                                | Boralex, Inc., Class A                                                                       | CUSIP: 09950M300<br>LEI: 5493004UT7HNQU2SVR90 | Long             | EC               | CORP              | CA        |     74735 | NS      | $2091153.32   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $415345.22    | 0.00%             | 2025-01-20      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno                                                                              | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1546000 | PA      | $1504451.25   | 0.01%             | 2026-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2414448.75   | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                                       | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 12659EAD0<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    145015 | PA      | $131826.89    | 0.00%             | 2028-10-02      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                         | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2562000 | PA      | $2319090.38   | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | 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        |   6684782 | PA      | $5647678.27   | 0.04%             | 2036-05-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Finance SA                                                    | Telecom Italia Finance SA                                                                    | CUSIP: N/A<br>LEI: 549300O482B6CBF38D50       | Long             | DBT              | CORP              | LU        |    410000 | PA      | $463510.84    | 0.00%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc., Term Loan B3                                                | CUSIP: 82925BAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    675437 | PA      | $660941.77    | 0.00%             | 2028-04-01      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Carlisle Cos., Inc.                                                          | Carlisle Cos., Inc.                                                                          | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $965739.26    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     25069 | NS      | $4213506.59   | 0.03%             | 2023-03-02      | Fixed         | 20.20%                | No            | 2                  | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A                     | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5286949 | PA      | $4213531.94   | 0.03%             | 2047-06-25      | Floating      | 3.18%                 | No            | 2                  | On Loan: No      |
| Republic of Poland                                                           | Republic of Poland                                                                           | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1910000 | PA      | $2053230.90   | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| iliad SA                                                                     | iliad SA                                                                                     | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1739440.00   | 0.01%             | 2027-06-14      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1030216.10   | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                          | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1824527.07   | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                                              | Summer BidCo BV                                                                              | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |    941892 | PA      | $763999.90    | 0.01%             | 2025-11-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                    | Williams Cos., Inc. (The)                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    395598 | NS      | $12754079.52  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $688628.85    | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV                                                         | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1325000 | PA      | $1048959.29   | 0.01%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $747967.50    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| American Water Works Co., Inc.                                               | American Water Works Co., Inc.                                                               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5737 | NS      | $897783.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3060000 | PA      | $2973555.00   | 0.02%             | 2027-08-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                             | Yango Justice International Ltd.                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |   1215000 | PA      | $24300.00     | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   5748000 | PA      | $5201940.00   | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                  | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94519.82     | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Puget Sound Energy, Inc.                                                     | Puget Sound Energy, Inc.                                                                     | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68377.19     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Azalea TopCo, Inc.                                                           | Azalea TopCo, Inc., 1st Lien Term Loan                                                       | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    781502 | PA      | $742919.37    | 0.01%             | 2026-07-24      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                  | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1484989.34   | 0.01%             | 2024-09-10      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| IHH Healthcare Bhd.                                                          | IHH Healthcare Bhd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    353500 | NS      | $491482.12    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                               | Piedmont Natural Gas Co., Inc.                                                               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96720.89     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | 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      | $-20.56       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                          | CommonSpirit Health                                                                          | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191851.17    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Bank of Communications Hong Kong Ltd.                                        | Bank of Communications Hong Kong Ltd.                                                        | CUSIP: N/A<br>LEI: 254900BIDL79UKUMX541       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $966250.00    | 0.01%             | 2025-03-03      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                                              | Whatabrands LLC, Term Loan B                                                                 | CUSIP: 96244UAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2547638 | PA      | $2517830.77   | 0.02%             | 2028-08-03      | Variable      | 7.82%                 | 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        |   2423925 | PA      | $2202741.84   | 0.02%             | 2029-04-29      | Variable      | 9.31%                 | 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        |  11240196 | PA      | $10790153.55  | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Ares LV CLO Ltd.                                                             | Ares LV CLO Ltd., Series 2020-55A, Class BR                                                  | CUSIP: 04018BAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977529.60    | 0.01%             | 2034-07-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195708.19    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | 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        |    200000 | PA      | $214390.76    | 0.00%             | 2023-09-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      2400 | NS      | $831400.76    | 0.01%             | 2023-02-21      | Fixed         | 19.77%                | 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      | $2182556.02   | 0.02%             | 2030-10-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Imeik Technology Development Co. Ltd.                                        | Imeik Technology Development Co. Ltd., Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      6700 | NS      | $592641.79    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Getlink SE                                                                   | Getlink SE                                                                                   | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |    201360 | NS      | $3405756.51   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                               | Public Service Co. of Colorado, Series 34                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $462993.79    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LXI REIT plc                                                                 | LXI REIT plc                                                                                 | CUSIP: N/A<br>LEI: 2138008YZGXOKAXQVI45       | Long             | EC               | CORP              | GB        |   4356288 | NS      | $6063683.55   | 0.04%             |  |  |  | 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        |   2857074 | PA      | $2558067.28   | 0.02%             | 2036-08-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                                                    | NFP Corp.                                                                                    | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    871000 | PA      | $830132.68    | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Colbun SA                                                                    | Colbun SA                                                                                    | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   3740000 | PA      | $3197700.00   | 0.02%             | 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      | $92463.75     | 0.00%             | 2034-12-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                              | Puma International Financing SA                                                              | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |    829000 | PA      | $799156.00    | 0.01%             | 2024-10-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                                                 | Acrisure LLC                                                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1300200.00   | 0.01%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-26.11       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2692868.02   | 0.02%             | 2025-02-04      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    285000 | PA      | $230388.79    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                                    | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534704.94    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                       | Signal Peak CLO 7 Ltd., Series 2019-1A, Class A                                              | CUSIP: 56844AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4961050.00   | 0.04%             | 2032-04-30      | Floating      | 6.30%                 | 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        |   4860000 | PA      | $4835649.94   | 0.04%             | 2038-08-19      | Floating      | 6.62%                 | 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      | $976376.10    | 0.01%             | 2035-04-20      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Jazz Securities DAC                                                          | Jazz Securities DAC                                                                          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $729872.00    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224034.16    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                                  | SCIL IV LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    160000 | PA      | $154366.60    | 0.00%             | 2026-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                     | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894706.37    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC                                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2243492.94   | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                      | Republic Services, Inc.                                                                      | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $629975.10    | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | 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        |  34006952 | PA      | $685746.78    | 0.01%             | 2050-03-10      | Variable      | 0.79%                 | No            | 2                  | On Loan: No      |
| America Movil SAB de CV                                                      | America Movil SAB de CV                                                                      | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1209130.00   | 0.01%             | 2029-04-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse AG                                                             | Credit Suisse AG                                                                             | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2802469.25   | 0.02%             | 2026-03-10      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MAF Sukuk Ltd.                                                               | MAF Sukuk Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |   3051000 | PA      | $3032503.31   | 0.02%             | 2029-05-14      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk. PT                                                    | Bank Central Asia Tbk. PT                                                                    | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |   1121000 | NS      | $636177.73    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                               | GLP Capital LP                                                                               | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $447144.85    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2330.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                                | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class AR                                     | CUSIP: 03329FAN4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6837250.00   | 0.05%             | 2034-07-20      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-4A, Class D                                              | CUSIP: 69702EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5623912.20   | 0.04%             | 2034-10-15      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| LondonMetric Property plc                                                    | LondonMetric Property plc                                                                    | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |   2785168 | NS      | $6489626.90   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                               | Yuzhou Group Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    900000 | PA      | $135000.00    | 0.00%             | 2025-05-27      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                  | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1949183 | PA      | $1946551.33   | 0.01%             | 2026-09-23      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $323704.19    | 0.00%             | 2044-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC, Term Loan                                                 | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2601244 | PA      | $2597446.45   | 0.02%             | 2025-05-09      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1002617.55   | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | 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        |    600000 | PA      | $649759.11    | 0.00%             | 2025-05-19      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Zhejiang Expressway Co. Ltd.                                                 | Zhejiang Expressway Co. Ltd., Class H                                                        | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | EC               | CORP              | CN        |    184000 | NS      | $158889.45    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2019-1A, Class AR                                               | CUSIP: 27830XAL0<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2465085.00   | 0.02%             | 2031-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                          | Blackstone Holdings Finance Co. LLC                                                          | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   4169000 | PA      | $4397651.51   | 0.03%             | 2033-04-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06369P502<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     14900 | NS      | $1064957.97   | 0.01%             | 2023-03-02      | Fixed         | 19.63%                | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                               | HDFC Bank Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    467988 | NS      | $9209369.63   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                                         | EnLink Midstream LLC                                                                         | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4296112.50   | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $1895317.45   | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1135848.53   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                                       | MidAmerican Energy Co.                                                                       | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $985880.93    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                | EDP - Energias de Portugal SA                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    500000 | PA      | $493009.48    | 0.00%             | 2080-07-20      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                                  | Healthpeak Properties, Inc.                                                                  | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65170.00     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Huarong Finance 2017 Co. Ltd.                                                | Huarong Finance 2017 Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   1900000 | PA      | $1716887.50   | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $245110.71    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO IV Ltd.                                                          | Elmwood CLO IV Ltd., Series 2020-1A, Class B                                                 | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1227223.38   | 0.01%             | 2033-04-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc., Series C                                                 | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1128500.00   | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2015-2A, Class CR2                                            | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1332923.06   | 0.01%             | 2030-07-20      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1055000 | PA      | $1032915.60   | 0.01%             | 2024-07-30      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1181876.45   | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | 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        |   1291063 | PA      | $1105877.28   | 0.01%             | 2035-10-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| PetSmart, Inc.                                                               | PetSmart, Inc.                                                                               | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5523002.90   | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                                            | CPUK Finance Ltd.                                                                            | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |    200000 | PA      | $208430.55    | 0.00%             | 2027-08-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Shanghai Pharmaceuticals Holding Co. Ltd.                                    | Shanghai Pharmaceuticals Holding Co. Ltd., Class H                                           | CUSIP: N/A<br>LEI: 30030029J1KKCBY19820       | Long             | EC               | CORP              | CN        |    277100 | NS      | $488581.42    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                | Virginia Electric & Power Co.                                                                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272984.31    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Generate CLO 2 Ltd.                                                          | Generate CLO 2 Ltd., Series 2A, Class AR                                                     | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7660000 | PA      | $7580344.43   | 0.06%             | 2031-01-22      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Shui On Development Holding Ltd.                                             | Shui On Development Holding Ltd.                                                             | CUSIP: N/A<br>LEI: 3003005J4J3G9CZFDK52       | Long             | DBT              | CORP              | KY        |   2155000 | PA      | $1989738.44   | 0.01%             | 2024-08-24      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                           | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $542700.00    | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     20915 | NS      | $4817863.84   | 0.04%             | 2023-02-16      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| Wand Newco 3, Inc.                                                           | Wand Newco 3, Inc., 1st Lien Term Loan B1                                                    | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   2336720 | PA      | $2273768.85   | 0.02%             | 2026-02-05      | Variable      | 7.57%                 | 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      | $4224268.85   | 0.03%             | 2038-09-15      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1230060.71   | 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        |   1877000 | PA      | $1664561.14   | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                                        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1094986.17   | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | 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      | $104.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Air Liquide SA                                                               | Air Liquide SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     74243 | NS      | $11821424.58  | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5208000 | PA      | $6024312.13   | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193626.81    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | 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        |  19013836 | PA      | $490121.55    | 0.00%             | 2059-12-15      | Variable      | 0.83%                 | No            | 2                  | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                         | Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R                                              | CUSIP: 04015NAG9<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |   2998545 | PA      | $2981946.13   | 0.02%             | 2030-10-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                                                    | AHP Health Partners, Inc.                                                                    | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2201507.74   | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                    | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257704.43    | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Woof Holdings, Inc.                                                          | Woof Holdings, Inc., 1st Lien Term Loan                                                      | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    686768 | PA      | $652429.13    | 0.00%             | 2027-12-21      | Variable      | 8.26%                 | No            | 3                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2018-1A, Class B                                                   | CUSIP: 12551RAC2<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978546.60    | 0.01%             | 2031-04-18      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury 10 Year Note                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3604 | NC      | $7533246.58   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp.                                                                   | Hess Corp.                                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     10885 | NS      | $1634491.60   | 0.01%             |  |  |  | No            | 1                  | 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      | $841913.00    | 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        |   1052000 | PA      | $800577.26    | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                                                     | Roper Technologies, Inc.                                                                     | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347078.53    | 0.00%             | 2023-09-15      | Fixed         | 3.65%                 | 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      | $39.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $543342.56    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                           | Altria Group, Inc.                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     93890 | NS      | $4228805.60   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ITC Ltd.                                                                     | ITC Ltd.                                                                                     | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    614077 | NS      | $2650123.04   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686820.00    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                      | Ukraine Government Bond                                                                      | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1548000 | PA      | $301666.50    | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                                  | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2591156.25   | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Accor SA                                                                     | Accor SA                                                                                     | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $627033.33    | 0.00%             | 2024-01-30      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                                              | Synaptics, Inc.                                                                              | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $2961426.39   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194239.58    | 0.00%             | 2025-06-09      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                             | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    639000 | PA      | $500017.50    | 0.00%             | 2025-03-11      | Fixed         | 8.95%                 | 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        |   4734918 | PA      | $3893467.12   | 0.03%             | 2046-10-25      | Floating      | 3.28%                 | No            | 2                  | On Loan: No      |
| Lai Sun MTN Ltd.                                                             | Lai Sun MTN Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900IL4GZMMOH72N45       | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $852375.00    | 0.01%             | 2026-07-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                | iShares Core S&P 500 ETF                                                                     | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             |  | RF                | US        |    526015 | NS      | $214777184.65 | 1.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Aimco CLO Ltd.                                                               | Aimco CLO Ltd., Series 2021-15A, Class C                                                     | CUSIP: 00889BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1416013.35   | 0.01%             | 2034-10-17      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Ardonagh Midco 2 plc                                                         | Ardonagh Midco 2 plc                                                                         | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    640430 | PA      | $603971.99    | 0.00%             | 2027-01-15      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2546189.40   | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Battalion CLO 18 Ltd.                                                        | Battalion CLO 18 Ltd., Series 2020-18A, Class DR                                             | CUSIP: 07134QAU0<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1787130.40   | 0.01%             | 2036-10-15      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                      | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3478328.72   | 0.03%             | 2026-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                                         | EnLink Midstream LLC                                                                         | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1845975.00   | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                                       | TRI Pointe Homes, Inc.                                                                       | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1787634.00   | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                         | Element Materials Technology Group US Holdings, Inc., Term Loan B                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1564960 | PA      | $1549967.58   | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2014-5A, Class CR                                                       | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $2784138.52   | 0.02%             | 2031-04-26      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| POSCO                                                                        | POSCO                                                                                        | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1032000 | PA      | $1044229.20   | 0.01%             | 2026-01-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-MFM1, Class F                                                          | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7240000 | PA      | $6864144.09   | 0.05%             | 2034-01-15      | Floating      | 7.46%                 | 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        |   2673817 | PA      | $1913097.03   | 0.01%             | 2036-03-25      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| EnPro Industries, Inc.                                                       | EnPro Industries, Inc.                                                                       | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    559000 | PA      | $547121.25    | 0.00%             | 2026-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2804338.09   | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Marino Park CLO DAC                                                          | Marino Park CLO DAC, Series 1X, Class D                                                      | CUSIP: N/A<br>LEI: 254900WKCYX9LIHA8G67       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $93498.57     | 0.00%             | 2034-01-16      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| AB BSL CLO 2 Ltd.                                                            | AB BSL CLO 2 Ltd., Series 2021-2A, Class D                                                   | CUSIP: 00037LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $950444.00    | 0.01%             | 2034-04-15      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    243655 | PA      | $-24871.25    | -0.00%            |  |  |  | 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      | $4635275.00   | 0.03%             | 2034-10-26      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd.                                                                 | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      8522 | NS      | $10561856.14  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                                         | Sprint Capital Corp.                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  10135000 | PA      | $10842797.08  | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Roche Holdings, Inc.                                                         | Roche Holdings, Inc.                                                                         | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1010078.13   | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| MF1 Ltd.                                                                     | MF1 Ltd., Series 2021-FL7, Class A                                                           | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $2950956.45   | 0.02%             | 2036-10-16      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXIV                                                             | Apidos CLO XXXIV, Series 2020-34A, Class A1R                                                 | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $13788600.00  | 0.10%             | 2035-01-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| BK LC Lux Finco1 SARL                                                        | BK LC Lux Finco1 SARL                                                                        | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |    381000 | PA      | $363546.98    | 0.00%             | 2029-04-30      | Fixed         | 5.25%                 | 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        |     32300 | NS      | $4054399.19   | 0.03%             | 2023-03-06      | Fixed         | 12.26%                | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                  | Extended Stay America Trust, Series 2021-ESH, Class F                                        | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5194319 | PA      | $4973253.72   | 0.04%             | 2038-07-15      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                         | Husky Injection Molding Systems Ltd., Term Loan                                              | CUSIP: C8856UAB4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3267044 | PA      | $3180760.99   | 0.02%             | 2025-03-28      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| Atrium XIV LLC                                                               | Atrium XIV LLC, Series 14A, Class C                                                          | CUSIP: 04965LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960214.30    | 0.01%             | 2030-08-23      | 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      | $963.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                     | Wynn Resorts Finance LLC                                                                     | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1862642.60   | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class E                       | CUSIP: 12659RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1079807.75   | 0.01%             | 2031-07-15      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Curia Global, Inc.                                                           | Curia Global, Inc., 1st Lien Term Loan                                                       | CUSIP: 01242HAM0<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |    200594 | PA      | $172619.16    | 0.00%             | 2026-08-30      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140833.11    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                                              | Cameron LNG LLC                                                                              | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    765000 | PA      | $667864.40    | 0.00%             | 2035-01-15      | Fixed         | 3.30%                 | No            | 2                  | 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      | $1106378.78   | 0.01%             | 2031-10-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1221765.82   | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                                          | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class B1R                               | CUSIP: 67592FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8258199.65   | 0.06%             | 2033-10-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series B                                                     | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66486.59     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd.                                                             | Gold Fields Ltd.                                                                             | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |    111529 | NS      | $1275891.76   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Euro CLO III DAC                                                     | Invesco Euro CLO III DAC, Series 3X, Class F                                                 | CUSIP: N/A<br>LEI: 549300UGKXS54R7N7T14       | Long             | ABS-CBDO         | CORP              | IE        |    212893 | PA      | $197352.48    | 0.00%             | 2032-07-15      | Floating      | 10.36%                | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                      | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                                  | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   2803718 | PA      | $2744138.91   | 0.02%             | 2028-05-04      | Variable      | 8.62%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |   1647000 | PA      | $1511431.31   | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                   | Industrial & Commercial Bank of China Ltd., Class A                                          | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |    137800 | NS      | $88214.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                   | Garda World Security Corp.                                                                   | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2528000 | PA      | $2562760.00   | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Powerlong Real Estate Holdings Ltd.                                          | Powerlong Real Estate Holdings Ltd.                                                          | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |    895000 | PA      | $299825.00    | 0.00%             | 2023-07-23      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Encompass Health Corp.                                                       | Encompass Health Corp.                                                                       | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1271001.94   | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Gjensidige Forsikring ASA                                                    | Gjensidige Forsikring ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |    167419 | NS      | $3009098.12   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2022-AGSS, Class A                                | CUSIP: 36270DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5070000 | PA      | $5126607.06   | 0.04%             | 2027-11-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                           | ConocoPhillips Co.                                                                           | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    465000 | PA      | $397793.59    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161753.80    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Salik Co. PJSC                                                               | Salik Co. PJSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |   6417952 | NS      | $4403157.83   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3750000 | PA      | $-76359.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    735000 | PA      | $584635.46    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.                               | Charles River Laboratories International, Inc.                                               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    521000 | PA      | $459646.95    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                                   | Air Canada                                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   3193000 | PA      | $2953515.93   | 0.02%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                       | Perusahaan Penerbit SBSN Indonesia III                                                       | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1621000 | PA      | $1615099.56   | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| India Green Energy Holdings                                                  | India Green Energy Holdings                                                                  | CUSIP: N/A<br>LEI: 2549005BFUXXT5HWAG36       | Long             | DBT              | CORP              | MU        |   1695000 | PA      | $1639912.50   | 0.01%             | 2024-04-29      | Fixed         | 5.38%                 | 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      | $2368576.25   | 0.02%             | 2034-11-14      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance BV                                                           | Naturgy Finance BV                                                                           | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211668.11    | 0.00%             | 2024-04-24      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                                             | Veritas US, Inc., Term Loan B                                                                | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   3907196 | PA      | $2642241.14   | 0.02%             | 2025-09-01      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| Imola Merger Corp.                                                           | Imola Merger Corp.                                                                           | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5370000 | PA      | $4671900.00   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                | Nidda Healthcare Holding GmbH                                                                | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |   1491000 | PA      | $1578634.10   | 0.01%             | 2026-08-21      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG                                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $511667.27    | 0.00%             | 2033-02-28      | Variable      | 8.62%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                         | Dollar General Corp.                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     16982 | NS      | $3966995.20   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The), Series H                                                | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  21025000 | PA      | $19434270.79  | 0.14%             | 2026-03-20      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Science Applications International Corp.                                     | Science Applications International Corp.                                                     | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1986562.50   | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Hansol Chemical Co. Ltd.                                                     | Hansol Chemical Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     29310 | NS      | $5053793.62   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Air France-KLM                                                               | Air France-KLM                                                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $655225.31    | 0.00%             | 2026-05-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 4-R Ltd.                                               | Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D                                     | CUSIP: 03328LAG7<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $1941017.63   | 0.01%             | 2031-01-28      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                 | ViaSat, Inc.                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2536120.06   | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |     69509 | NS      | $2427254.28   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                          | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    364000 | PA      | $320374.60    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                                 | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    665000 | PA      | $690181.65    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Canpack SA                                                                   | Canpack SA                                                                                   | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $729648.00    | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HoldCo LLC                                                          | LSF11 A5 HoldCo LLC                                                                          | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $833724.74    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                  | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1162108.05   | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                                         | Meritage Homes Corp.                                                                         | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $569712.50    | 0.00%             | 2027-06-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2019-XL, Class J                                        | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14288500 | PA      | $13825346.84  | 0.10%             | 2036-10-15      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Ralph Lauren Corp.                                                           | Ralph Lauren Corp.                                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     39392 | NS      | $4878699.20   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Republic of Nigeria                                                  | Federal Republic of Nigeria                                                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   2413000 | PA      | $1577498.75   | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                 | Wal-Mart de Mexico SAB de CV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   4461656 | NS      | $17426770.34  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     77032 | NS      | $4969664.58   | 0.04%             | 2023-02-24      | Fixed         | 17.90%                | 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      | $1563830.07   | 0.01%             | 2034-01-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                           | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $995433.64    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                                              | CMG Media Corp., 1st Lien Term Loan B                                                        | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1032867 | PA      | $977784.33    | 0.01%             | 2026-12-17      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Sinopharm Group Co. Ltd.                                                     | Sinopharm Group Co. Ltd., Class H                                                            | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |    311200 | NS      | $762748.75    | 0.01%             |  |  |  | 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        |    574191 | PA      | $488339.44    | 0.00%             | 2037-06-25      | Variable      | 6.75%                 | 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        |   8616996 | PA      | $7277357.67   | 0.05%             | 2046-07-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                                                 | Deerfield Dakota Holding LLC, 2nd Lien Term Loan                                             | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1440000 | PA      | $1355400.00   | 0.01%             | 2028-04-07      | Variable      | 11.32%                | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    675000 | PA      | $733826.25    | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    925000 | PA      | $884379.51    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Pike Corp.                                                                   | Pike Corp., Term Loan                                                                        | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    981196 | PA      | $977025.92    | 0.01%             | 2028-01-21      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc.                                                       | GFL Environmental Inc., Term Loan                                                            | CUSIP: C7052BAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1269854 | PA      | $1271974.66   | 0.01%             | 2027-05-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                     | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                          | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1735241.73   | 0.01%             | 2031-07-17      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Commercial International Bank Egypt SAE                                      | Commercial International Bank Egypt SAE                                                      | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |   1289240 | NS      | $2120579.97   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC, Term Loan                                                       | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2906109 | PA      | $2798234.51   | 0.02%             | 2028-05-12      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                                                    | Mileage Plus Holdings LLC                                                                    | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10567800 | PA      | $10676754.02  | 0.08%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $934010.73    | 0.01%             | 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        |    917000 | PA      | $1045734.19   | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | 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        |    533555 | PA      | $510424.16    | 0.00%             | 2036-09-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                                 | Ronshine China Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |    945000 | PA      | $115762.50    | 0.00%             | 2023-06-09      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| X5 Retail Group NV                                                           | X5 Retail Group NV                                                                           | CUSIP: 98387E205<br>LEI: 213800J17UJJJDGUVF56 | Long             | EC               | CORP              | NL        |    207497 | NS      | $2074.97      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AvalonBay Communities, Inc.                                                  | AvalonBay Communities, Inc.                                                                  | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    510000 | PA      | $529983.51    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PDC Energy, Inc.                                                             | PDC Energy, Inc.                                                                             | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    568000 | PA      | $564807.84    | 0.00%             | 2024-09-15      | Fixed         | 6.12%                 | 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        |   6800000 | PA      | $5460687.64   | 0.04%             | 2037-08-13      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Alfa Laval AB                                                                | Alfa Laval AB                                                                                | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |     71812 | NS      | $2256737.34   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares LXI CLO Ltd.                                                            | Ares LXI CLO Ltd., Series 2021-61A, Class A                                                  | CUSIP: 04019DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7351792.50   | 0.05%             | 2034-10-20      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                   | AAdvantage Loyalty IP Ltd., Term Loan                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2258023 | PA      | $2316934.82   | 0.02%             | 2028-04-20      | Variable      | 9.56%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2019-16A, Class CR                                                      | CUSIP: 67570QAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2347075.75   | 0.02%             | 2033-04-10      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $3614342.40   | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ares XLVII CLO Ltd.                                                          | Ares XLVII CLO Ltd., Series 2018-47A, Class SUB                                              | CUSIP: 04016WAC7<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $2061000.00   | 0.02%             | 2030-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $211558.69    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SWF Escrow Issuer Corp.                                                      | SWF Escrow Issuer Corp.                                                                      | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2493000 | PA      | $1638948.06   | 0.01%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOC Aviation Ltd.                                                            | BOC Aviation Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900H06V5RMEB3KE72       | Long             | EC               | CORP              | SG        |    812000 | NS      | $6762295.21   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $618260.04    | 0.00%             | 2028-05-09      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D                 | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727000 | PA      | $619636.79    | 0.00%             | 2050-07-15      | Variable      | 4.14%                 | 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        |  72690300 | PA      | $2276297.48   | 0.02%             | 2035-08-10      | Variable      | 0.91%                 | 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        |   3442000 | PA      | $2480184.04   | 0.02%             | 2046-11-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    305000 | PA      | $237453.38    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | 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      | $2822.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                            | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    488000 | PA      | $371780.70    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    843000 | PA      | $727095.93    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                                       | Cellnex Finance Co. SA                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186391.87    | 0.00%             | 2027-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     40900 | NS      | $2539458.16   | 0.02%             | 2023-03-06      | Fixed         | 9.98%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                               | Alphabet, Inc.                                                                               | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    335000 | PA      | $214178.60    | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2019-1A, Class A1R                                            | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6873820.10   | 0.05%             | 2034-11-14      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Consensus Cloud Solutions, Inc.                                              | Consensus Cloud Solutions, Inc.                                                              | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1335035.46   | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     23936 | NS      | $10861860.33  | 0.08%             | 2023-03-13      | Fixed         | 14.05%                | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    946000 | PA      | $957947.20    | 0.01%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| University of Southern California                                            | University of Southern California, Series 2017                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    375000 | PA      | $324940.80    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Nestle India Ltd.                                                            | Nestle India Ltd.                                                                            | CUSIP: N/A<br>LEI: 3358008SYYY9CPWH5D94       | Long             | EC               | CORP              | IN        |      1676 | NS      | $389920.05    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $673321.36    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | 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        |    992864 | PA      | $611037.65    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Renaissance Holding Corp.                                                    | Renaissance Holding Corp., 1st Lien Term Loan                                                | CUSIP: 75972JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    317443 | PA      | $310979.90    | 0.00%             | 2025-05-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                             | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    510000 | PA      | $503903.16    | 0.00%             | 2028-05-15      | Fixed         | 4.12%                 | 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        |   1581461 | PA      | $1547797.63   | 0.01%             | 2067-05-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| TAMKO Building Products LLC                                                  | TAMKO Building Products LLC, Term Loan                                                       | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    847481 | PA      | $834768.82    | 0.01%             | 2026-05-29      | Variable      | 7.78%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                             | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |   3215000 | PA      | $2843868.44   | 0.02%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    544000 | PA      | $490960.00    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5235136.80   | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3137000 | PA      | $2792243.70   | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMG US Midco 2, Inc.                                                         | SMG US Midco 2, Inc., 1st Lien Term Loan                                                     | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1318253 | PA      | $1312900.75   | 0.01%             | 2025-01-23      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                               | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1749000 | PA      | $1740255.00   | 0.01%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Raptor Acquisition Corp.                                                     | Raptor Acquisition Corp.                                                                     | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1395930.00   | 0.01%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1160557.50   | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1002856.94   | 0.01%             | 2025-04-24      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                                               | Codere Finance 2 Luxembourg SA                                                               | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |    123474 | PA      | $72487.04     | 0.00%             | 2027-11-30      | Variable      | 12.75%                | No            | 2                  | On Loan: No      |
| Lealand Finance Co. BV                                                       | Lealand Finance Co. BV, Term Loan                                                            | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    401686 | PA      | $215657.10    | 0.00%             | 2025-06-30      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                   | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  15530000 | PA      | $13569337.50  | 0.10%             | 2027-01-15      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    186000 | PA      | $160425.00    | 0.00%             | 2031-09-15      | 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      | $4373.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    695000 | PA      | $670161.60    | 0.00%             | 2029-05-01      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                               | Coherent Corp.                                                                               | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   6453000 | PA      | $5860316.15   | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195314.82    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   8420000 | PA      | $7199100.00   | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2020-1A, Class CR                                                        | CUSIP: 00140WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3774791.20   | 0.03%             | 2034-04-15      | Floating      | 6.79%                 | 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      | $7279492.48   | 0.05%             | 2059-12-15      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                                 | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $585560.05    | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    450000 | PA      | $346500.00    | 0.00%             | 2023-03-31      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     55053 | NS      | $9200799.42   | 0.07%             | 2023-03-13      | Fixed         | 18.70%                | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc., Series U                                                                    | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18356000 | PA      | $17529980.00  | 0.13%             | 2024-09-12      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    219378 | NS      | $3501272.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA6, Class 1A                     | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2843626 | PA      | $2303001.02   | 0.02%             | 2047-07-25      | Floating      | 3.24%                 | No            | 2                  | On Loan: No      |
| Taiwan Cooperative Financial Holding Co. Ltd.                                | Taiwan Cooperative Financial Holding Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   1019000 | NS      | $900460.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    156696 | NS      | $10605185.28  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Hung Kai & Co. BVI Ltd.                                                  | Sun Hung Kai & Co. BVI Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900QOZMIRPHNCNK27       | Long             | DBT              | CORP              | VG        |    750000 | PA      | $632812.50    | 0.00%             | 2026-09-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Electron Bidco, Inc.                                                         | Electron Bidco, Inc., 1st Lien Term Loan                                                     | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2302210 | PA      | $2286577.82   | 0.02%             | 2028-11-01      | Variable      | 7.57%                 | 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        |   1256132 | PA      | $1043595.43   | 0.01%             | 2046-05-20      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| WR Grace Holdings LLC                                                        | WR Grace Holdings LLC                                                                        | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   9842000 | PA      | $8203307.00   | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Athenahealth Group, Inc.                                                     | Athenahealth Group, Inc., Term Loan                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3200781 | PA      | $3027395.06   | 0.02%             | 2029-02-15      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                 | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $996393.32    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207906.41    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Han's Laser Technology Industry Group Co. Ltd.                               | Han's Laser Technology Industry Group Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 300300MZXZR87BGKOZ23       | Long             | EC               | CORP              | CN        |   1142794 | NS      | $4751357.17   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                                             | Avoca CLO XV DAC, Series 15X, Class ER                                                       | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |    670000 | PA      | $599235.58    | 0.00%             | 2031-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Masraf Al Rayan QSC                                                          | Masraf Al Rayan QSC                                                                          | CUSIP: N/A<br>LEI: 254900KFL51VLXABR231       | Long             | EC               | CORP              | QA        |    791469 | NS      | $592459.82    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1224945.54   | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256429.63    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | 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      | $47.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Severin Acquisition LLC                                                      | Severin Acquisition LLC, 1st Lien Term Loan                                                  | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |   1292104 | PA      | $1290488.77   | 0.01%             | 2025-08-01      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                            | Celulosa Arauco y Constitucion SA                                                            | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    325000 | PA      | $305865.63    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Southwick Park CLO LLC                                                       | Southwick Park CLO LLC, Series 2019-4A, Class CR                                             | CUSIP: 846031AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2411257.82   | 0.02%             | 2032-07-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100336.41    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3351000 | PA      | $2848350.00   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1056404.52   | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ahlstrom-Munksjo Holding 3 Oy                                                | Ahlstrom-Munksjo Holding 3 Oy                                                                | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    736000 | PA      | $629531.03    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                                            | Magenta Buyer LLC, 2nd Lien Term Loan                                                        | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2925501 | PA      | $2316031.38   | 0.02%             | 2029-07-27      | Variable      | 13.08%                | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                          | Fifth Third Bancorp                                                                          | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1121597.65   | 0.01%             | 2028-10-27      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                     | Duke Energy Progress LLC                                                                     | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2711312.81   | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                  | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $517540.17    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                 | Scotts Miracle-Gro Co. (The)                                                                 | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    204000 | PA      | $166284.48    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                             | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394000.00    | 0.00%             | 2025-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                 | NVIDIA Corp.                                                                                 | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $686408.35    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    225922 | NS      | $11797646.84  | 0.09%             |  |  |  | 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      | $610650.00    | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                         | Heimstaden Bostad AB                                                                         | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    400000 | PA      | $267414.55    | 0.00%             | 2026-01-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                                          | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class DR                                | CUSIP: 67590YAU4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1103324.75   | 0.01%             | 2030-07-15      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $330064.94    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                                           | Vail Resorts, Inc.                                                                           | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    954000 | PA      | $958562.51    | 0.01%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CNT Holding I Corp.                                                          | CNT Holding I Corp., 1st Lien Term Loan                                                      | CUSIP: 12656AAC3<br>LEI: 5493004QM4B3WJSSYR98 | Long             | LON              | CORP              | US        |   1592292 | PA      | $1570143.40   | 0.01%             | 2027-11-08      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                       | BP plc                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   3289594 | NS      | $19869985.55  | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2022-5X, Class E                                                    | CUSIP: N/A<br>LEI: 635400MXEDIKLCXQGA14       | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $467407.21    | 0.00%             | 2035-04-20      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |    800000 | PA      | $742000.00    | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                          | Bank of New York Mellon Corp. (The)                                                          | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91509.19     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     35897 | NS      | $6352162.48   | 0.05%             | 2023-02-01      | Fixed         | 13.31%                | 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        |   1407000 | PA      | $1219871.17   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AGL CLO Ltd.                                                                 | AGL CLO Ltd., Series 2022-17A, Class C                                                       | CUSIP: 00120DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1432250.70   | 0.01%             | 2035-01-21      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| BlueMountain Fuji Eur CLO IV DAC                                             | BlueMountain Fuji Eur CLO IV DAC, Series 4X, Class ER                                        | CUSIP: N/A<br>LEI: 635400HJC6QIB41LHM93       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $653137.94    | 0.00%             | 2034-02-25      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Partners LP                                              | Enterprise Products Partners LP                                                              | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |     94431 | NS      | $2417433.60   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1015126.31   | 0.01%             | 2025-06-03      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 4 Ltd.                                                       | Signal Peak CLO 4 Ltd., Series 2017-4A, Class DR                                             | CUSIP: 82667EAJ0<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2023215.70   | 0.01%             | 2034-10-26      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                 | International Consolidated Airlines Group SA                                                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $708821.80    | 0.01%             | 2027-07-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    520000 | PA      | $474414.53    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | 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      | $6356621.60   | 0.05%             | 2038-03-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Vistra Corp.                                                                 | Vistra Corp.                                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1798005.00   | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4149817.19   | 0.03%             | 2027-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Magellan Midstream Partners LP                                               | Magellan Midstream Partners LP                                                               | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             |  |  | US        |     39060 | NS      | $2085804.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-2A, Class E                                                         | CUSIP: 00142DAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1220785.57   | 0.01%             | 2034-07-20      | Floating      | 11.31%                | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc., Term Loan                                                           | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3850472 | PA      | $3848855.00   | 0.03%             | 2027-02-25      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc., Series C                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  10005000 | PA      | $8954475.00   | 0.07%             | 2027-01-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XX Ltd.                                                         | Symphony CLO XX Ltd., Series 2018-20A, Class DR                                              | CUSIP: 87166VAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2584480.80   | 0.02%             | 2032-01-16      | Floating      | 8.54%                 | No            | 2                  | On Loan: No      |
| HT Troplast GmbH                                                             | HT Troplast GmbH                                                                             | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |    376000 | PA      | $394461.51    | 0.00%             | 2025-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                            | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $227921.86    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 4 Ltd.                                     | GoldenTree Loan Management US CLO 4 Ltd., Series 2019-4A, Class CR                           | CUSIP: 38137YAU5<br>LEI: 549300H67V5FL4RU1Z53 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956037.30    | 0.01%             | 2031-04-24      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| Industries Qatar QSC                                                         | Industries Qatar QSC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    191189 | NS      | $736445.04    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    132964 | NS      | $13871725.84  | 0.10%             | 2023-02-10      | Fixed         | 13.36%                | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd.                                                               | HDFC Bank Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |   3300000 | PA      | $2879250.00   | 0.02%             | 2026-08-25      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    315000 | PA      | $277380.20    | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| ARD Finance SA                                                               | ARD Finance SA                                                                               | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   4579545 | PA      | $3592378.28   | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                              | PECO Energy Co.                                                                              | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92117.03     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Sutter Health                                                                | Sutter Health, Series 20A                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    244000 | PA      | $183204.73    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    360000 | PA      | $-6623.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OHA Credit Partners XI Ltd.                                                  | OHA Credit Partners XI Ltd., Series 2015-11A, Class DR                                       | CUSIP: 67109FAQ8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $370366.40    | 0.00%             | 2032-01-20      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| XPO Escrow Sub LLC                                                           | XPO Escrow Sub LLC                                                                           | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $664857.20    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                            | LYB International Finance III LLC                                                            | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $44633.39     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO                                                              | Birch Grove CLO Ltd., Series 2021-3A, Class B1                                               | CUSIP: 09076VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7266844.50   | 0.05%             | 2035-01-19      | Floating      | 6.60%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    108900 | NS      | $4193817.40   | 0.03%             | 2023-02-21      | Fixed         | 21.46%                | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                           | Ryder System, Inc.                                                                           | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527727.43    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                                                | Ovintiv, Inc.                                                                                | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2557195.39   | 0.02%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Rad CLO 9 Ltd.                                                               | Rad CLO 9 Ltd., Series 2020-9A, Class A1                                                     | CUSIP: 48661QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1238128.00   | 0.01%             | 2034-01-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                    | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    475000 | PA      | $531888.14    | 0.00%             | 2028-03-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Sealand Securities Co. Ltd.                                                  | Sealand Securities Co. Ltd., Class A                                                         | CUSIP: N/A<br>LEI: 300300E1000345000084       | Long             | EC               | CORP              | CN        |    100600 | NS      | $52856.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                    | CUSIP: N/A<br>LEI: 54930064UHXCIUWVI755       | Long             | DBT              | CORP              | US        |    619000 | PA      | $581526.16    | 0.00%             | 2026-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     30600 | NS      | $2101515.16   | 0.02%             | 2023-02-27      | Fixed         | 13.76%                | No            | 2                  | On Loan: No      |
| DiGi.Com Bhd.                                                                | DiGi.Com Bhd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    230700 | NS      | $228162.21    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aethon United BR LP                                                          | Aethon United BR LP                                                                          | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4706350.00   | 0.03%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $473945.15    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Tosca Services LLC                                                           | Tosca Services LLC, Term Loan                                                                | CUSIP: 89148PAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1218377 | PA      | $978759.19    | 0.01%             | 2027-08-18      | Variable      | 8.18%                 | 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        |    459305 | PA      | $238953.36    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |    300000 | PA      | $334718.77    | 0.00%             | 2026-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC, Term Loan B4                                                     | CUSIP: 38017BAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1580722 | PA      | $1577212.55   | 0.01%             | 2027-08-10      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Aena SME SA                                                                  | Aena SME SA                                                                                  | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    129067 | NS      | $19392178.27  | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                                       | Owl Rock Capital Corp.                                                                       | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1265045.67   | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |    260246 | PA      | $204237.97    | 0.00%             | 2036-05-20      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                | EDP - Energias de Portugal SA                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |   2830208 | NS      | $14061204.89  | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Stevens Holding Co., Inc.                                                    | Stevens Holding Co., Inc.                                                                    | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658000 | PA      | $667777.88    | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1574193.20   | 0.01%             | 2026-03-23      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-2A, Class D                                              | CUSIP: 69701XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3801072.80   | 0.03%             | 2034-07-15      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                 | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $239430.10    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                       | China Evergrande Group                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   4595000 | PA      | $471849.06    | 0.00%             | 2023-01-22      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                                 | VS Buyer LLC, Term Loan                                                                      | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3270144 | PA      | $3239502.55   | 0.02%             | 2027-02-28      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                   | MSCI, Inc.                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1476539.61   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                 | Pacific Gas and Electric Co.                                                                 | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1190924.01   | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co., Series BB                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $4862890.63   | 0.04%             | 2026-03-15      | Variable      | 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      | $-104.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                 | Bank of East Asia Ltd. (The)                                                                 | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |   4653000 | PA      | $4420350.00   | 0.03%             | 2025-10-21      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Inter Media & Communication SpA                                              | Inter Media & Communication SpA                                                              | CUSIP: N/A<br>LEI: 81560082CE2ED97AFD36       | Long             | DBT              | CORP              | IT        |    408000 | PA      | $421268.45    | 0.00%             | 2027-02-09      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO II DAC                                                         | Voya Euro CLO II DAC, Series 2X, Class ER                                                    | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |    390000 | PA      | $363003.35    | 0.00%             | 2035-07-15      | Floating      | 8.35%                 | No            | 2                  | On Loan: No      |
| FleetCor Technologies Operating Co. LLC                                      | FleetCor Technologies Operating Co. LLC, Term Loan B4                                        | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1086734 | PA      | $1082484.52   | 0.01%             | 2028-04-28      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                | Banco BPM SpA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |   5114000 | PA      | $4767429.97   | 0.04%             | 2031-06-29      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    412000 | PA      | $372428.15    | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc., Series C                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273381.19    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1997000 | PA      | $1470790.50   | 0.01%             | 2032-04-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chipbond Technology Corp.                                                    | Chipbond Technology Corp.                                                                    | CUSIP: N/A<br>LEI: 254900AK7VTHB4UYLR40       | Long             | EC               | CORP              | TW        |    167000 | NS      | $338321.41    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc., Term Loan B                                            | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3115236 | PA      | $2958009.69   | 0.02%             | 2026-08-21      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Government of Mongolia                                                       | State of Mongolia                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |   2067000 | PA      | $1932872.37   | 0.01%             | 2026-04-07      | Fixed         | 5.12%                 | 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        |   1848998 | PA      | $1742863.70   | 0.01%             | 2028-07-15      | Variable      | 7.03%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $808983.76    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 10 Ltd.                                                      | Signal Peak CLO 10 Ltd., Series 2021-9A, Class C                                             | CUSIP: 82670QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1889103.60   | 0.01%             | 2034-07-21      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                       | Techem Verwaltungsgesellschaft 675 mbH                                                       | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $302091.81    | 0.00%             | 2025-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2142784.00   | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                                              | Rolls-Royce plc                                                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   7779000 | PA      | $7565077.50   | 0.06%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                    | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    703000 | PA      | $723159.61    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FW765<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     85800 | NS      | $3635289.17   | 0.03%             | 2023-03-09      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $2900075.00   | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXVI Ltd.                                               | Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR                                    | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |   3486312 | PA      | $3462638.50   | 0.03%             | 2030-07-29      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy, Inc.                                                         | Cenovus Energy, Inc.                                                                         | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $372931.87    | 0.00%             | 2052-02-15      | 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      | $2631.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldstory SASU                                                               | Goldstory SASU                                                                               | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |   1483000 | PA      | $1499386.41   | 0.01%             | 2026-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232966.02    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                      | MGM China Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |   4116000 | PA      | $3905826.75   | 0.03%             | 2025-06-18      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    894000 | PA      | $700681.44    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1181413.95   | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| RELX plc                                                                     | RELX plc                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    538711 | NS      | $16028752.78  | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10437000 | PA      | $8136163.35   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Regency Centers LP                                                           | Regency Centers LP                                                                           | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2033249.18   | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                             | Salesforce, Inc.                                                                             | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $203482.39    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                        | Iridium Satellite LLC, Term Loan B2                                                          | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2077328 | PA      | $2075791.00   | 0.02%             | 2026-11-04      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| PPM CLO 4 Ltd.                                                               | PPM CLO 4 Ltd., Series 2020-4A, Class CR                                                     | CUSIP: 69356AAQ5<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1156305.88   | 0.01%             | 2034-10-18      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc.                                                                       | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2232101.59   | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Air Canada                                                                   | Air Canada, Term Loan                                                                        | CUSIP: C0102MAP0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2299047 | PA      | $2295345.53   | 0.02%             | 2028-08-11      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC, Term Loan                                                         | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    199769 | PA      | $198021.11    | 0.00%             | 2027-11-30      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Grupo Antolin-Irausa SA                                                      | Grupo Antolin-Irausa SA                                                                      | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |    977000 | PA      | $758106.39    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Kimco Realty OP LLC                                                          | Kimco Realty OP LLC                                                                          | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    920000 | PA      | $889838.86    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class XA                | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29600137 | PA      | $606249.29    | 0.00%             | 2049-12-15      | Variable      | 0.65%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792956.60    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                          | DBGS Mortgage Trust, Series 2018-BIOD, Class F                                               | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4998282 | PA      | $4812038.93   | 0.04%             | 2035-05-15      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                              | Santander UK Group Holdings plc                                                              | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1857933.79   | 0.01%             | 2026-11-21      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63863.73     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $648684.10    | 0.00%             | 2024-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     49200 | NS      | $4771065.12   | 0.04%             | 2023-02-09      | Fixed         | 23.21%                | No            | 2                  | On Loan: No      |
| Emaar Economic City                                                          | Emaar Economic City                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     28763 | NS      | $62952.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                                 | Kaspi.KZ JSC                                                                                 | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |     78641 | NS      | $5780997.68   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Aon Global Ltd.                                                              | Aon Global Ltd.                                                                              | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $334116.39    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     25480 | NS      | $5907148.08   | 0.04%             | 2023-02-03      | Fixed         | 12.17%                | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     22398 | NS      | $1115044.32   | 0.01%             | 2023-03-03      | Fixed         | 13.85%                | 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        |    327126 | PA      | $284439.58    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JGC Ventures Pte. Ltd.                                                       | JGC Ventures Pte. Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549008PR2UO2K6SYH32       | Long             | DBT              | CORP              | SG        |   1501944 | PA      | $600777.60    | 0.00%             | 2025-06-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                                        | Bank Rakyat Indonesia Persero Tbk. PT                                                        | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |  47259413 | NS      | $14492946.80  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hertz Corp. (The)                                                            | Hertz Corp. (The)                                                                            | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    958000 | PA      | $852620.00    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $485730.10    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Sherwood Financing plc                                                       | Sherwood Financing plc                                                                       | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    713000 | PA      | $654991.57    | 0.00%             | 2026-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| North Westerly VII ESG CLO DAC                                               | North Westerly VII ESG CLO DAC, Series VII-X, Class E                                        | CUSIP: N/A<br>LEI: 6354007ZUE69EZFAZR52       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $91977.36     | 0.00%             | 2034-05-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Finnair OYJ                                                                  | Finnair OYJ                                                                                  | CUSIP: N/A<br>LEI: 213800SB6EOB8SSK9W63       | Long             | DBT              | NUSS              | FI        |    700000 | PA      | $605759.98    | 0.00%             | 2025-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $285202.50    | 0.00%             | 2022-07-05      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Ligado Networks LLC                                                          | Ligado Networks LLC                                                                          | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1826478 | PA      | $630182.75    | 0.00%             | 2023-11-01      | Variable      | 15.50%                | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                                         | CP Atlas Buyer, Inc., Term Loan B                                                            | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |   1847517 | PA      | $1656096.03   | 0.01%             | 2027-11-23      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| RHB Bank Bhd.                                                                | RHB Bank Bhd.                                                                                | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |    330600 | NS      | $446300.68    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                 | FirstEnergy Transmission LLC                                                                 | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    872000 | PA      | $758290.41    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | 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      | $4873433.50   | 0.04%             | 2034-07-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                         | Heathrow Finance plc                                                                         | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |   1071000 | PA      | $1056305.88   | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $1896974.14   | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    464000 | PA      | $352468.83    | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1608271.17   | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                                   | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                             | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    374365 | PA      | $327569.73    | 0.00%             | 2028-05-25      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                                                 | Mattel, Inc.                                                                                 | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    875000 | PA      | $812437.50    | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | 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        |   1524793 | PA      | $1290719.37   | 0.01%             | 2037-03-25      | Floating      | 4.65%                 | 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        |   1327357 | PA      | $1214531.65   | 0.01%             | 2027-10-28      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                                              | Stonegate Pub Co. Financing plc                                                              | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |   1111000 | PA      | $1256696.40   | 0.01%             | 2025-07-13      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                                  | WRKCo, Inc.                                                                                  | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316527.02    | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                    | Mexico City Airport Trust                                                                    | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3191000 | PA      | $3079913.31   | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | 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      | $2522797.86   | 0.02%             | 2036-04-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| New SK Holdco Sub LLC                                                        | New SK Holdco Sub LLC, Term Loan                                                             | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1671998 | PA      | $1429558.63   | 0.01%             | 2027-06-30      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| Eversource Energy                                                            | Eversource Energy                                                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    140487 | NS      | $11566294.71  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Modernland Overseas Pte. Ltd.                                                | Modernland Overseas Pte. Ltd., Series 2                                                      | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |     38056 | PA      | $9425.74      | 0.00%             | 2027-04-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1060079.12   | 0.01%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Hong Leong Bank Bhd.                                                         | Hong Leong Bank Bhd.                                                                         | CUSIP: N/A<br>LEI: 549300BUPYUQGB5BFX94       | Long             | EC               | CORP              | MY        |     91300 | NS      | $439827.91    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                   | Anchorage Capital CLO Ltd., Series 2022-25A, Class C                                         | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4745796.50   | 0.03%             | 2035-04-20      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                       | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2421130.00   | 0.02%             | 2025-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     72900 | NS      | $3720505.68   | 0.03%             | 2023-03-09      | Fixed         | 17.60%                | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175860.60    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217793.80    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                             | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1113825.60   | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | 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        |    978500 | PA      | $836441.11    | 0.01%             | 2035-08-25      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                    | Axalta Coating Systems Dutch Holding B BV                                                    | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |    220000 | PA      | $233193.68    | 0.00%             | 2025-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Chile                                                            | Republic of Chile                                                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   5033000 | PA      | $3799285.88   | 0.03%             | 2041-05-07      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                               | Takeda Pharmaceutical Co. Ltd.                                                               | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2147000 | PA      | $1582995.25   | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                                         | Merrill Lynch International & Co. CV                                                         | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |    131500 | NS      | $1788461.14   | 0.01%             | 2023-02-16      | Fixed         | 29.02%                | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                                          | KKR Apple Bidco LLC, 1st Lien Term Loan                                                      | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   1022670 | PA      | $1018200.93   | 0.01%             | 2028-09-22      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42023.87     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | 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        |   1038278 | PA      | $844450.30    | 0.01%             | 2047-06-20      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| KT&G Corp.                                                                   | KT&G Corp.                                                                                   | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     23177 | NS      | $1738541.88   | 0.01%             |  |  |  | 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        |  11975000 | PA      | $11967452.16  | 0.09%             | 2027-11-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Catskill Park CLO Ltd.                                                       | Catskill Park CLO Ltd., Series 2017-1A, Class C                                              | CUSIP: 149420AJ0<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $924378.30    | 0.01%             | 2029-04-20      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| Belron Finance LLC                                                           | Belron Finance LLC, Term Loan                                                                | CUSIP: 08078UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1292419 | PA      | $1290260.88   | 0.01%             | 2026-10-30      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Ambev SA                                                                     | Ambev SA                                                                                     | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    276004 | NS      | $734170.64    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| China Aoyuan Group Ltd.                                                      | China Aoyuan Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $194750.00    | 0.00%             | 2025-08-18      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Cidron Aida Finco SARL                                                       | Cidron Aida Finco SARL                                                                       | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |    878000 | PA      | $913310.69    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |   2900000 | PA      | $3098873.68   | 0.02%             | 2030-02-03      | Variable      | 6.13%                 | 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      | $1880548.40   | 0.01%             | 2034-10-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                              | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206075.37    | 0.00%             | 2025-09-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co. Ltd.                                                          | SK Telecom Co. Ltd.                                                                          | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     47954 | NS      | $1817221.57   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Equitrans Midstream Corp.                                                    | Equitrans Midstream Corp.                                                                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     49005 | NS      | $355286.25    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                                   | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class C                         | CUSIP: 64131QAE0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1918027.00   | 0.01%             | 2030-10-18      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $481959.20    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series E0OO                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |   1060700 | NS      | $6316575.39   | 0.05%             | 2023-03-27      | Fixed         | 19.97%                | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $499855.33    | 0.00%             | 2023-12-05      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                                       | MidAmerican Energy Co.                                                                       | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1068372.60   | 0.01%             | 2049-07-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1371137.54   | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Generate CLO 7 Ltd.                                                          | Generate CLO 7 Ltd., Series 2019-2A, Class A1                                                | CUSIP: 98625DAA8<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2973007.80   | 0.02%             | 2033-01-22      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                  | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    351000 | PA      | $289454.79    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   4026000 | PA      | $4653238.22   | 0.03%             | 2025-12-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| CNX Midstream Partners LP                                                    | CNX Midstream Partners LP                                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1422344.53   | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                               | Madison Park Funding XXXI Ltd., Series 2018-31A, Class C                                     | CUSIP: 55819DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $580221.30    | 0.00%             | 2031-01-23      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                    | First Abu Dhabi Bank PJSC                                                                    | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |    113983 | NS      | $422806.67    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                            | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10926000 | PA      | $9518949.72   | 0.07%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                        | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1975000 | PA      | $2006025.67   | 0.01%             | 2026-01-13      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                                            | Realogy Group LLC                                                                            | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079000 | PA      | $809250.00    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    310000 | PA      | $4306.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   6324000 | PA      | $6318610.50   | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Jefferies Finance LLC                                                        | Jefferies Finance LLC                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2783000 | PA      | $2360389.26   | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Korian SA                                                                    | Korian SA                                                                                    | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $282569.22    | 0.00%             | 2024-03-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                              | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    538000 | PA      | $497982.30    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Dong-E-E-Jiao Co. Ltd.                                                       | Dong-E-E-Jiao Co. Ltd., Class A                                                              | CUSIP: N/A<br>LEI: 655600E60FK5WI9EWB37       | Long             | EC               | CORP              | CN        |     22200 | NS      | $144962.54    | 0.00%             |  |  |  | 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      | $4845792.00   | 0.04%             | 2035-04-18      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR8, Class F                                        | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22000000 | PA      | $18587041.00  | 0.14%             | 2038-10-17      | Fixed         | 3.18%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc.                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2084066.49   | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc., 1st Lien Term Loan                                                         | CUSIP: 74345HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4556949 | PA      | $4463668.00   | 0.03%             | 2028-08-31      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     40714 | NS      | $5855143.02   | 0.04%             | 2023-02-23      | Fixed         | 14.08%                | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                         | Otis Worldwide Corp.                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    212522 | NS      | $17475684.06  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143777.02    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            | 2                  | On Loan: No      |
| Deer Creek CLO Ltd.                                                          | Deer Creek CLO Ltd., Series 2017-1A, Class A                                                 | CUSIP: 24380LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    935897 | PA      | $927992.84    | 0.01%             | 2030-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                        | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $174088.10    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   2568000 | PA      | $2318101.50   | 0.02%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                    | KLA Corp.                                                                                    | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1308927.18   | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | 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      | $-1613.19     | -0.00%            |  |  |  | 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        |    962349 | PA      | $596003.10    | 0.00%             | 2037-02-25      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2476618.72   | 0.02%             | 2026-04-25      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C                                     | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3330000 | PA      | $3038916.71   | 0.02%             | 2058-05-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co. BV                                                            | Ziggo Bond Co. BV                                                                            | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   2165000 | PA      | $1789372.50   | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital 21 Euro DAC                                               | Northwoods Capital 21 Euro DAC, Series 2020-21X, Class ER                                    | CUSIP: N/A<br>LEI: 5493006ETJ3EQ0LC1480       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $187368.30    | 0.00%             | 2034-07-22      | Floating      | 8.45%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO II Ltd.                                                         | Greywolf CLO II Ltd., Series 2013-1A, Class B1RR                                             | CUSIP: 398079BE2<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1419976.80   | 0.01%             | 2034-04-15      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    817000 | PA      | $827055.98    | 0.01%             | 2025-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215642.60    | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                     | Marathon Petroleum Corp.                                                                     | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109524.35    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| China International Capital Corp. Ltd.                                       | China International Capital Corp. Ltd., Class A                                              | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |     37000 | NS      | $219619.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                               | Uniti Group LP                                                                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $257579.50    | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2087122.74   | 0.02%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10937.19     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Abdullah Al Othaim Markets Co.                                               | Abdullah Al Othaim Markets Co.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      8006 | NS      | $225219.78    | 0.00%             |  |  |  | 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        |   3204816 | PA      | $2871348.92   | 0.02%             | 2037-07-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                        | Tencent Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |     36900 | NS      | $1798097.13   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Ltd.                                                                 | Invesco Ltd.                                                                                 | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     95375 | NS      | $1765391.25   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Packers Holdings LLC                                                         | Packers Holdings LLC, Term Loan                                                              | CUSIP: 69519UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492835 | PA      | $1379633.71   | 0.01%             | 2028-03-09      | Variable      | 7.71%                 | 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        |   2513985 | PA      | $2306578.88   | 0.02%             | 2037-03-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Gen Digital Inc.                                                             | Gen Digital Inc., Term Loan B                                                                | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1482276 | PA      | $1477948.17   | 0.01%             | 2029-09-12      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $283032.19    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                                           | AmWINS Group, Inc.                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $2991129.65   | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Maravai Intermediate Holdings LLC                                            | Maravai Intermediate Holdings LLC, Term Loan B                                               | CUSIP: 56589PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2269845 | PA      | $2261332.95   | 0.02%             | 2027-10-19      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                      | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2258495.87   | 0.02%             | 2024-06-14      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                                        | AssuredPartners, Inc., Term Loan                                                             | CUSIP: 04621HAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2408464 | PA      | $2380357.33   | 0.02%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Pearl Holding II Ltd.                                                        | Pearl Holding II Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300BUY3KOHID1L691       | Long             | DBT              | CORP              | KY        |    572571 | PA      | $13715.72     | 0.00%             | 2049-12-29      | 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        |    348000 | PA      | $323922.09    | 0.00%             | 2028-10-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Dryden CLO Ltd.                                                              | Dryden CLO Ltd., Series 2020-86A, Class DR                                                   | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5561661.00   | 0.04%             | 2034-07-17      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3152587.74   | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                            | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $169814.63    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Saudi Airlines Catering Co.                                                  | Saudi Airlines Catering Co.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     16235 | NS      | $328425.22    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                               | Madison Park Funding XXIX Ltd., Series 2018-29A, Class C                                     | CUSIP: 55820CAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5242412.77   | 0.04%             | 2030-10-18      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1779000 | PA      | $1729660.20   | 0.01%             | 2034-04-02      | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     16100 | NS      | $4093042.40   | 0.03%             | 2023-02-02      | Fixed         | 15.93%                | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                         | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |    906000 | PA      | $864300.56    | 0.01%             | 2027-05-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $802845.49    | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                              | NGPL PipeCo LLC                                                                              | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3957902.51   | 0.03%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| NCR Corp.                                                                    | NCR Corp.                                                                                    | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    884000 | PA      | $857798.59    | 0.01%             | 2027-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Constellation Automotive Financing plc                                       | Constellation Automotive Financing plc                                                       | CUSIP: N/A<br>LEI: 254900HVTSU7VICDRM89       | Long             | DBT              | CORP              | GB        |   1184000 | PA      | $1021056.23   | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | 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      | $-3451.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                 | Fiserv, Inc.                                                                                 | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    755000 | PA      | $658177.92    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc.                                                                                 | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2305820.00   | 0.02%             | 2025-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2021-22A, Class C                                                       | CUSIP: 67117TAE5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4210555.05   | 0.03%             | 2034-12-02      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Asahi Mutual Life Insurance Co.                                              | Asahi Mutual Life Insurance Co.                                                              | CUSIP: N/A<br>LEI: 549300ZTKF2W3KCEJ782       | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2699190.00   | 0.02%             | 2023-09-05      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO Ltd.                                                           | Ballyrock CLO Ltd., Series 2020-2A, Class BR                                                 | CUSIP: 05875DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4270507.65   | 0.03%             | 2031-10-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| F-Brasile SpA                                                                | F-Brasile SpA, Series XR                                                                     | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2497000 | PA      | $2045991.86   | 0.02%             | 2026-08-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                    | AG TTMT Escrow Issuer LLC                                                                    | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1529083.14   | 0.01%             | 2027-09-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $138731.41    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                      | Chesapeake Energy Corp.                                                                      | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67991.02     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                                       | TRI Pointe Homes, Inc.                                                                       | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $321795.74    | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565458.24    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2151747.55   | 0.02%             | 2024-10-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd.                                                     | QBE Insurance Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |    677000 | PA      | $654794.40    | 0.00%             | 2046-06-17      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Torrent Pharmaceuticals Ltd.                                                 | Torrent Pharmaceuticals Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800NA6HK275RIJE13       | Long             | EC               | CORP              | IN        |     22802 | NS      | $424647.73    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    933000 | PA      | $839933.25    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Syneos Health, Inc.                                                          | Syneos Health, Inc.                                                                          | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    437000 | PA      | $353423.75    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd.                                                | Canadian Pacific Railway Ltd.                                                                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16580 | NS      | $1308162.00   | 0.01%             |  |  |  | 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        |   5846320 | PA      | $2376314.91   | 0.02%             | 2036-07-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp., Series M                                                        | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  16300000 | PA      | $14147400.16  | 0.10%             | 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      | $6897969.70   | 0.05%             | 2033-02-15      | Floating      | 6.61%                 | No            | 3                  | On Loan: No      |
| KKR CLO 27 Ltd.                                                              | KKR CLO 27 Ltd., Series 27A, Class CR                                                        | CUSIP: 48253YBG2<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1386397.64   | 0.01%             | 2032-10-15      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                      | Sasol Financing USA LLC                                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417600.00    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXIX                                                              | Apidos CLO XXIX, Series 2018-29A, Class A2                                                   | CUSIP: 03767MAG3<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $975638.30    | 0.01%             | 2030-07-25      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                                      | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   4766000 | PA      | $4620899.13   | 0.03%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                                           | Tampa Electric Co.                                                                           | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $101914.67    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $213255.34    | 0.00%             | 2024-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| National Bank of Kuwait SAKP                                                 | National Bank of Kuwait SAKP                                                                 | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |    357741 | NS      | $1287788.01   | 0.01%             |  |  |  | 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      | $976906.60    | 0.01%             | 2031-07-28      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1982000 | PA      | $1860354.75   | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2022-NQM7, Class A1                                                        | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5917196 | PA      | $5900200.08   | 0.04%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                                          | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class CR                                | CUSIP: 67592FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3634792.34   | 0.03%             | 2033-10-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                              | BAE Systems plc                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    401262 | NS      | $4247780.58   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP, Series B                                                                            | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170051.00    | 0.00%             | 2023-02-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                                          | NuStar Logistics LP                                                                          | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    752000 | PA      | $744111.52    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9443 | NS      | $4016209.82   | 0.03%             | 2023-02-17      | Fixed         | 18.63%                | 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      | $983271.30    | 0.01%             | 2031-05-20      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                         | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1088000 | PA      | $1081064.00   | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342546.60    | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                                                | Vizient, Inc., Term Loan B7                                                                  | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    349245 | PA      | $349332.31    | 0.00%             | 2029-05-16      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  23625000 | PA      | $25072031.25  | 0.18%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                      | Equate Petrochemical BV                                                                      | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    803000 | PA      | $713565.88    | 0.01%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1812645.71   | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                  | GSAMP Trust, Series 2006-HE6, Class A4                                                       | CUSIP: 36245AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433976 | PA      | $1151602.08   | 0.01%             | 2036-08-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Absa Group Ltd.                                                              | Absa Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |    543672 | NS      | $6248048.74   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                           | Altria Group, Inc.                                                                           | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192699.50    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2020-SFR1, Class G                                        | CUSIP: 74331CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3229578.45   | 0.02%             | 2037-04-17      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2909000 | PA      | $2157822.02   | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| Freeport LNG investments, LLLP                                               | Freeport LNG investments, LLLP, Term Loan B                                                  | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   3725858 | PA      | $3609425.04   | 0.03%             | 2028-12-21      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                     | Cooperatieve Rabobank UA                                                                     | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1925000 | PA      | $1710748.10   | 0.01%             | 2027-12-15      | Variable      | 1.98%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-4A, Class B                                              | CUSIP: 69702EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7085910.75   | 0.05%             | 2034-10-15      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp., Series B                                                                          | CUSIP: 78442P502<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    136000 | NS      | $8801920.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                             | GE HealthCare Technologies, Inc.                                                             | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1379632.35   | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                         | Meta Platforms, Inc., Class A                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     32690 | NS      | $4869829.30   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $1606083.71   | 0.01%             | 2025-05-24      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| KKR CLO 41 Ltd.                                                              | KKR CLO 41 Ltd., Series 2022-41A, Class D                                                    | CUSIP: 48255PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $4889973.38   | 0.04%             | 2035-04-15      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   6526000 | PA      | $6493370.00   | 0.05%             | 2023-12-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470344.47    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Medtronic plc                                                                | Medtronic plc                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    328035 | NS      | $27453249.15  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                  | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   7607000 | PA      | $7721105.00   | 0.06%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XIX Ltd.                                                       | Battalion CLO XIX Ltd., Series 2021-19A, Class D                                             | CUSIP: 07133VAG1<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2761731.90   | 0.02%             | 2034-04-15      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| Syngene International Ltd.                                                   | Syngene International Ltd.                                                                   | CUSIP: N/A<br>LEI: 335800FFAWRC77Z2EY68       | Long             | EC               | CORP              | IN        |     39183 | NS      | $270046.20    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HPCL-Mittal Energy Ltd.                                                      | HPCL-Mittal Energy Ltd.                                                                      | CUSIP: N/A<br>LEI: 3358008CSQJBZUGQXP26       | Long             | DBT              | CORP              | IN        |    700000 | PA      | $651000.00    | 0.00%             | 2027-04-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4207203.84   | 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        |    660000 | PA      | $592138.80    | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                                         | Central Parent, Inc., 1st Lien Term Loan                                                     | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1600000 | PA      | $1595504.00   | 0.01%             | 2029-07-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1008032.00   | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                  | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3295074.40   | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Co. LLC                                                   | Go Daddy Operating Co. LLC                                                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1302631.88   | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                           | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $3596400.00   | 0.03%             | 2024-01-23      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Telekom Malaysia Bhd.                                                        | Telekom Malaysia Bhd.                                                                        | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |    220400 | NS      | $270371.11    | 0.00%             |  |  |  | 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        |   3668658 | PA      | $5133812.58   | 0.04%             | 2037-04-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Total Return Basket Swap                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    459100 | NS      | $327135.01    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                                                 | Ardagh Packaging Finance plc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    551000 | PA      | $529897.83    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                                                 | Rossini SARL                                                                                 | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |   1312000 | PA      | $1434271.26   | 0.01%             | 2025-10-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     28341 | NS      | $3372579.00   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                        | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2555664.48   | 0.02%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance BV                                    | Deutsche Telekom International Finance BV                                                    | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     12000 | PA      | $14660.11     | 0.00%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Hunter Douglas Holding BV                                                    | Hunter Douglas Holding BV, Term Loan B1                                                      | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   2924785 | PA      | $2674364.68   | 0.02%             | 2029-02-26      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4786000 | PA      | $4019787.91   | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                                                 | Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class BR2                                      | CUSIP: 03328WAU2<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978906.90    | 0.01%             | 2032-07-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                                              | Repsol International Finance BV                                                              | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |    550000 | PA      | $561273.26    | 0.00%             | 2026-03-11      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    113333 | PA      | $5261.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp., Term Loan B                                                              | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   2048905 | PA      | $2038660.04   | 0.02%             | 2027-03-02      | Variable      | 7.12%                 | 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      | $8580424.00   | 0.06%             | 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        |   4642000 | PA      | $4074515.50   | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV, Series MTNQ                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      8110 | NS      | $2634791.33   | 0.02%             | 2023-02-08      | Fixed         | 15.13%                | No            | 2                  | On Loan: No      |
| Delta Topco, Inc.                                                            | Delta Topco, Inc., 2nd Lien Term Loan                                                        | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394000 | PA      | $328005.00    | 0.00%             | 2028-12-01      | Variable      | 11.65%                | 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      | $-730.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2630387.10   | 0.02%             | 2026-03-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 26 Ltd.                                          | Octagon Investment Partners 26 Ltd., Series 2016-1A, Class BR                                | CUSIP: 67590YAQ3<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5852479.80   | 0.04%             | 2030-07-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Western Midstream Partners LP                                                | Western Midstream Partners LP                                                                | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |     53280 | NS      | $1439625.60   | 0.01%             |  |  |  | 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        |   2186382 | PA      | $1790887.22   | 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-MBS          | CORP              | BM        |  37250000 | PA      | $36691615.05  | 0.27%             | 2035-08-19      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2206724.85   | 0.02%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6320000 | PA      | $5427805.60   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2018-15A, Class A3                                                      | CUSIP: 67112KAC3<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981369.70    | 0.01%             | 2031-07-20      | Floating      | 6.51%                 | 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        |   4941000 | PA      | $4780417.50   | 0.04%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Pharmacia LLC                                                                | Pharmacia LLC                                                                                | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $337793.89    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                           | Devon Energy Corp.                                                                           | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    323000 | PA      | $289522.19    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                     | Marathon Petroleum Corp.                                                                     | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43966.07     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                             | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1415000 | PA      | $1476481.75   | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Savola Group (The)                                                           | Savola Group (The)                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |      8855 | NS      | $71052.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                | Berkshire Hathaway Energy Co.                                                                | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95461.45     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    326703 | NS      | $11316833.99  | 0.08%             | 2023-03-01      | Fixed         | 14.19%                | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                         | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2096220.00   | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                         | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                              | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12482253 | PA      | $12457349.28  | 0.09%             | 2039-10-25      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                              | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $651633.36    | 0.00%             | 2027-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2036220.12   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                     | PNC Financial Services Group, Inc. (The), Series T                                           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  22250000 | PA      | $18968125.00  | 0.14%             | 2026-09-15      | Variable      | 3.40%                 | No            | 2                  | On Loan: No      |
| Aviva plc                                                                    | Aviva plc                                                                                    | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |   3375000 | PA      | $3859613.53   | 0.03%             | 2031-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                      | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3062000 | PA      | $3012242.50   | 0.02%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Henley CLO IV DAC                                                            | Henley CLO IV DAC, Series 4X, Class E                                                        | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $275786.91    | 0.00%             | 2034-04-25      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Virginia Electric & Power Co.                                                | Virginia Electric & Power Co.                                                                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    595000 | PA      | $552398.04    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                              | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $999968.70    | 0.01%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Food Service Project SA                                                      | Food Service Project SA                                                                      | CUSIP: N/A<br>LEI: 95980020140005812514       | Long             | DBT              | CORP              | ES        |    816000 | PA      | $833887.54    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                   | MSCI, Inc.                                                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1308580.00   | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DIRECTV Holdings LLC                                                         | DIRECTV Holdings LLC                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4041000 | PA      | $3660358.01   | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                               | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR                                    | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $787370.72    | 0.01%             | 2030-10-17      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |   2507800 | NS      | $2830062.86   | 0.02%             | 2023-02-09      | Fixed         | 28.97%                | No            | 2                  | On Loan: No      |
| Shui On Development Holding Ltd.                                             | Shui On Development Holding Ltd.                                                             | CUSIP: N/A<br>LEI: 3003005J4J3G9CZFDK52       | Long             | DBT              | CORP              | KY        |   1143000 | PA      | $1111567.50   | 0.01%             | 2023-11-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                         | Allegiant Travel Co.                                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    935000 | PA      | $914067.52    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Linde plc                                                                    | Linde plc                                                                                    | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      6867 | NS      | $2271738.42   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bilbao CLO I DAC                                                             | Bilbao CLO I DAC, Series 1X, Class D                                                         | CUSIP: N/A<br>LEI: 635400HO2KGIJXCZSO48       | Long             | ABS-CBDO         | CORP              | IE        |    550000 | PA      | $506186.88    | 0.00%             | 2031-07-20      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1009686.28   | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| El Paso Natural Gas Co. LLC                                                  | El Paso Natural Gas Co. LLC                                                                  | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2921000 | PA      | $2540005.29   | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series E0OQ                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |      7600 | NS      | $1178381.98   | 0.01%             | 2023-03-27      | Fixed         | 26.72%                | No            | 2                  | On Loan: No      |
| TIBCO Software, Inc.                                                         | TIBCO Software, Inc., 1st Lien Term Loan                                                     | CUSIP: 88632NAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4936000 | PA      | $4547290.00   | 0.03%             | 2029-03-30      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Anglo American Platinum Ltd.                                                 | Anglo American Platinum Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        71 | NS      | $5280.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                             | SS&C Technologies Holdings, Inc., Term Loan B3                                               | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    962515 | PA      | $960108.44    | 0.01%             | 2025-04-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Easy Tactic Ltd.                                                             | Easy Tactic Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |    123007 | PA      | $36902.10     | 0.00%             | 2028-07-11      | Fixed         | 7.50%                 | 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        |    309031 | PA      | $142175.79    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Yum China Holdings, Inc.                                                     | Yum China Holdings, Inc.                                                                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |    155155 | NS      | $9559099.55   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Aimbridge Acquisition Co., Inc.                                              | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                          | CUSIP: 00900YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    719320 | PA      | $660573.59    | 0.00%             | 2026-02-02      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                                                | EG Group Ltd., Facility Term Loan                                                            | CUSIP: N2820EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1455504 | PA      | $1400923.07   | 0.01%             | 2026-03-31      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2022-GPA, Class D                                                           | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6780000 | PA      | $6754536.35   | 0.05%             | 2039-10-15      | Floating      | 8.54%                 | No            | 2                  | On Loan: No      |
| Halsey Point CLO I Ltd.                                                      | Halsey Point CLO I Ltd., Series 2019-1A, Class B1                                            | CUSIP: 406375AC9<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2453376.00   | 0.02%             | 2033-01-20      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                                      | Bayer US Finance II LLC                                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2021847.98   | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                                          | White Cap Buyer LLC                                                                          | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9628000 | PA      | $8763630.32   | 0.06%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                       | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227969.58    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| China Oilfield Services Ltd.                                                 | China Oilfield Services Ltd., Class H                                                        | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |   4520000 | NS      | $5478394.14   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |    800000 | PA      | $8819.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                         | Steel Dynamics, Inc.                                                                         | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $300252.06    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2008-2R, Class 1A1                       | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323092 | PA      | $271445.52    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co., Series E                                                     | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    490000 | PA      | $500703.08    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Samsung SDI Co. Ltd.                                                         | Samsung SDI Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |      8593 | NS      | $4815535.94   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    400000 | PA      | $379358.82    | 0.00%             | 2032-01-15      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23655.15     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd.                                                            | Lenovo Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |   2008000 | NS      | $1610554.61   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Resideo Funding, Inc.                                                        | Resideo Funding, Inc.                                                                        | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    493000 | PA      | $408859.69    | 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        |    251000 | PA      | $227220.26    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                            | Kingpin Intermediate Holdings LLC, 1st Lien Term Loan                                        | CUSIP: 49579GAF9<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |   2946154 | PA      | $2938788.45   | 0.02%             | 2024-07-03      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                | Surgery Center Holdings, Inc.                                                                | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1936350.00   | 0.01%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Park Avenue Tower                                                            | Park Avenue Tower, Term Loan                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  32333333 | PA      | $31602629.21  | 0.23%             | 2100-12-31      | Variable      | 6.38%                 | No            | 3                  | On Loan: No      |
| Hess Corp.                                                                   | Hess Corp.                                                                                   | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1022382.49   | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2967867.16   | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Belden, Inc.                                                                 | Belden, Inc.                                                                                 | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |    500000 | PA      | $498730.06    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    745000 | PA      | $741350.93    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                              | ASML Holding NV                                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      9948 | NS      | $6582069.46   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2017-2X, Class F                                                    | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $165865.82    | 0.00%             | 2032-01-15      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| Lite-On Technology Corp.                                                     | Lite-On Technology Corp.                                                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |    420000 | NS      | $933281.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                           | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171609.45    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    303904 | PA      | $11481.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC, Facility Term Loan B1                                                   | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   2383553 | PA      | $2363840.71   | 0.02%             | 2027-02-08      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Interstate Power and Light Co.                                               | Interstate Power and Light Co.                                                               | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291670.90    | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | 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      | $4953.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sotera Health Holdings LLC                                                   | Sotera Health Holdings LLC, 1st Lien Term Loan                                               | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   3147000 | PA      | $3023102.61   | 0.02%             | 2026-12-11      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                                            | Cornerstone Building Brands, Inc., Term Loan B                                               | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342071 | PA      | $318854.86    | 0.00%             | 2028-04-12      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                            | Philip Morris International, Inc.                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    199961 | NS      | $20843934.64  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Repsol International Finance BV                                              | Repsol International Finance BV                                                              | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |   1406000 | PA      | $1390964.94   | 0.01%             | 2028-09-11      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    438000 | PA      | $7546.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                    | Serta Simmons Bedding LLC, Term Loan                                                         | CUSIP: 81753HAF8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    946102 | PA      | $929838.51    | 0.01%             | 2023-08-10      | Variable      | 12.27%                | No            | 2                  | On Loan: No      |
| Willis Towers Watson plc                                                     | Willis Towers Watson plc                                                                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     26922 | NS      | $6843303.18   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126985.27    | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 6                                                             | Pikes Peak CLO 6, Series 2020-6A, Class BR2                                                  | CUSIP: 72132YAN5<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971946.70    | 0.01%             | 2034-05-18      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $504300.16    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                                                | Adient US LLC, Term Loan B1                                                                  | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    921960 | PA      | $918502.65    | 0.01%             | 2028-04-10      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   3468000 | PA      | $3450660.00   | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of Communications Co. Ltd.                                              | Bank of Communications Co. Ltd., Class H                                                     | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   1318000 | NS      | $814654.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gardner Denver, Inc.                                                         | Gardner Denver, Inc., Term Loan B2                                                           | CUSIP: 365556AT6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1099348 | PA      | $1094829.50   | 0.01%             | 2027-03-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                                  | SCIL IV LLC                                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1672722.00   | 0.01%             | 2026-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Utz Quality Foods LLC                                                        | Utz Quality Foods LLC, 1st Lien Term Loan                                                    | CUSIP: 91809EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2915057 | PA      | $2908294.36   | 0.02%             | 2028-01-20      | Variable      | 7.67%                 | No            | 2                  | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide                              | Fraport AG Frankfurt Airport Services Worldwide                                              | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |    155817 | NS      | $8867736.72   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Herens Holdco SARL                                                           | Herens Holdco SARL, Facility Term Loan B                                                     | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1390142 | PA      | $1333048.96   | 0.01%             | 2028-07-03      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                                | White Cap Supply Holdings LLC, Term Loan                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1286554 | PA      | $1273920.52   | 0.01%             | 2027-10-19      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $845082.24    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2846000 | PA      | $2714906.13   | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                        | Deutsche Lufthansa AG                                                                        | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1052687.35   | 0.01%             | 2024-07-14      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                               | GLP Capital LP                                                                               | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4913000 | PA      | $4073462.04   | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1620373.18   | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Robert Half International, Inc.                                              | Robert Half International, Inc.                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     35420 | NS      | $2973863.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                                 | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   2265000 | PA      | $928899.15    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| The Vinoy St. Petersburg                                                     | The Vinoy St. Petersburg, Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  11900000 | PA      | $11441883.32  | 0.08%             | 2038-01-01      | Variable      | 5.93%                 | No            | 3                  | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195287 | PA      | $2152094.51   | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    955000 | PA      | $849144.68    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1409472.58   | 0.01%             | 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        |    443200 | NS      | $12133163.62  | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Ion Trading Finance Ltd.                                                     | Ion Trading Finance Ltd., Term Loan                                                          | CUSIP: L5582BAV9<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    717080 | PA      | $693057.82    | 0.01%             | 2028-04-01      | Variable      | 9.48%                 | 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        |  12955476 | PA      | $12339352.88  | 0.09%             | 2038-10-15      | Floating      | 6.70%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                                              | AdaptHealth LLC                                                                              | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $424755.80    | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                                    | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    365000 | PA      | $311073.43    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Al Rajhi Bank                                                                | Al Rajhi Bank                                                                                | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     36832 | NS      | $808508.97    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418607.87   | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2885000 | PA      | $2716024.97   | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                | Sempra Energy                                                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    840000 | PA      | $792390.67    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Thai Union Group PCL                                                         | Thai Union Group PCL                                                                         | CUSIP: N/A<br>LEI: 25490047VDGNFMEYZW95       | Long             | EC               | CORP              | TH        |   3595200 | NS      | $1745606.76   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                    | CBAM Ltd., Series 2020-13A, Class A                                                          | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3936481.60   | 0.03%             | 2034-01-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238102.43    | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXV Ltd.                                                          | Apidos CLO XXV Ltd., Series 2016-25A, Class A1R                                              | CUSIP: 03762YAF4<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4471628.85   | 0.03%             | 2031-10-20      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp.                                                   | Atlas CC Acquisition Corp., 1st Lien Term Loan B                                             | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1831877 | PA      | $1602892.73   | 0.01%             | 2028-05-25      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                             | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1395901.85   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Reckitt Benckiser Group plc                                                  | Reckitt Benckiser Group plc                                                                  | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |    317363 | NS      | $22615586.38  | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| OHA Credit Partners VII Ltd.                                                 | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R3                                     | CUSIP: 67102QBF4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   5970000 | PA      | $5720190.13   | 0.04%             | 2034-02-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                                   | Allianz SE                                                                                   | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |  26200000 | PA      | $22849020.00  | 0.17%             | 2025-11-17      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Kontoor Brands, Inc.                                                         | Kontoor Brands, Inc.                                                                         | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    747000 | PA      | $646132.59    | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd.                                                   | MAF Global Securities Ltd.                                                                   | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |   2389000 | PA      | $2355852.63   | 0.02%             | 2026-03-20      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1496758.42   | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                               | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR                                    | CUSIP: 64131BAJ2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960345.60    | 0.01%             | 2030-10-17      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| Ambev SA                                                                     | Ambev SA                                                                                     | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |   2890802 | NS      | $7790353.48   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lorca Telecom Bondco SA                                                      | Lorca Telecom Bondco SA                                                                      | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |   1361000 | PA      | $1355569.43   | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AA Bond Co. Ltd.                                                             | AA Bond Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |    500000 | PA      | $603208.85    | 0.00%             | 2024-07-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                            | Georgia Power Co.                                                                            | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1635115.83   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Dryden 70 CLO Ltd.                                                           | Dryden 70 CLO Ltd., Series 2018-70A, Class D                                                 | CUSIP: 26252EAJ8<br>LEI: 549300S32UW0TE4JM250 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $950467.50    | 0.01%             | 2032-01-16      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                | iShares iBoxx $ High Yield Corporate Bond ETF                                                | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |   1176012 | NS      | $89764995.96  | 0.66%             |  |  |  | No            | 1                  | On Loan: —       |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9967000 | PA      | $8873744.69   | 0.07%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Genuine Financial Holdings LLC                                               | Genuine Financial Holdings LLC, 1st Lien Term Loan                                           | CUSIP: 37190DAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    653599 | PA      | $648344.06    | 0.00%             | 2025-07-11      | Variable      | 8.33%                 | 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        |   8280577 | PA      | $7237235.73   | 0.05%             | 2047-04-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                                                     | Regatta XVI Funding Ltd., Series 2019-2A, Class B                                            | CUSIP: 75888TAE5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   6700000 | PA      | $6578647.59   | 0.05%             | 2033-01-15      | Floating      | 6.84%                 | 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        |   1100000 | PA      | $1203189.67   | 0.01%             | 2025-01-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1595000 | PA      | $1460298.93   | 0.01%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                                        | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    753000 | PA      | $644120.74    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Boyd Gaming Corp.                                                            | Boyd Gaming Corp.                                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $933102.97    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                      | Regatta IX Funding Ltd., Series 2017-1A, Class C                                             | CUSIP: 75887VAE1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977079.20    | 0.01%             | 2030-04-17      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| Formula One Management Ltd.                                                  | Formula One Management Ltd., 1st Lien Term Loan                                              | CUSIP: L2465BAS5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1308000 | PA      | $1310995.32   | 0.01%             | 2030-01-15      | Variable      | 7.81%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    539000 | PA      | $482493.29    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 5-R Ltd.                                               | Anchorage Capital CLO 5-R Ltd., Series 2014-5RA, Class C                                     | CUSIP: 03329AAG0<br>LEI: 549300687XYK5L55VX28 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1795489.94   | 0.01%             | 2030-01-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2015-10A, Class DR2                                                     | CUSIP: 67092DAZ2<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1831779.20   | 0.01%             | 2034-01-26      | Floating      | 7.77%                 | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                               | Autodesk, Inc.                                                                               | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17182.98     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MultiChoice Group                                                            | MultiChoice Group                                                                            | CUSIP: N/A<br>LEI: 254900BVQQ7DFBMSVJ81       | Long             | EC               | CORP              | ZA        |     71713 | NS      | $493748.13    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                      | Regatta IX Funding Ltd., Series 2017-1A, Class B                                             | CUSIP: 75887VAC5<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9874220.00   | 0.07%             | 2030-04-17      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The), Series H                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  30186000 | PA      | $25967506.50  | 0.19%             | 2030-12-01      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| NMG Holding Co., Inc.                                                        | NMG Holding Co., Inc.                                                                        | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2121708.23   | 0.02%             | 2026-04-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23010.45     | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2201000 | PA      | $1953937.75   | 0.01%             | 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        |    181629 | NS      | $7147101.15   | 0.05%             |  |  |  | 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      | $-25.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                                              | Eagle Broadband Investments LLC, Term Loan                                                   | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   1304626 | PA      | $1290353.79   | 0.01%             | 2027-11-12      | Variable      | 7.75%                 | 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      | $1633140.78   | 0.01%             | 2034-04-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2020-19A, Class DR                                                      | CUSIP: 670881AR2<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945174.20    | 0.01%             | 2034-10-20      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                          | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2019-OSB, Class E                | CUSIP: 46651EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2224086.20   | 0.02%             | 2039-06-05      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| Fender Musical Instruments Corp.                                             | Fender Musical Instruments Corp., Term Loan                                                  | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1539742 | PA      | $1331876.96   | 0.01%             | 2028-12-01      | Variable      | 8.58%                 | No            | 3                  | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113520.00    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Clarivate Science Holdings Corp.                                             | Clarivate Science Holdings Corp.                                                             | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5931000 | PA      | $5218835.18   | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                                            | NTT Finance Corp.                                                                            | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2845000 | PA      | $2552684.22   | 0.02%             | 2026-04-03      | Fixed         | 1.16%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     19000 | NS      | $4498426.07   | 0.03%             | 2023-02-06      | Fixed         | 18.56%                | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2018-1A, Class C                                                | CUSIP: 27831BAG8<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949015.50    | 0.01%             | 2030-10-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2015-AA, Class BR2                                                         | CUSIP: 00900LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1465662.00   | 0.01%             | 2034-10-17      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $820683.04    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2021-1A, Class C                                                   | CUSIP: 12563EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $8577595.80   | 0.06%             | 2033-04-25      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2019-SFR3, Class F                                        | CUSIP: 74332WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2837263.50   | 0.02%             | 2036-09-17      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                                         | CHNGE Mortgage Trust, Series 2022-3, Class A1                                                | CUSIP: 17030EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9452891 | PA      | $9269244.80   | 0.07%             | 2067-05-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                               | Commonwealth Bank of Australia                                                               | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    555000 | PA      | $478925.21    | 0.00%             | 2032-03-14      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $332624.47    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-2A, Class C                                                         | CUSIP: 00142DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4727270.50   | 0.03%             | 2034-07-20      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     47104 | NS      | $8207196.74   | 0.06%             | 2023-03-13      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| Embecta Corp.                                                                | Embecta Corp.                                                                                | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    617000 | PA      | $555170.43    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                                          | Northwest Fiber LLC                                                                          | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4388000 | PA      | $3982419.84   | 0.03%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp.                                                        | CPC Acquisition Corp., 1st Lien Term Loan                                                    | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    859688 | PA      | $700645.31    | 0.01%             | 2027-12-29      | Variable      | 8.48%                 | No            | 3                  | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories                                                                          | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493565.16    | 0.00%             | 2026-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2020-3A, Class C                                                     | CUSIP: 13876RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $953992.70    | 0.01%             | 2034-01-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Public Service Electric and Gas Co.                                          | Public Service Electric and Gas Co.                                                          | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108931.74    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $377614.74    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CML Paradise Plaza                                                           | CML Paradise Plaza, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10900000 | PA      | $10535761.24  | 0.08%             | 2028-01-01      | Variable      | 7.88%                 | No            | 3                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    297000 | PA      | $268042.50    | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1375000 | PA      | $1459143.13   | 0.01%             | 2027-08-15      | Fixed         | 11.62%                | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                             | Ventas Realty LP                                                                             | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    680000 | PA      | $593875.78    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                           | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  12180000 | PA      | $12362700.00  | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                            | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1062588.71   | 0.01%             | 2025-12-08      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                    | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $281000.04    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | 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        |   1577999 | PA      | $1355106.95   | 0.01%             | 2029-03-08      | Variable      | 10.56%                | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                            | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $789678.68    | 0.01%             | 2025-03-22      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                         | Heathrow Finance plc                                                                         | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $242131.74    | 0.00%             | 2024-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FW823<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     29663 | NS      | $10100212.86  | 0.07%             | 2023-02-01      | Fixed         | 12.40%                | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc.                                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1158600.80   | 0.01%             | 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      | $425717.15    | 0.00%             | 2049-08-15      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| Iliad SA                                                                     | Iliad SA                                                                                     | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $184367.59    | 0.00%             | 2028-02-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Kotak Mahindra Bank Ltd.                                                     | Kotak Mahindra Bank Ltd.                                                                     | CUSIP: N/A<br>LEI: 335800E6GTTXKHXE2I75       | Long             | EC               | CORP              | IN        |     49900 | NS      | $1059441.34   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                              | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2500000 | PA      | $2209298.43   | 0.02%             | 2026-09-30      | Fixed         | 1.50%                 | 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        |     84274 | NS      | $8549646.12   | 0.06%             | 2023-03-08      | Fixed         | 12.29%                | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                                      | TK Elevator Holdco GmbH                                                                      | CUSIP: N/A<br>LEI: 2549008GCHWX9EEMIS56       | Long             | DBT              | CORP              | DE        |    630000 | PA      | $603935.09    | 0.00%             | 2028-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                               | MediaTek, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    592000 | NS      | $14303295.08  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                  | Faurecia SE                                                                                  | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    888000 | PA      | $912292.79    | 0.01%             | 2025-06-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                | Surgery Center Holdings, Inc., Term Loan                                                     | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    603974 | PA      | $602312.96    | 0.00%             | 2026-08-31      | Variable      | 8.21%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4907000 | PA      | $4068528.54   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Foreign Exchange JPY/USD                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      -523 | NC      | $-1661738.36  | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2022-GPA, Class XCP                                                         | CUSIP: 05608UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 375000000 | PA      | $2043975.00   | 0.02%             | 2039-10-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                              | Nissan Motor Acceptance Co. LLC                                                              | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    675000 | PA      | $569978.52    | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                         | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2648765.93   | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG, Series 2020                                                                | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  23000000 | PA      | $20876039.47  | 0.15%             | 2025-10-30      | Variable      | 6.00%                 | 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      | $104366.40    | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Ares LIII CLO Ltd.                                                           | Ares LIII CLO Ltd., Series 2019-53A, Class C                                                 | CUSIP: 04009GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4393337.40   | 0.03%             | 2031-04-24      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    109000 | PA      | $96260.26     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    940000 | PA      | $680326.61    | 0.01%             | 2042-06-01      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                                | SG Residential Mortgage Trust, Series 2022-2, Class A1                                       | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17713605 | PA      | $17678611.37  | 0.13%             | 2062-08-25      | Variable      | 5.35%                 | 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      | $976750.00    | 0.01%             | 2034-04-15      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| doValue SpA                                                                  | doValue SpA                                                                                  | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |    403000 | PA      | $402392.65    | 0.00%             | 2026-07-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Co. BV                                                       | Lealand Finance Co. BV, Term Loan                                                            | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     41072 | PA      | $25259.50     | 0.00%             | 2024-06-28      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Summit Digitel Infrastructure Ltd.                                           | Summit Digitel Infrastructure Ltd.                                                           | CUSIP: N/A<br>LEI: 3358004TNI1SSIQ9BQ37       | Long             | DBT              | CORP              | IN        |    860000 | PA      | $684112.80    | 0.01%             | 2031-08-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EG Group Ltd.                                                                | EG Group Ltd., Facility Term Loan                                                            | CUSIP: N2820EAC2<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |   1323409 | PA      | $1272338.57   | 0.01%             | 2025-02-07      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | Skandinaviska Enskilda Banken AB                                                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    600000 | PA      | $599250.00    | 0.00%             | 2027-06-30      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                                             | Gates Global LLC, Term Loan B3                                                               | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   2368326 | PA      | $2357384.16   | 0.02%             | 2027-03-31      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    582000 | PA      | $553194.62    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2200009.96   | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $373756.34    | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $947500.00    | 0.01%             | 2023-12-11      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                    | Nokia OYJ                                                                                    | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    547170 | NS      | $2604529.20   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1674195.11   | 0.01%             | 2023-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                              | Oncor Electric Delivery Co. LLC                                                              | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    345000 | PA      | $297235.43    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                 | ViaSat, Inc.                                                                                 | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2222177.88   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                                               | Rad CLO 3 Ltd., Series 2019-3A, Class BR                                                     | CUSIP: 48661WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3892396.80   | 0.03%             | 2032-04-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                                        | STMicroelectronics NV                                                                        | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |     95735 | NS      | $4508001.59   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                     | PNC Financial Services Group, Inc. (The), Series V                                           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3763128.60   | 0.03%             | 2027-09-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                    | Florida Power & Light Co.                                                                    | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    465000 | PA      | $361413.05    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Home Point Capital, Inc.                                                     | Home Point Capital, Inc.                                                                     | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $941542.54    | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-132049.44   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                                              | CMG Media Corp.                                                                              | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3259000 | PA      | $2542020.00   | 0.02%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                        | Cardinal Health, Inc.                                                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     95928 | NS      | $7410438.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies, Inc.                                                      | SS&C Technologies, Inc.                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   6072000 | PA      | $5839710.78   | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials, Inc.                                          | Foundation Building Materials, Inc.                                                          | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    729000 | PA      | $586378.44    | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |    190805 | NS      | $2533890.40   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                        | Public Service Enterprise Group, Inc.                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    275995 | NS      | $17092370.35  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $541796.13    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                           | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $754312.11    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Veritas US, Inc.                                                             | Veritas US, Inc.                                                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $527763.43    | 0.00%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                         | ZF Europe Finance BV                                                                         | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1177947.03   | 0.01%             | 2026-02-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | EURO STOXX 50 Index                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       248 | NC      | $45834.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    304000 | PA      | $284440.64    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                  | Faurecia SE                                                                                  | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    590000 | PA      | $565346.27    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                       | SES SA                                                                                       | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |   1298000 | PA      | $1186427.95   | 0.01%             | 2026-05-27      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1705536.64   | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278365.79    | 0.00%             | 2027-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    610307 | PA      | $-258.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dana Financing Luxembourg SARL                                               | Dana Financing Luxembourg SARL                                                               | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |    650000 | PA      | $571960.49    | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1668585.74   | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Alsea SAB de CV                                                              | Alsea SAB de CV                                                                              | CUSIP: N/A<br>LEI: 4469000001BJLPKNUN21       | Long             | EC               | CORP              | MX        |    106931 | NS      | $255650.87    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                           | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $505524.75    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    863000 | PA      | $826322.50    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Laboratory Corp. of America Holdings                                         | Laboratory Corp. of America Holdings                                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     44474 | NS      | $11212784.88  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                                        | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2638142.53   | 0.02%             | 2052-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     69000 | PA      | $56882.22     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | 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        |   3122466 | PA      | $1531661.48   | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                 | International Consolidated Airlines Group SA                                                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |    600000 | PA      | $546292.88    | 0.00%             | 2029-03-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                                            | PICC Property & Casualty Co. Ltd., Class H                                                   | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    610000 | NS      | $573492.94    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    212529 | NS      | $13051560.16  | 0.10%             | 2023-02-10      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2014-6A, Class A1R                                                      | CUSIP: 67106BAQ0<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10753498.44  | 0.08%             | 2030-10-17      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                              | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    545000 | PA      | $531731.90    | 0.00%             | 2025-03-28      | Variable      | 3.77%                 | 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        |    422000 | PA      | $360810.00    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1327693.98   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                         | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1110000 | PA      | $685286.25    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                              | CoreLogic, Inc.                                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2377050.00   | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Huarong Finance 2019 Co. Ltd.                                                | Huarong Finance 2019 Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    534000 | PA      | $530662.50    | 0.00%             | 2023-02-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                                               | TransDigm Inc., Term Loan                                                                    | CUSIP: 89364MBU7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    939114 | PA      | $940287.80    | 0.01%             | 2027-02-22      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                                   | Diageo plc                                                                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    331567 | NS      | $14498135.22  | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                                    | Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB                                         | CUSIP: 15033FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $1791463.25   | 0.01%             | 2031-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Qatar Insurance Co. SAQ                                                      | Qatar Insurance Co. SAQ                                                                      | CUSIP: N/A<br>LEI: 635400EDZIUBWVEZ5V30       | Long             | EC               | CORP              | QA        |     72642 | NS      | $36266.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                          | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $261992.45    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                             | Shinhan Financial Group Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | DBT              | CORP              | KR        |   3200000 | PA      | $2864000.00   | 0.02%             | 2026-05-12      | Variable      | 2.88%                 | 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      | $945726.70    | 0.01%             | 2031-04-18      | Floating      | 6.79%                 | 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        |  57078712 | PA      | $389476.59    | 0.00%             | 2047-05-15      | Variable      | 0.58%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                                          | Northwest Fiber LLC                                                                          | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1217656.75   | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-2A, Class D                                                         | CUSIP: 00142DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2297349.25   | 0.02%             | 2034-07-20      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Staples, Inc.                                                                | Staples, Inc.                                                                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $2987305.10   | 0.02%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    430000 | PA      | $391096.36    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | 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        |     23313 | NS      | $8434864.79   | 0.06%             | 2023-03-01      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                         | FS Rialto Issuer LLC, Series 2022-FL7, Class A                                               | CUSIP: 30329XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8499220.55   | 0.06%             | 2039-10-19      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                            | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   4587000 | PA      | $4614843.09   | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-664.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| APi Group DE, Inc.                                                           | APi Group DE, Inc.                                                                           | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $872575.20    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                           | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class F                                  | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2740000 | PA      | $2564451.49   | 0.02%             | 2036-11-15      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                    | GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class D                          | CUSIP: 38138KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $931911.20    | 0.01%             | 2034-10-20      | Floating      | 7.81%                 | 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        |   3571524 | PA      | $1141340.47   | 0.01%             | 2036-03-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-1A, Class B                                              | CUSIP: 69701WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6543325.60   | 0.05%             | 2034-04-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217489.96    | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                       | China Evergrande Group                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   3281000 | PA      | $336302.50    | 0.00%             | 2024-01-22      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                                 | LyondellBasell Industries NV                                                                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $188955.37    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                                         | DBUBS Mortgage Trust, Series 2017-BRBK, Class E                                              | CUSIP: 23305JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9072555 | PA      | $7721370.31   | 0.06%             | 2034-10-10      | Variable      | 3.53%                 | No            | 3                  | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    856000 | PA      | $609996.81    | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239477.29    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1393980.44   | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXI Ltd.                                                     | Sound Point CLO XXI Ltd., Series 2018-3A, Class A1A                                          | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $6545492.58   | 0.05%             | 2031-10-26      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| Cia de Minas Buenaventura SAA                                                | Cia de Minas Buenaventura SAA                                                                | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |     86386 | NS      | $698862.74    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Naked Juice LLC                                                              | Naked Juice LLC, 1st Lien Term Loan                                                          | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5346675 | PA      | $4906536.41   | 0.04%             | 2029-01-24      | Variable      | 7.93%                 | 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        |     33705 | NS      | $16658354.62  | 0.12%             | 2023-03-01      | Fixed         | 10.31%                | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                             | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    933000 | PA      | $963088.25    | 0.01%             | 2025-05-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     34500 | NS      | $3445419.39   | 0.03%             | 2023-02-27      | Fixed         | 18.50%                | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                              | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1675426.30   | 0.01%             | 2026-08-15      | Fixed         | 1.88%                 | 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        |   1750000 | PA      | $1161709.85   | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Virgin Media Finance plc                                                     | Virgin Media Finance plc                                                                     | CUSIP: N/A<br>LEI: 2138001LVYC87DDHT482       | Long             | DBT              | CORP              | GB        |    661000 | PA      | $576899.89    | 0.00%             | 2030-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Allegro CLO VII Ltd.                                                         | Allegro CLO VII Ltd., Series 2018-1A, Class B                                                | CUSIP: 01750CAE3<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960661.60    | 0.01%             | 2031-06-13      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-CIP, Class E                                       | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11394000 | PA      | $10738165.92  | 0.08%             | 2038-12-15      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251850.40    | 0.00%             | 2025-11-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Sanlam Ltd.                                                                  | Sanlam Ltd.                                                                                  | CUSIP: N/A<br>LEI: 37890014418406D9FC23       | Long             | EC               | CORP              | ZA        |   1466207 | NS      | $4744106.56   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New Metro Global Ltd.                                                        | New Metro Global Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |   1810000 | PA      | $1737600.00   | 0.01%             | 2023-08-05      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 7 Ltd.                                                       | Signal Peak CLO 7 Ltd., Series 2019-1A, Class B                                              | CUSIP: 56844AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4831954.50   | 0.04%             | 2032-04-30      | Floating      | 6.80%                 | No            | 2                  | On Loan: No      |
| MAF Sukuk Ltd.                                                               | MAF Sukuk Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300IS9H0W5N2N4K34       | Long             | DBT              | CORP              | KY        |   2507000 | PA      | $2383686.94   | 0.02%             | 2030-02-28      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $667781.89    | 0.00%             | 2030-06-11      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen Group of America Finance LLC                                      | Volkswagen Group of America Finance LLC                                                      | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287313.80    | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | 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        |   5994478 | PA      | $4733812.85   | 0.03%             | 2040-12-17      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171604.09    | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                                                   | Axalta Coating Systems LLC                                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1395765.00   | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2014-2RA, Class A3                                                 | CUSIP: 12548RAD6<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $484136.40    | 0.00%             | 2030-04-24      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury Ultra Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -514 | NC      | $-1051979.26  | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                    | Booz Allen Hamilton, Inc.                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2293490.55   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO III DAC                                            | CIFC European Funding CLO III DAC, Series 3X, Class E                                        | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $183528.31    | 0.00%             | 2034-01-15      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                       | Howmet Aerospace, Inc.                                                                       | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    306000 | PA      | $304470.00    | 0.00%             | 2024-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Co.                                              | Virginia Electric and Power Co.                                                              | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333999.97    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                                        | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1098097.80   | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    322818 | NS      | $15130479.66  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Qatar Fuel QSC                                                               | Qatar Fuel QSC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |     37378 | NS      | $182616.65    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sotheby's                                                                    | Sotheby's                                                                                    | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3842000 | PA      | $3285793.66   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO                                                              | Birch Grove CLO Ltd., Series 2021-3A, Class C                                                | CUSIP: 09076VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4668018.00   | 0.03%             | 2035-01-19      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                     | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    690000 | PA      | $629210.59    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                        | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $415796.39    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                                               | AGL CLO 5 Ltd., Series 2020-5A, Class A1R                                                    | CUSIP: 00119TAF1<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3960182.40   | 0.03%             | 2034-07-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    779000 | PA      | $694610.93    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                                       | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1380033.30   | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2016-1A, Class BRR                                                 | CUSIP: 17180TBC5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6829958.80   | 0.05%             | 2031-10-21      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4905000 | PA      | $3986923.25   | 0.03%             | 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        |    567000 | PA      | $584560.45    | 0.00%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDSCMBX                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3750000 | PA      | $-315603.73   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Legal & General Group plc                                                    | Legal & General Group plc                                                                    | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |   2175000 | PA      | $2332806.78   | 0.02%             | 2031-03-24      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                                | Newmont Corp.                                                                                | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $206797.18    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Chang Hwa Commercial Bank Ltd.                                               | Chang Hwa Commercial Bank Ltd.                                                               | CUSIP: N/A<br>LEI: 549300FHFNGCSKDTHT42       | Long             | EC               | CORP              | TW        |    795768 | NS      | $467641.66    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2624.37      | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $246160.70    | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   8931000 | PA      | $7636005.00   | 0.06%             | 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        |   6413583 | PA      | $6220900.19   | 0.05%             | 2038-07-15      | Floating      | 7.31%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $998253.44    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| UPL Corp. Ltd.                                                               | UPL Corp. Ltd.                                                                               | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |   1908000 | PA      | $1394986.50   | 0.01%             | 2025-02-27      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                               | QUALCOMM, Inc.                                                                               | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188785.34    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                         | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $887326.44    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      6426 | NS      | $5101998.75   | 0.04%             | 2023-02-09      | Fixed         | 10.57%                | No            | 2                  | On Loan: No      |
| Accor SA                                                                     | Accor SA                                                                                     | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    892100 | PA      | $438855.55    | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                          | Verisure Holding AB                                                                          | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $108855.24    | 0.00%             | 2028-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                     | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $571124.72    | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $358489.51    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | California Resources Corp.                                                                   | CUSIP: 13057Q123<br>LEI: N/A                  | N/A              | DE               |  | US        |      1489 | NS      | $16304.55     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                       | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    710000 | PA      | $569095.96    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $959701.85    | 0.01%             | 2026-08-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc., Term Loan                                                            | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1303883 | PA      | $1279605.02   | 0.01%             | 2025-10-02      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                              | Cable One, Inc.                                                                              | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    665000 | PA      | $534327.50    | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2010000 | PA      | $1964915.70   | 0.01%             | 2025-04-16      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 20 Ltd.                                                         | Flatiron CLO 20 Ltd., Series 2020-1A, Class D                                                | CUSIP: 33883MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936158.80    | 0.01%             | 2033-11-20      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon (The)                                                | Bank of New York Mellon (The)                                                                | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    810000 | PA      | $815902.90    | 0.01%             | 2025-11-21      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| ACProducts Holdings, Inc.                                                    | ACProducts Holdings, Inc., Term Loan                                                         | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1620935 | PA      | $1303005.11   | 0.01%             | 2028-05-17      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17661000 | PA      | $14603174.46  | 0.11%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TICP CLO XII Ltd.                                                            | TICP CLO XII Ltd., Series 2018-12A, Class DR                                                 | CUSIP: 87250FAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1424032.65   | 0.01%             | 2034-07-15      | Floating      | 8.09%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     72131 | NS      | $8305870.92   | 0.06%             | 2023-03-08      | Fixed         | 15.70%                | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                        | Covanta Holding Corp., Term Loan C                                                           | CUSIP: 22282GAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142315 | PA      | $142365.83    | 0.00%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $488340.18    | 0.00%             | 2025-08-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ADT Security Corp. (The)                                                     | ADT Security Corp. (The)                                                                     | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1337648.03   | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1633000 | PA      | $1588500.75   | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Picard Groupe SAS                                                            | Picard Groupe SAS                                                                            | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |    504000 | PA      | $495903.73    | 0.00%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     89537 | NS      | $14392177.38  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |    121341 | NS      | $11761810.02  | 0.09%             | 2023-02-01      | Fixed         | 13.81%                | No            | 2                  | On Loan: No      |
| TCS Group Holding plc                                                        | TCS Group Holding plc                                                                        | CUSIP: 87238U203<br>LEI: 549300XQRN9MR54V1W18 | Long             | EC               | CORP              | CY        |     78717 | NS      | $787.17       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Aetna, Inc.                                                                  | Aetna, Inc.                                                                                  | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511298.25    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Godrej Consumer Products Ltd.                                                | Godrej Consumer Products Ltd.                                                                | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |    551939 | NS      | $6169994.03   | 0.05%             |  |  |  | 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        |    433000 | PA      | $489783.57    | 0.00%             | 2027-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-167412.39   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wabash National Corp.                                                        | Wabash National Corp.                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   2282000 | PA      | $2002361.76   | 0.01%             | 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        |    143226 | NS      | $6970809.42   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| University of Miami                                                          | University of Miami, Series 2022                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282826.22    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | 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      | $93084.35     | 0.00%             | 2036-03-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Greenhill & Co., Inc.                                                        | Greenhill & Co., Inc., Term Loan                                                             | CUSIP: 39525YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    974856 | PA      | $955359.37    | 0.01%             | 2024-04-12      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Fiber Bidco Spa                                                              | Fiber Bidco Spa                                                                              | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |    640000 | PA      | $753483.66    | 0.01%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1023521.88   | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt.                                                               | OTP Bank Nyrt.                                                                               | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |    167275 | NS      | $5040245.27   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ZTO Express Cayman, Inc.                                                     | ZTO Express Cayman, Inc.                                                                     | CUSIP: 98980A105<br>LEI: 549300SCJPK3YZJTJR78 | Long             | EC               | CORP              | KY        |     13289 | NS      | $378869.39    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirsa Finance International SARL                                             | Cirsa Finance International SARL                                                             | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |    274000 | PA      | $261925.09    | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    401000 | PA      | $350129.14    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                                     | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155174.24    | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Travelport Finance SARL                                                      | Travelport Finance SARL, 1st Lien Term Loan                                                  | CUSIP: L9308UAX8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1314101 | PA      | $825255.20    | 0.01%             | 2026-05-29      | Variable      | 9.73%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                     | John Deere Capital Corp.                                                                     | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200627.67    | 0.00%             | 2024-03-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                   | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1125000 | PA      | $760792.50    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    930000 | PA      | $793341.88    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                       | Boxer Parent Co., Inc.                                                                       | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5040384.21   | 0.04%             | 2026-03-01      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| Grippen Park CLO Ltd.                                                        | Grippen Park CLO Ltd., Series 2017-1A, Class C                                               | CUSIP: 39862EAC8<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968810.30    | 0.01%             | 2030-01-20      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                 | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR                                     | CUSIP: 64130UAN2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2409144.92   | 0.02%             | 2034-07-15      | Floating      | 11.29%                | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  17590000 | PA      | $14272526.00  | 0.11%             | 2027-05-16      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                     | Duke Energy Progress LLC                                                                     | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89029.82     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2111047.47   | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                   | Charles Schwab Corp. (The), Series I                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  21725000 | PA      | $20017415.00  | 0.15%             | 2026-06-01      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Jazz Pharmaceuticals plc                                                     | Jazz Pharmaceuticals plc, Term Loan                                                          | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   2631813 | PA      | $2628102.20   | 0.02%             | 2028-05-05      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   4002000 | PA      | $3186942.18   | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                                 | BYD Co. Ltd., Class A                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |     62200 | NS      | $2657609.37   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    600000 | PA      | $587820.00    | 0.00%             | 2023-07-19      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3440000 | PA      | $3367403.89   | 0.02%             | 2024-09-18      | Variable      | 2.22%                 | No            | 2                  | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                                    | RKPF Overseas 2019 A Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |   1880000 | PA      | $1707627.50   | 0.01%             | 2024-09-30      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                                | Workday, Inc.                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1014197.76   | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo LLC                                                      | Oscar AcquisitionCo LLC, Term Loan B                                                         | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1182038 | PA      | $1143172.11   | 0.01%             | 2029-04-29      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                              | Open Text Corp.                                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6691000 | PA      | $6849911.25   | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Central China Real Estate Ltd.                                               | Central China Real Estate Ltd.                                                               | CUSIP: N/A<br>LEI: 549300JDML9PYG0CIJ22       | Long             | DBT              | CORP              | KY        |    557000 | PA      | $192165.00    | 0.00%             | 2023-11-07      | Fixed         | 7.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    715000 | PA      | $679475.89    | 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        |   3287000 | PA      | $3181217.44   | 0.02%             | 2036-02-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2810427.53   | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | 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      | $145298.85    | 0.00%             | 2047-09-10      | Variable      | 0.74%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                      | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1741974.12   | 0.01%             | 2024-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                      | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $751038.27    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1117139.21   | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     57326 | NS      | $8218184.65   | 0.06%             | 2023-03-08      | Fixed         | 11.58%                | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $792341.12    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                               | British Telecommunications plc                                                               | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $824610.00    | 0.01%             | 2081-11-23      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $744249.81    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      7500 | NS      | $975186.65    | 0.01%             | 2023-02-02      | Fixed         | 15.13%                | No            | 2                  | On Loan: No      |
| Voyage Australia Pty Ltd.                                                    | Voyage Australia Pty Ltd., 1st Lien Term Loan                                                | CUSIP: Q9489TAB5<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |    290651 | PA      | $286654.73    | 0.00%             | 2028-07-20      | Variable      | 8.40%                 | No            | 2                  | On Loan: No      |
| Jiangsu Expressway Co. Ltd.                                                  | Jiangsu Expressway Co. Ltd., Class H                                                         | CUSIP: N/A<br>LEI: 529900UWWTWZ6AKLYD43       | Long             | EC               | CORP              | CN        |   7092000 | NS      | $6984773.63   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                         | BBCMS Mortgage Trust, Series 2017-DELC, Class E                                              | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2674171.90   | 0.02%             | 2036-08-15      | Floating      | 7.08%                 | 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      | $2455282.39   | 0.02%             | 2038-09-17      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                                        | Spectrum Brands, Inc.                                                                        | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    446000 | PA      | $405115.18    | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RLJ Lodging Trust LP                                                         | RLJ Lodging Trust LP                                                                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    847000 | PA      | $773708.96    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC, Term Loan B1                                           | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1569138 | PA      | $1565811.12   | 0.01%             | 2025-04-30      | Variable      | 6.32%                 | 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      | $7806412.64   | 0.06%             | 2030-07-18      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                   | Hess Corp.                                                                                   | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810586.87    | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-8, Class A5    | CUSIP: 93935EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051358 | PA      | $387361.73    | 0.00%             | 2036-10-25      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                                 | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235924.58    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1112492.20   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Petronet LNG Ltd.                                                            | Petronet LNG Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |   2391175 | NS      | $6365204.78   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                                                 | H&E Equipment Services, Inc.                                                                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    326000 | PA      | $286899.56    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Hochschild Mining plc                                                        | Hochschild Mining plc                                                                        | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |    107064 | NS      | $90449.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                                     | Option Care Health, Inc.                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2058487.23   | 0.02%             | 2029-10-31      | Fixed         | 4.38%                 | 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        |  21939897 | PA      | $12664235.15  | 0.09%             | 2036-05-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     90100 | NS      | $2677505.58   | 0.02%             | 2023-02-16      | Fixed         | 23.03%                | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC, Term Loan                                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1431438 | PA      | $1325869.38   | 0.01%             | 2027-04-15      | Variable      | 6.96%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2014-1A, Class A2R2                                           | CUSIP: 69688XAU5<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6478598.91   | 0.05%             | 2031-01-17      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                                        | Planview Parent, Inc., 1st Lien Term Loan                                                    | CUSIP: 72751PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    524231 | PA      | $486795.64    | 0.00%             | 2027-12-17      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                     | HP, Inc.                                                                                     | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1023015.26   | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cognizant Technology Solutions Corp.                                         | Cognizant Technology Solutions Corp., Class A                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    157933 | NS      | $10542027.75  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    103052 | NS      | $8197447.58   | 0.06%             | 2023-03-08      | Fixed         | 9.02%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA                                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3724000 | PA      | $3166479.96   | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                                  | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class D                                        | CUSIP: 83012HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1045000 | PA      | $991887.98    | 0.01%             | 2034-04-20      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Azelis Group NV                                                              | Azelis Group NV                                                                              | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |     35264 | NS      | $952350.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                                      | TK Elevator Holdco GmbH                                                                      | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   4134000 | PA      | $3676141.72   | 0.03%             | 2028-07-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15802.05     | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                                          | Generate CLO 9 Ltd., Series 9A, Class C                                                      | CUSIP: 37147LAE9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2795799.60   | 0.02%             | 2034-10-20      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| NMG, Inc.                                                                    | NMG, Inc.                                                                                    | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3714 | NS      | $538530.00    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 3SBio, Inc.                                                                  | 3SBio, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    722500 | NS      | $786964.25    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    895000 | PA      | $658185.43    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    546000 | PA      | $581419.02    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     88503 | NS      | $8424754.91   | 0.06%             | 2023-03-13      | Fixed         | 15.07%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     23700 | NS      | $862147.84    | 0.01%             | 2023-02-16      | Fixed         | 32.48%                | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                     | Becton Dickinson and Co.                                                                     | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1531663.81   | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | 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        |   2700000 | PA      | $2816953.50   | 0.02%             | 2025-09-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                               | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                    | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519910 | PA      | $454179.00    | 0.00%             | 2036-02-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                         | Siemens Financieringsmaatschappij NV                                                         | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    880000 | PA      | $841626.99    | 0.01%             | 2024-03-11      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health, Inc.                                                   | Elanco Animal Health, Inc., Term Loan                                                        | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2233635 | PA      | $2197338.46   | 0.02%             | 2027-08-01      | Variable      | 6.12%                 | 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        |    949069 | PA      | $397872.74    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| City Football Group Ltd.                                                     | City Football Group Ltd., Term Loan                                                          | CUSIP: 17781XAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1720177 | PA      | $1651370.25   | 0.01%             | 2028-07-21      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1056992.00   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $366795.71    | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    526000 | PA      | $507533.45    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Biocon Ltd.                                                                  | Biocon Ltd.                                                                                  | CUSIP: N/A<br>LEI: 335800NK3L7QCHLOC198       | Long             | EC               | CORP              | IN        |     78294 | NS      | $225246.56    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 20 Ltd.                                                | Anchorage Capital CLO 20 Ltd., Series 2021-20A, Class B                                      | CUSIP: 03330YAE0<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1460494.20   | 0.01%             | 2035-01-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                                  | Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class B                                         | CUSIP: 402563AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1958167.80   | 0.01%             | 2033-04-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Rekeep SpA                                                                   | Rekeep SpA                                                                                   | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |   1791000 | PA      | $1655022.80   | 0.01%             | 2026-02-01      | Fixed         | 7.25%                 | 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      | $1579.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $3807115.20   | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                       | Arab Republic of Egypt                                                                       | CUSIP: 038461AS8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2689000 | PA      | $2406655.00   | 0.02%             | 2025-10-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                | Berkshire Hathaway Energy Co.                                                                | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375747.42    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    340000 | PA      | $14744.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vermilion Energy, Inc.                                                       | Vermilion Energy, Inc.                                                                       | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   1373000 | PA      | $1266592.50   | 0.01%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                               | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2266000 | PA      | $2262838.68   | 0.02%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CarVal CLO III Ltd.                                                          | CarVal CLO III Ltd., Series 2019-2A, Class CR                                                | CUSIP: 14686WAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6600932.10   | 0.05%             | 2032-07-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Saudi Electricity Co.                                                        | Saudi Electricity Co.                                                                        | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               | CORP              | SA        |     24613 | NS      | $151664.69    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                          | Shift4 Payments LLC                                                                          | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2505867.84   | 0.02%             | 2026-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                  | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134352.05    | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    345818 | NS      | $9596449.50   | 0.07%             |  |  |  | No            | 1                  | 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        |    572151 | PA      | $429646.39    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                               | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $55484.97     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Edison International                                                         | Edison International                                                                         | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1639381.81   | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                             | Sino-Ocean Land Treasure IV Ltd.                                                             | CUSIP: N/A<br>LEI: 213800EAGXDYG9QWS896       | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $858000.00    | 0.01%             | 2030-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VGP NV                                                                       | VGP NV                                                                                       | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | EC               | CORP              | BE        |     52522 | NS      | $5248060.39   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                  | Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class A2R                       | CUSIP: 70016RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4510821.24   | 0.03%             | 2031-10-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5395525.45   | 0.04%             | 2026-01-14      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Tisco Financial Group PCL                                                    | Tisco Financial Group PCL                                                                    | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |    612600 | NS      | $1906019.72   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Hangzhou Co. Ltd.                                                    | Bank of Hangzhou Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 300300C1092033000075       | Long             | EC               | CORP              | CN        |    460100 | NS      | $888813.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                           | Radiate Holdco LLC, Term Loan                                                                | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2673396 | PA      | $2224933.79   | 0.02%             | 2026-09-25      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $290689.81    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Rad CLO 15 Ltd.                                                              | Rad CLO 15 Ltd., Series 2021-15A, Class D                                                    | CUSIP: 750103AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2654970.59   | 0.02%             | 2034-01-20      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                      | RHP Hotel Properties LP                                                                      | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5958000 | PA      | $5580405.67   | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Dealer Tire LLC                                                              | Dealer Tire LLC                                                                              | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1149184.31   | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    925000 | PA      | $665962.35    | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                         | Ashton Woods USA LLC                                                                         | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $637940.00    | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | 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      | $140842.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pou Chen Corp.                                                               | Pou Chen Corp.                                                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |    494000 | NS      | $566786.23    | 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        |    600000 | PA      | $667840.59    | 0.00%             | 2028-09-06      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                                         | PPG Industries, Inc.                                                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     28311 | NS      | $3690055.74   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tallgrass Energy Partners LP                                                 | Tallgrass Energy Partners LP                                                                 | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1013400.00   | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                              | Cable One, Inc., Term Loan B4                                                                | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |   1228295 | PA      | $1213199.25   | 0.01%             | 2028-05-03      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| India Cleantech Energy                                                       | India Cleantech Energy                                                                       | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |   1671455 | PA      | $1479237.68   | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    240700 | NS      | $2549099.68   | 0.02%             | 2023-03-13      | Fixed         | 13.52%                | 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        |   3314887 | PA      | $835297.56    | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136541.10    | 0.00%             | 2029-12-05      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Banner Health                                                                | Banner Health                                                                                | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77929.09     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                            | Genesis Energy LP                                                                            | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1541542.50   | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tempur Sealy International, Inc.                                             | Tempur Sealy International, Inc.                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1593118.08   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    711000 | PA      | $573211.18    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                 | International Consolidated Airlines Group SA                                                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1109545.29   | 0.01%             | 2028-05-18      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    200000 | PA      | $4075.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2019-2A, Class CR                                            | CUSIP: 77341GAN0<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5174125.00   | 0.04%             | 2032-08-20      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp.                                                        | Verscend Escrow Corp.                                                                        | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12882000 | PA      | $12926797.16  | 0.10%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                                            | Herens Midco SARL                                                                            | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |   1483000 | PA      | $1094310.24   | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Pilgrim's Pride Corp.                                                        | Pilgrim's Pride Corp.                                                                        | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    902000 | PA      | $735039.80    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ANGI Group LLC                                                               | ANGI Group LLC                                                                               | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3907000 | PA      | $2994832.71   | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc., Series C                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248995.74    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Hub International Ltd.                                                       | Hub International Ltd., Term Loan                                                            | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    774000 | PA      | $773078.94    | 0.01%             | 2029-11-10      | Variable      | 8.22%                 | 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        |   1579992 | PA      | $646386.60    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1738452.75   | 0.01%             | 2024-01-09      | Fixed         | 3.81%                 | 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      | $3473740.13   | 0.03%             | 2034-04-23      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Wanda Properties International Co. Ltd.                                      | Wanda Properties International Co. Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    800000 | PA      | $767400.00    | 0.01%             | 2024-01-29      | Fixed         | 7.25%                 | 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        |    637951 | PA      | $426253.55    | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                                   | Vonovia SE                                                                                   | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    340468 | NS      | $9617505.86   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-183263.23   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                                         | Archrock Partners LP                                                                         | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4004000 | PA      | $3803800.00   | 0.03%             | 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        |   2467000 | PA      | $2089999.23   | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Apollo Global Management, Inc.                                               | Apollo Global Management, Inc.                                                               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22356 | NS      | $1582357.68   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust, Series 2022-DSC1, Class A1                                         | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14510930 | PA      | $14146455.78  | 0.10%             | 2063-01-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $267480.31    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                           | Devon Energy Corp.                                                                           | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483370.22    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                              | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   7115000 | PA      | $5628012.67   | 0.04%             | 2029-03-01      | Variable      | 3.75%                 | 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        |    164929 | NS      | $22824504.02  | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                    | Aptiv plc                                                                                    | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    985000 | PA      | $850372.08    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                              | LCM Investments Holdings II LLC                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $1826278.25   | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1573909.85   | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                                           | ARC Falcon I, Inc., Term Loan                                                                | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1121149 | PA      | $1000064.74   | 0.01%             | 2028-09-30      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                       | Dell International LLC                                                                       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $899935.20    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     99201 | NS      | $10528489.42  | 0.08%             | 2023-02-01      | Fixed         | 14.90%                | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2018-1A, Class CR                                                        | CUSIP: 00141UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2375671.25   | 0.02%             | 2032-04-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                          | Hoag Memorial Hospital Presbyterian                                                          | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418569.30    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1634510.44   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                | Pioneer Natural Resources Co.                                                                | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572871.75    | 0.00%             | 2023-05-15      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                            | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4261000 | PA      | $4232877.40   | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series E0JQ                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     21290 | NS      | $10322890.23  | 0.08%             | 2023-02-01      | Fixed         | 16.35%                | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., Term Loan B1                                                  | CUSIP: 26812CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2386861 | PA      | $2340030.50   | 0.02%             | 2026-04-06      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                                         | Callon Petroleum Co.                                                                         | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2098707.14   | 0.02%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   3126000 | PA      | $3155415.66   | 0.02%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2015-2A, Class A1R2                                           | CUSIP: 69689CAW6<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |   7593946 | PA      | $7549334.13   | 0.06%             | 2030-07-20      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    435000 | PA      | $345014.40    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1065000 | PA      | $862849.69    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bloomage Biotechnology Corp. Ltd.                                            | Bloomage Biotechnology Corp. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 3003000JYMDZWD0IUE82       | Long             | EC               | CORP              | CN        |     25695 | NS      | $475542.83    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hang Lung Properties Ltd.                                                    | Hang Lung Properties Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |   2261000 | NS      | $4263218.49   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4740158.24   | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Republic of Philippines                                                      | Republic of Philippines                                                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2243000 | PA      | $1646047.98   | 0.01%             | 2045-05-05      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4019000 | PA      | $3966753.00   | 0.03%             | 2025-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co.                                                      | Commonwealth Edison Co., Series 133                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424860.72    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2091546.45   | 0.02%             | 2026-05-12      | Fixed         | 5.20%                 | 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        |   2111093 | PA      | $1914688.18   | 0.01%             | 2037-03-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO DAC                                             | Anchorage Capital Europe CLO DAC, Series 4X, Class E                                         | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |    300000 | PA      | $279984.49    | 0.00%             | 2034-04-25      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class D                               | CUSIP: 17290XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3446000 | PA      | $2671163.80   | 0.02%             | 2049-04-10      | Fixed         | 2.79%                 | 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        |    239251 | PA      | $154347.07    | 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      | $3217957.42   | 0.02%             | 2035-04-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                 | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   8949000 | PA      | $8606611.26   | 0.06%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     20200 | NS      | $1998494.18   | 0.01%             | 2023-02-27      | Fixed         | 15.12%                | No            | 2                  | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                               | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   4305000 | PA      | $4257989.40   | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                           | Lam Research Corp.                                                                           | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    314000 | PA      | $226455.67    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | 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        |    274993 | PA      | $262364.11    | 0.00%             | 2036-02-25      | Variable      | 3.46%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                                         | EyeCare Partners LLC, 2nd Lien Term Loan                                                     | CUSIP: 30233PAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    611064 | PA      | $493623.61    | 0.00%             | 2029-11-15      | Variable      | 11.48%                | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                                            | IRB Holding Corp., Term Loan B                                                               | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   2644478 | PA      | $2638290.28   | 0.02%             | 2025-02-05      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Vallourec SA                                                                 | Vallourec SA                                                                                 | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | DBT              | CORP              | FR        |    717000 | PA      | $785267.22    | 0.01%             | 2026-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FW773<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     56200 | NS      | $2553782.42   | 0.02%             | 2023-02-16      | Fixed         | 21.90%                | No            | 2                  | On Loan: No      |
| Adjustable Rate Mortgage Trust                                               | Adjustable Rate Mortgage Trust, Series 2005-9, Class 5A1                                     | CUSIP: 007036SE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390007 | PA      | $380915.44    | 0.00%             | 2035-11-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1030392.08   | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                              | Catalent Pharma Solutions, Inc.                                                              | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   2681000 | PA      | $2215176.25   | 0.02%             | 2030-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Accton Technology Corp.                                                      | Accton Technology Corp.                                                                      | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    637300 | NS      | $5208193.07   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Cipla Ltd.                                                                   | Cipla Ltd.                                                                                   | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |    143035 | NS      | $1783038.76   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7813000 | PA      | $7456042.62   | 0.05%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XV                                                                | Apidos CLO XV, Series 2013-15A, Class DRR                                                    | CUSIP: 03764QBL5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1814608.20   | 0.01%             | 2031-04-20      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVIII Ltd.                                              | Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class BR2                                  | CUSIP: 64128QAW5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1434587.70   | 0.01%             | 2030-10-21      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2766757.50   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  25220000 | PA      | $25324663.00  | 0.19%             | 2029-03-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    810000 | PA      | $820526.27    | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Promigas SA ESP                                                              | Promigas SA ESP                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1114377.60   | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06369P494<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     22200 | NS      | $2623674.29   | 0.02%             | 2023-03-02      | Fixed         | 16.33%                | No            | 2                  | On Loan: No      |
| Johns Hopkins University                                                     | Johns Hopkins University, Series A                                                           | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2017425.29   | 0.01%             | 2032-07-01      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2391320.87   | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $74112.50     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                                | Newmont Corp.                                                                                | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204894.47    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                            | National Grid plc                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   1042062 | NS      | $13247638.41  | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| La Financiere Atalian SASU                                                   | La Financiere Atalian SASU                                                                   | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |   1071000 | PA      | $777777.55    | 0.01%             | 2025-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    593000 | PA      | $509333.63    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                           | Connect Finco SARL, Term Loan                                                                | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   5649251 | PA      | $5602193.19   | 0.04%             | 2026-12-11      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series E11V                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     33736 | NS      | $10679133.19  | 0.08%             | 2023-02-03      | Fixed         | 14.25%                | 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      | $-2369.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                   | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                         | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40477000 | PA      | $916128.08    | 0.01%             | 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        |     19593 | NS      | $6116354.69   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Triton Water Holdings, Inc.                                                  | Triton Water Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   2400636 | PA      | $2282116.63   | 0.02%             | 2028-03-31      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    644000 | PA      | $618445.69    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                                              | Crestwood Midstream Partners LP                                                              | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2427640.13   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| President Chain Store Corp.                                                  | President Chain Store Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    103000 | NS      | $927782.17    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 5 Ltd.                                     | GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class CR                           | CUSIP: 38138DAS5<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1924991.80   | 0.01%             | 2032-10-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-3A, Class C                                                         | CUSIP: 00142QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2838868.50   | 0.02%             | 2035-01-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Unilever Indonesia Tbk. PT                                                   | Unilever Indonesia Tbk. PT                                                                   | CUSIP: N/A<br>LEI: 549300MUHUFNRRI19O72       | Long             | EC               | CORP              | ID        |   1318000 | NS      | $410269.06    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banijay Entertainment SASU                                                   | Banijay Entertainment SASU                                                                   | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |    150000 | PA      | $157185.58    | 0.00%             | 2025-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                               | Ohio Power Co.                                                                               | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    975000 | PA      | $828891.36    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                         | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3123000 | PA      | $2982074.63   | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | 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        |   7000000 | PA      | $6722800.00   | 0.05%             | 2031-04-20      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                   | US Bancorp                                                                                   | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182129.20    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                                  | Healthpeak Properties, Inc.                                                                  | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    458000 | PA      | $406886.74    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $557707.95    | 0.00%             | 2026-12-15      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    400000 | PA      | $6269.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd.                                                   | Alibaba Group Holding Ltd.                                                                   | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     78510 | NS      | $8651802.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                             | GE HealthCare Technologies, Inc.                                                             | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $456268.59    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Taiwan Business Bank                                                         | Taiwan Business Bank                                                                         | CUSIP: N/A<br>LEI: 254900930YMK9AXL9O17       | Long             | EC               | CORP              | TW        |   2757000 | NS      | $1229882.62   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                               | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573140.86    | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Legacy LifePoint Health LLC                                                  | Legacy LifePoint Health LLC                                                                  | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1501500.00   | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                        | PayPal Holdings, Inc.                                                                        | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372916.08    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    476152 | PA      | $6749.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CML La Quinta Resort                                                         | CML La Quinta Resort, Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10600000 | PA      | $10240416.20  | 0.08%             | 2038-01-01      | Variable      | 3.43%                 | No            | 3                  | On Loan: No      |
| DirectV Financing LLC                                                        | DirectV Financing LLC, Term Loan                                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2408748 | PA      | $2365342.64   | 0.02%             | 2027-08-02      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2022-1A, Class D                                              | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3127475.98   | 0.02%             | 2035-04-20      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class A                                    | CUSIP: 12528DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3582670.68   | 0.03%             | 2033-02-15      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107533.90    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | 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        |    668053 | NS      | $13624986.88  | 0.10%             | 2023-03-08      | Fixed         | 7.57%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                                        | AssuredPartners, Inc., Term Loan                                                             | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1366515 | PA      | $1349092.07   | 0.01%             | 2027-02-12      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                  | Goldman Sachs International                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |     11500 | NS      | $2787409.46   | 0.02%             | 2023-02-21      | Fixed         | 20.39%                | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6225000 | PA      | $5762837.76   | 0.04%             | 2023-07-17      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Ciena Corp.                                                                  | Ciena Corp., Term Loan                                                                       | CUSIP: 17178HAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235000 | PA      | $234706.25    | 0.00%             | 2030-01-18      | Variable      | 6.98%                 | No            | 3                  | On Loan: No      |
| York CLO 1 Ltd.                                                              | York CLO 1 Ltd., Series 2014-1A, Class BRR                                                   | CUSIP: 986255AW7<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2067309.30   | 0.02%             | 2029-10-22      | Floating      | 6.47%                 | 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        |    216662 | NS      | $8457368.77   | 0.06%             | 2023-03-01      | Fixed         | 10.90%                | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1588000 | PA      | $1261110.20   | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    560000 | PA      | $28085.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Discover Financial Services                                                  | Discover Financial Services                                                                  | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $693863.96    | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp.                                                         | Sprint Capital Corp.                                                                         | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   9657000 | PA      | $11926395.00  | 0.09%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Rexford Industrial Realty, Inc.                                              | Rexford Industrial Realty, Inc.                                                              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    207265 | NS      | $13155109.55  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    109938 | NS      | $4489052.50   | 0.03%             | 2023-03-09      | Fixed         | 17.90%                | 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        |   1150426 | PA      | $600784.51    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Huarong Finance Co. Ltd.                                                     | Huarong Finance Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $186975.00    | 0.00%             | 2024-11-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Crestwood Midstream Partners LP                                              | Crestwood Midstream Partners LP                                                              | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $719468.75    | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2020-1A, Class CR                                                    | CUSIP: 13876LAN7<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $940201.00    | 0.01%             | 2034-07-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Globe Telecom, Inc.                                                          | Globe Telecom, Inc.                                                                          | CUSIP: N/A<br>LEI: 254900GPWI1816YIM923       | Long             | DBT              | CORP              | PH        |   1770000 | PA      | $1625966.25   | 0.01%             | 2026-08-02      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                 | ViaSat, Inc., Term Loan                                                                      | CUSIP: 92555WAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1807467 | PA      | $1803509.02   | 0.01%             | 2029-03-02      | Variable      | 9.18%                 | No            | 2                  | On Loan: No      |
| Ooredoo QPSC                                                                 | Ooredoo QPSC                                                                                 | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    121899 | NS      | $297786.42    | 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        |     45610 | NS      | $2225755.57   | 0.02%             | 2023-03-03      | Fixed         | 17.74%                | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                  | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2220330.00   | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2013-2A, Class BR3                                            | CUSIP: 69688AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2825357.78   | 0.02%             | 2031-10-17      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| SURA Asset Management SA                                                     | SURA Asset Management SA                                                                     | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |   3157000 | PA      | $3120102.56   | 0.02%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                           | AMC Networks, Inc.                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    940000 | PA      | $579275.00    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                             | Mastercard, Inc.                                                                             | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    345000 | PA      | $326324.20    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                                                    | Epiroc AB, Class A                                                                           | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    915005 | NS      | $17803044.04  | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Symphony CLO XXII Ltd.                                                       | Symphony CLO XXII Ltd., Series 2020-22A, Class B                                             | CUSIP: 87167GAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1226031.25   | 0.01%             | 2033-04-18      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    118913 | NS      | $3884887.71   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tuspark Forward Ltd.                                                         | Tuspark Forward Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900VWWKC9HU6TON78       | Long             | DBT              | CORP              | VG        |    180000 | PA      | $37440.00     | 0.00%             | 2024-05-13      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO IX Ltd.                                                          | Elmwood CLO IX Ltd., Series 2021-2A, Class C                                                 | CUSIP: 29003UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1419066.45   | 0.01%             | 2034-07-20      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   8495000 | PA      | $7969329.40   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    800000 | PA      | $719714.22    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    262259 | NS      | $11064707.21  | 0.08%             |  |  |  | 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        |   9351335 | PA      | $6530032.57   | 0.05%             | 2046-07-25      | Floating      | 4.89%                 | 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        |   1283110 | PA      | $857724.76    | 0.01%             | 2037-07-25      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                                      | Southwestern Energy Co.                                                                      | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306388.95    | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6094000 | PA      | $5880710.00   | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                             | Sands China Ltd.                                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1747500.00   | 0.01%             | 2027-03-08      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                              | Santander UK Group Holdings plc                                                              | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |   6725000 | PA      | $8094006.98   | 0.06%             | 2024-06-24      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  22075000 | PA      | $21081404.25  | 0.16%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    195000 | PA      | $216514.86    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                           | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |   1740000 | PA      | $1526850.00   | 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        |   3069000 | PA      | $2511002.83   | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 11 Ltd.                                                | Anchorage Capital CLO 11 Ltd., Series 2019-11A, Class CR                                     | CUSIP: 03330NAL8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $664370.00    | 0.00%             | 2032-07-22      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| ION Trading Technologies SARL                                                | ION Trading Technologies SARL                                                                | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   1842000 | PA      | $1577212.50   | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209124.00    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                                         | Callon Petroleum Co.                                                                         | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   4754000 | PA      | $4599495.00   | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                          | Valero Energy Corp.                                                                          | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73140.04     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2065376.69   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | 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      | $1127112.33   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                       | Aeropuerto Internacional de Tocumen SA                                                       | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |   1725000 | PA      | $1399190.63   | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                                | Organon & Co.                                                                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3496603.70   | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                                                | Arconic Corp.                                                                                | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1639566.72   | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KDDI Corp.                                                                   | KDDI Corp.                                                                                   | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    362200 | NS      | $11316379.17  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                             | DTE Electric Co., Series B                                                                   | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82818.43     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                                            | Yum! Brands, Inc.                                                                            | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41083.01     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107222.43    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4633000 | PA      | $3202561.25   | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.                                     | International Flavors & Fragrances, Inc.                                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    100065 | NS      | $11253309.90  | 0.08%             |  |  |  | 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        |   2039000 | PA      | $351727.50    | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                        | Covanta Holding Corp.                                                                        | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    398000 | PA      | $338622.25    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Titan International, Inc.                                                    | Titan International, Inc.                                                                    | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    371000 | PA      | $357373.17    | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-20875.35    | -0.00%            |  |  |  | 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        |  11095946 | PA      | $10572683.39  | 0.08%             | 2038-06-15      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                 | ams-OSRAM AG                                                                                 | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |   1200000 | PA      | $1070994.95   | 0.01%             | 2025-03-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                          | Valero Energy Corp.                                                                          | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    253000 | PA      | $249694.59    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                     | Marathon Petroleum Corp.                                                                     | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90342.50     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                         | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1037192.73   | 0.01%             | 2024-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                 | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    431000 | PA      | $415259.88    | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | 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        |    675000 | PA      | $768076.86    | 0.01%             | 2033-03-01      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 1 Ltd.                                     | GoldenTree Loan Management US CLO 1 Ltd., Series 2017-1A, Class CR2                          | CUSIP: 38136FBL6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $8946372.30   | 0.07%             | 2034-04-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2020-SFR1, Class F                                                        | CUSIP: 00180AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19850000 | PA      | $18416236.49  | 0.14%             | 2037-04-17      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $946368.00    | 0.01%             | 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        |     41201 | NS      | $7169798.02   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Opportunities X Ltd.                                         | GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class AR                              | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3275713.32   | 0.02%             | 2031-07-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3058000 | PA      | $2828650.00   | 0.02%             | 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        |    775833 | PA      | $710728.46    | 0.01%             | 2037-09-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      9800 | NS      | $3109154.47   | 0.02%             | 2023-02-06      | Fixed         | 15.10%                | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                        | Parker-Hannifin Corp.                                                                        | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    845000 | PA      | $839321.80    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328838.25    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-MFM1, Class E                                                          | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4680000 | PA      | $4457530.12   | 0.03%             | 2034-01-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                                  | Cigna Corp.                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     16231 | NS      | $5139870.77   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Physicians Realty Trust                                                      | Physicians Realty Trust                                                                      | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    853301 | NS      | $13533353.86  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc., Term Loan B                                                         | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1115000 | PA      | $1094796.20   | 0.01%             | 2027-03-01      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| GNL Quintero SA                                                              | GNL Quintero SA                                                                              | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |   1478362 | PA      | $1446946.81   | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8784000 | PA      | $8853523.25   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                        | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1020000 | PA      | $988953.75    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                | Voya CLO Ltd., Series 2016-3A, Class A1R                                                     | CUSIP: 92915HAL7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496407.70    | 0.00%             | 2031-10-18      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                 | MH Sub I LLC, 1st Lien Term Loan                                                             | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2612932 | PA      | $2581498.54   | 0.02%             | 2024-09-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                          | CommonSpirit Health                                                                          | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $352932.90    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $532649.43    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    681000 | PA      | $680148.75    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1615062.87   | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Emirates Telecommunications Group Co. PJSC                                   | Emirates Telecommunications Group Co. PJSC                                                   | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | EC               | CORP              | AE        |     14071 | NS      | $98589.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                    | Axalta Coating Systems Dutch Holding B BV, Term Loan B                                       | CUSIP: 90347BAJ7<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   1244000 | PA      | $1248665.00   | 0.01%             | 2029-12-20      | Variable      | 7.51%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class CL                        | CUSIP: 054966AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $2887234.95   | 0.02%             | 2032-11-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| Ingersoll-Rand Services Co.                                                  | Ingersoll-Rand Services Co., Term Loan B1                                                    | CUSIP: 365556AU3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2265327 | PA      | $2256016.49   | 0.02%             | 2027-03-01      | Variable      | 6.41%                 | 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      | $369660.00    | 0.00%             | 2029-11-01      | Variable      | 11.57%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-9617.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280AS8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1174812.00   | 0.01%             | 2024-09-17      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                 | Banco Mercantil del Norte SA                                                                 | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1725000 | PA      | $1590557.81   | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     11800 | NS      | $1681275.54   | 0.01%             | 2023-02-02      | Fixed         | 33.84%                | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 4 Ltd.                                                  | Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A2                                        | CUSIP: 402562AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1217940.63   | 0.01%             | 2034-07-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| KKR CLO 27 Ltd.                                                              | KKR CLO 27 Ltd., Series 27A, Class BR                                                        | CUSIP: 48253YBE7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4142075.50   | 0.03%             | 2032-10-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                                            | CPUK Finance Ltd.                                                                            | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |    619000 | PA      | $722454.53    | 0.01%             | 2025-08-28      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                              | TC Energy Corp.                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8066 | NS      | $347967.24    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Saudi Telecom Co.                                                            | Saudi Telecom Co.                                                                            | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    250559 | NS      | $2472817.00   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                         | Steel Dynamics, Inc.                                                                         | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89427.04     | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262148.69    | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Twilio, Inc.                                                                 | Twilio, Inc.                                                                                 | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $3537192.98   | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                    | Duke Energy Carolinas LLC                                                                    | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    882000 | PA      | $667314.36    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2020-1A, Class DR                                                    | CUSIP: 13876LAQ0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $943659.40    | 0.01%             | 2034-07-15      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co. Ltd.                                                          | SK Telecom Co. Ltd.                                                                          | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     28027 | NS      | $594452.67    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                              | LSTAR Commercial Mortgage Trust, Series 2017-5, Class C                                      | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375000 | PA      | $2988721.80   | 0.02%             | 2050-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                                | Caesars Resort Collection LLC                                                                | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2453417.01   | 0.02%             | 2025-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Pactiv Evergreen, Inc.                                                       | Pactiv Evergreen, Inc., Term Loan B2                                                         | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    995680 | PA      | $993499.44    | 0.01%             | 2026-02-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                      | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15325000 | PA      | $14442439.38  | 0.11%             | 2038-05-15      | Floating      | 7.26%                 | 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        |    108000 | PA      | $107650.00    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO                                                      | Bain Capital Credit CLO Ltd., Series 2019-2A, Class CR                                       | CUSIP: 05682LAN7<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1182434.25   | 0.01%             | 2032-10-17      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Chong Hing Bank Ltd.                                                         | Chong Hing Bank Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300UE27D3HDTZET39       | Long             | DBT              | CORP              | HK        |    380000 | PA      | $371640.00    | 0.00%             | 2024-07-15      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc, Series NC10                                                              | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $357128.78    | 0.00%             | 2080-08-27      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                             | Unique Pub Finance Co. plc (The), Series A4                                                  | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |    501475 | PA      | $606181.59    | 0.00%             | 2027-06-30      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co., Inc.                                                  | Crown Cork & Seal Co., Inc.                                                                  | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    368000 | PA      | $384407.28    | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| China Medical System Holdings Ltd.                                           | China Medical System Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 529900Z57DVJXUBLHX66       | Long             | EC               | CORP              | KY        |    257000 | NS      | $443637.86    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                                  | Powszechna Kasa Oszczednosci Bank Polski SA                                                  | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |   1005408 | NS      | $7498840.74   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                                 | National Australia Bank Ltd.                                                                 | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    970000 | PA      | $1008325.33   | 0.01%             | 2033-01-12      | Fixed         | 6.43%                 | No            | 2                  | On Loan: No      |
| Suburban Propane Partners LP                                                 | Suburban Propane Partners LP                                                                 | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $538515.28    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | 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        |   2528763 | PA      | $1961460.17   | 0.01%             | 2035-05-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    545000 | PA      | $440501.72    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                                                | Navient Corp.                                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1238115.00   | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | 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        |   3070511 | PA      | $1552433.84   | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |    430000 | PA      | $446232.46    | 0.00%             | 2024-02-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    603000 | PA      | $536481.56    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                 | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     54037 | NS      | $6881071.58   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Inventec Corp.                                                               | Inventec Corp.                                                                               | CUSIP: N/A<br>LEI: 391200XSJU5WEVAXB086       | Long             | EC               | CORP              | TW        |    341000 | NS      | $287460.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TCW CLO Ltd.                                                                 | TCW CLO Ltd., Series 2021-1A, Class C                                                        | CUSIP: 87190KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $925421.70    | 0.01%             | 2034-03-18      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2020-1A, Class CR                                               | CUSIP: 278300AN8<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3277086.75   | 0.02%             | 2034-10-15      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3051162.37   | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                                            | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $898985.30    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272525.34    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC                                                     | NGL Energy Operating LLC                                                                     | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2092099.61   | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     65964 | NS      | $8381898.89   | 0.06%             | 2023-03-01      | Fixed         | 10.57%                | No            | 2                  | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1360000 | PA      | $1134580.00   | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                     | Lloyds Banking Group plc                                                                     | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2196544.68   | 0.02%             | 2025-12-10      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                                     | AEP Transmission Co. LLC                                                                     | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56329.39     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4324000 | PA      | $3694685.04   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| China Aoyuan Group Ltd.                                                      | China Aoyuan Group Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300YSOKQO5QD6MP25       | Long             | DBT              | CORP              | KY        |   6938000 | PA      | $688596.50    | 0.01%             | 2024-02-08      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                   | KeyBank NA                                                                                   | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558507.48    | 0.00%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                | Walmart, Inc.                                                                                | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87903.68     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                 | American Honda Finance Corp.                                                                 | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1281736.02   | 0.01%             | 2028-03-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                               | ConocoPhillips                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18928 | NS      | $2306755.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co., Series W                                                               | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19006000 | PA      | $15014740.00  | 0.11%             | 2047-05-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                     | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2344928.00   | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                             | Sabre GLBL, Inc.                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1973937.42   | 0.01%             | 2025-04-15      | Fixed         | 9.25%                 | 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        |   1753730 | PA      | $1575775.09   | 0.01%             | 2047-09-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares, Inc.                                              | First Citizens BancShares, Inc., Class A                                                     | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      6788 | NS      | $5278891.84   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2552028.70   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1678000 | PA      | $1472759.63   | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Sberbank of Russia PJSC                                                      | Sberbank of Russia PJSC                                                                      | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    877548 | NS      | $124.99       | 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        |   9177183 | PA      | $8941675.35   | 0.07%             | 2038-07-15      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4148000 | PA      | $3311763.20   | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2015-AA, Class DR2                                                         | CUSIP: 00900LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4269190.05   | 0.03%             | 2034-10-17      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| Qatar Islamic Bank SAQ                                                       | Qatar Islamic Bank SAQ                                                                       | CUSIP: N/A<br>LEI: 254900CFGPXJI71OHT95       | Long             | EC               | CORP              | QA        |    139070 | NS      | $746794.13    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                        | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M5                               | CUSIP: 41753CAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1794799.80   | 0.01%             | 2046-09-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Mercury Borrower, Inc.                                                       | Mercury Borrower, Inc., 1st Lien Term Loan                                                   | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2322465 | PA      | $2244081.84   | 0.02%             | 2028-08-02      | Variable      | 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        |     72721 | NS      | $6832865.16   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    995000 | PA      | $944300.15    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Hengan International Group Co. Ltd.                                          | Hengan International Group Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    145000 | NS      | $713307.33    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8382000 | PA      | $7069984.99   | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Memorial Health Services                                                     | Memorial Health Services                                                                     | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    495000 | PA      | $391115.78    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                         | Prime Security Services Borrower LLC                                                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2012504.80   | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1202359.00   | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                             | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $271561.13    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Boyce Park CLO Ltd.                                                          | Boyce Park CLO Ltd., Series 2022-1A, Class C                                                 | CUSIP: 103228AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1396333.65   | 0.01%             | 2035-04-21      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     80200 | NS      | $11878422.00  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9201000 | PA      | $9179009.61   | 0.07%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338929.54    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374517.00    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    910000 | PA      | $966694.86    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| E.Sun Financial Holding Co. Ltd.                                             | E.Sun Financial Holding Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |   1496000 | NS      | $1225280.57   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                   | Anchorage Capital CLO Ltd., Series 2018-10A, Class B                                         | CUSIP: 03331JAJ1<br>LEI: 549300PXQERPW8QV9145 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2961612.60   | 0.02%             | 2031-10-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2022-1A, Class D                                                       | CUSIP: 73742YAG0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1615010.43   | 0.01%             | 2035-04-20      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1568.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Generate CLO 9 Ltd.                                                          | Generate CLO 9 Ltd., Series 9A, Class D                                                      | CUSIP: 37147LAG4<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2689257.60   | 0.02%             | 2034-10-20      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                                 | OHA Credit Partners XIV Ltd., Series 2017-14A, Class B                                       | CUSIP: 67706XAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981384.30    | 0.01%             | 2030-01-21      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                            | LCPR Senior Secured Financing DAC                                                            | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    307000 | PA      | $270160.00    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2020-SFR1, Class G                                                        | CUSIP: 00180AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $6983875.50   | 0.05%             | 2037-04-17      | Fixed         | 4.31%                 | 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        |   1245574 | PA      | $567706.48    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SL Green Realty Corp.                                                        | SL Green Realty Corp.                                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    270971 | NS      | $11150456.65  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ESR Kendall Square REIT Co. Ltd.                                             | ESR Kendall Square REIT Co. Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |   2847986 | NS      | $9496919.99   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                                 | Antero Midstream Partners LP                                                                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $699975.00    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2022-SFR5, Class E1                                       | CUSIP: 74332YAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1873300.40   | 0.01%             | 2039-06-17      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                                | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    862000 | PA      | $773645.00    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                         | Analog Devices, Inc.                                                                         | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $182150.39    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 3-R Ltd.                                               | Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class B                                     | CUSIP: 03330AAC6<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3328223.28   | 0.02%             | 2031-01-28      | Floating      | 6.30%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                                        | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3203000 | PA      | $2995781.43   | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2020-SFR1, Class F                                        | CUSIP: 74331CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5077427.85   | 0.04%             | 2037-04-17      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     36356 | NS      | $8257833.69   | 0.06%             | 2023-03-13      | Fixed         | 16.14%                | 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      | $-521318.48   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RealPage, Inc.                                                               | RealPage, Inc., 1st Lien Term Loan                                                           | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5318732 | PA      | $5179806.26   | 0.04%             | 2028-04-24      | Variable      | 7.38%                 | 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        |   4107464 | PA      | $3292498.19   | 0.02%             | 2046-12-25      | Floating      | 3.15%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 58B Ltd.                                          | Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class A1                               | CUSIP: 38178TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983806.50    | 0.01%             | 2035-01-25      | Floating      | 6.00%                 | 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      | $593527.39    | 0.00%             | 2049-03-15      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                          | Erste Group Bank AG                                                                          | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |   2200000 | PA      | $2357647.85   | 0.02%             | 2024-04-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Milos CLO Ltd.                                                               | Milos CLO Ltd., Series 2017-1A, Class CR                                                     | CUSIP: 60162PAJ1<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1912834.80   | 0.01%             | 2030-10-20      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2270000 | PA      | $2437412.50   | 0.02%             | 2027-11-22      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                        | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350562.28    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                                              | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   5121000 | PA      | $4071195.00   | 0.03%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      1600 | NS      | $745898.55    | 0.01%             | 2023-02-23      | Fixed         | 11.11%                | 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      | $1746212.44   | 0.01%             | 2059-01-15      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                    | Shell plc                                                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    237523 | NS      | $6973150.44   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Plains All American Pipeline LP                                              | Plains All American Pipeline LP                                                              | CUSIP: 726503105<br>LEI: 5521FA2ITF25TVH63740 | Long             |  |  | US        |    186522 | NS      | $2324064.12   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sutter Health                                                                | Sutter Health, Series 20A                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    870000 | PA      | $731792.18    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co.                                                         | Callon Petroleum Co.                                                                         | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5072259.50   | 0.04%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                   | Progress Residential Trust, Series 2021-SFR10, Class F                                       | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8492177 | PA      | $7169282.77   | 0.05%             | 2040-12-17      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials, Inc.                                        | Momentive Performance Materials, Inc., 1st Lien Term Loan                                    | CUSIP: 60877JAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1612511 | PA      | $1609995.60   | 0.01%             | 2024-05-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3180624.85   | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc.                                                                       | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   4973000 | PA      | $4276332.43   | 0.03%             | 2029-07-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                                | Canadian National Railway Co.                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $714383.52    | 0.01%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                    | KLA Corp.                                                                                    | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298695.22    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp.                                                                 | Apache Corp.                                                                                 | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1172824.88   | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    700000 | PA      | $688709.53    | 0.01%             | 2030-01-17      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 29 Ltd.                                   | Neuberger Berman Loan Advisers CLO 29 Ltd., Series 2018-29A, Class D                         | CUSIP: 64130XAG1<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476834.65    | 0.00%             | 2031-10-19      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Cogeco Communications Finance LP                                             | Cogeco Communications Finance LP, Term Loan B                                                | CUSIP: 19239PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1624198 | PA      | $1607355.40   | 0.01%             | 2028-09-01      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                    | OHA Credit Funding 6 Ltd., Series 2020-6A, Class DR                                          | CUSIP: 67098UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $958542.00    | 0.01%             | 2034-07-20      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                                               | Entegris, Inc.                                                                               | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2008195.00   | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   2355000 | PA      | $2346610.31   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   3737000 | PA      | $2513132.50   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Krung Thai Bank PCL                                                          | Krung Thai Bank PCL                                                                          | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |    300000 | PA      | $275493.75    | 0.00%             | 2026-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                                             | ERP Operating LP                                                                             | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    530000 | PA      | $497969.67    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | 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        |   2221368 | PA      | $728887.53    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Equinox Holdings, Inc.                                                       | Equinox Holdings, Inc., 1st Lien Term Loan B1                                                | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |   4200122 | PA      | $3244594.14   | 0.02%             | 2024-03-08      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   6800000 | PA      | $7307590.09   | 0.05%             | 2024-06-13      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                                     | Option Care Health, Inc., 1st Lien Term Loan                                                 | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |   1613343 | PA      | $1612133.31   | 0.01%             | 2028-10-27      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $136471.06    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                              | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3468917.40   | 0.03%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Invesco CLO Ltd.                                                             | Invesco CLO Ltd., Series 2021-2A, Class D                                                    | CUSIP: 46149MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473588.25    | 0.00%             | 2034-07-15      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| MSC Industrial Direct Co., Inc.                                              | MSC Industrial Direct Co., Inc., Class A                                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     23970 | NS      | $1982319.00   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1256511.86   | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                    | Williams Cos., Inc. (The)                                                                    | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1422256.05   | 0.01%             | 2024-06-24      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $714567.60    | 0.01%             | 2025-03-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $999718.49    | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                                 | OHA Credit Partners XIV Ltd., Series 2017-14A, Class C                                       | CUSIP: 67706XAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1442382.60   | 0.01%             | 2030-01-21      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                        | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1693000 | PA      | $1652050.56   | 0.01%             | 2032-04-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188228.85    | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                             | Turkcell Iletisim Hizmetleri A/S                                                             | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               | CORP              | TR        |     30163 | NS      | $58468.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                      | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $532901.36    | 0.00%             | 2028-11-07      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                               | Wyndham Hotels & Resorts, Inc.                                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1700731.54   | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                                                       | Petroleo Brasileiro SA (Preference)                                                          | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |    662016 | NS      | $3414214.86   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108203.06    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                        | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1781000 | PA      | $1654103.75   | 0.01%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                         | Ashton Woods USA LLC                                                                         | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $925080.23    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Tata Consultancy Services Ltd.                                               | Tata Consultancy Services Ltd.                                                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    243532 | NS      | $10051460.42  | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |   1173000 | PA      | $1029424.80   | 0.01%             | 2024-12-18      | Variable      | 6.25%                 | 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        |   6202000 | PA      | $5709039.61   | 0.04%             | 2036-02-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                                                    | Mileage Plus Holdings LLC, Term Loan                                                         | CUSIP: 59921PAB2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2965410 | PA      | $3088474.42   | 0.02%             | 2027-06-21      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                           | United Rentals North America, Inc.                                                           | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    943000 | PA      | $937106.25    | 0.01%             | 2027-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294001.61    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                           | Connect Finco SARL                                                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12302000 | PA      | $11763787.50  | 0.09%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 2 LLC                                                        | Signal Peak CLO 2 LLC, Series 2015-1A, Class CR2                                             | CUSIP: 56844XBL2<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1933501.00   | 0.01%             | 2029-04-20      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2040000 | PA      | $1830900.00   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Danaos Corp.                                                                 | Danaos Corp.                                                                                 | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |   1212000 | PA      | $1161463.78   | 0.01%             | 2028-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                    | Sixth Street CLO XIX Ltd., Series 2021-19A, Class D                                          | CUSIP: 83012KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3806500.80   | 0.03%             | 2034-07-20      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                         | Ally Financial, Inc.                                                                         | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1997645.23   | 0.01%             | 2025-11-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $581167.94    | 0.00%             | 2025-11-26      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| CarVal CLO I Ltd.                                                            | CarVal CLO I Ltd., Series 2018-1A, Class D                                                   | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1995000 | PA      | $1876690.91   | 0.01%             | 2031-07-16      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| BBVA Bancomer SA                                                             | BBVA Bancomer SA                                                                             | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |   1666000 | PA      | $1575203.00   | 0.01%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BUPA Finance plc                                                             | BUPA Finance plc                                                                             | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1286207.75   | 0.01%             | 2031-09-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                                 | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    975000 | PA      | $980599.93    | 0.01%             | 2024-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                 | Trivium Packaging Finance BV                                                                 | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |    586000 | PA      | $621589.10    | 0.00%             | 2026-08-15      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   6865000 | PA      | $5838339.25   | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3584000 | PA      | $3449600.00   | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | 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        |     47498 | NS      | $2706870.11   | 0.02%             | 2023-03-03      | Fixed         | 15.04%                | No            | 2                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3527000 | PA      | $3461750.50   | 0.03%             | 2029-04-22      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $747500.00    | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1542000 | PA      | $1536387.12   | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3756385.65   | 0.03%             | 2024-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                        | Aldar Properties PJSC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |   1299834 | NS      | $1548022.42   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KKR CLO Ltd.                                                                 | KKR CLO Ltd., Series 22A, Class D                                                            | CUSIP: 48252WAG8<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1139614.56   | 0.01%             | 2031-07-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2018-1A, Class A2                                             | CUSIP: 69703PAC3<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9824046.00   | 0.07%             | 2031-04-18      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                              | Air Lease Corp.                                                                              | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3269696.87   | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TruGreen Ltd. Partnership                                                    | TruGreen Ltd. Partnership, 1st Lien Term Loan                                                | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   1755868 | PA      | $1625056.19   | 0.01%             | 2027-11-02      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                      | Progressive Corp. (The)                                                                      | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    290000 | PA      | $261828.73    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | 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      | $3342405.85   | 0.02%             | 2035-01-15      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Perrigo Co. PLC                                                              | Perrigo Co. PLC, Term Loan B                                                                 | CUSIP: 71429TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   1094500 | PA      | $1095868.13   | 0.01%             | 2029-04-20      | Variable      | 7.16%                 | No            | 3                  | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                            | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1458138.66   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                   | Anchorage Capital CLO Ltd., Series 2018-1RA, Class E                                         | CUSIP: 03329BAA1<br>LEI: 549300L8BI45FDIJHO17 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1303248.60   | 0.01%             | 2031-04-13      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| Medallion Midland Acquisition LLC                                            | Medallion Midland Acquisition LLC, Term Loan                                                 | CUSIP: 58404BAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2582895 | PA      | $2579666.31   | 0.02%             | 2028-10-18      | Variable      | 8.59%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                            | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $363545.00    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                          | Hilton Domestic Operating Co., Inc.                                                          | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1219511.97   | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society                                                                  | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   3534000 | PA      | $4198954.57   | 0.03%             | 2024-12-20      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Flutter Entertainment plc                                                    | Flutter Entertainment plc, Term Loan B                                                       | CUSIP: N8233BAE2<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1948118 | PA      | $1950805.90   | 0.01%             | 2028-07-22      | Variable      | 8.09%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    622000 | PA      | $536443.90    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Stewart Park CLO Ltd.                                                        | Stewart Park CLO Ltd., Series 2015-1A, Class DR                                              | CUSIP: 860444AU2<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1505820.22   | 0.01%             | 2030-01-15      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group, Inc.                                                         | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $330708.16    | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1371910.61   | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| TCW CLO Ltd.                                                                 | TCW CLO Ltd., Series 2020-1A, Class CRR                                                      | CUSIP: 87190CBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3296050.80   | 0.02%             | 2034-04-20      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Levanter Pte. Ltd.                                          | Continuum Energy Levanter Pte. Ltd.                                                          | CUSIP: N/A<br>LEI: 254900MFSMO37F3WJ232       | Long             | DBT              | CORP              | SG        |   1894365 | PA      | $1695456.68   | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2503849.74   | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Banco do Brasil SA                                                           | Banco do Brasil SA                                                                           | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |   2804000 | PA      | $2767548.00   | 0.02%             | 2024-03-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4098000 | PA      | $3905598.90   | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                                    | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    769000 | PA      | $703734.97    | 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        |    841000 | PA      | $978567.96    | 0.01%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Seaworld Parks & Entertainment, Inc.                                         | Seaworld Parks & Entertainment, Inc., Term Loan                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1116520 | PA      | $1112333.16   | 0.01%             | 2028-08-25      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                             | Gruenenthal GmbH                                                                             | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |    325000 | PA      | $321114.76    | 0.00%             | 2028-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1520240.50   | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Atrium XV                                                                    | Atrium XV, Series 15A, Class B                                                               | CUSIP: 04965FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978902.10    | 0.01%             | 2031-01-23      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     86300 | NS      | $1322289.61   | 0.01%             | 2023-02-09      | Fixed         | 27.66%                | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2013-4A, Class A2RR                                                | CUSIP: 12549FBN8<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1663882.65   | 0.01%             | 2031-04-27      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283376.52    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Masonite International Corp.                                                 | Masonite International Corp.                                                                 | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |   1633000 | PA      | $1347923.25   | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779585.40    | 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        |   2611000 | PA      | $2422485.80   | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mcdermott International Ltd.                                                 | Mcdermott International Ltd.                                                                 | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | Long             | EC               | CORP              | BM        |    165884 | NS      | $64694.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TML Holdings Pte. Ltd.                                                       | TML Holdings Pte. Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |   2339000 | PA      | $2144278.25   | 0.02%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance II LLC                                                      | Bayer US Finance II LLC                                                                      | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1498729.42   | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | 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        |    321534 | PA      | $167455.83    | 0.00%             | 2022-12-15      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                | Aroundtown SA                                                                                | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $582123.16    | 0.00%             | 2024-09-23      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    780000 | PA      | $799324.59    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                 | Sabine Pass Liquefaction LLC                                                                 | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1114854.20   | 0.01%             | 2025-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2501176.76   | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| JSW Steel Ltd.                                                               | JSW Steel Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |    630000 | PA      | $620550.00    | 0.00%             | 2024-04-18      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                           | American International Group, Inc.                                                           | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    455000 | PA      | $433309.66    | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                                      | CDW LLC                                                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $500057.12    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $942288.30    | 0.01%             | 2035-11-28      | Variable      | 3.03%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                                          | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1                               | CUSIP: 08179MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2182593.60   | 0.02%             | 2031-07-18      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC                                                                      | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $468211.14    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Ameren Corp.                                                                 | Ameren Corp.                                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     78210 | NS      | $6794102.70   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2643334.44   | 0.02%             | 2026-06-19      | Variable      | 1.32%                 | No            | 2                  | 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      | $2495628.91   | 0.02%             | 2049-12-15      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series YCD7                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     53295 | NS      | $5637498.37   | 0.04%             | 2023-02-08      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| Codere New Holdco SA                                                         | Codere New Holdco SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    213983 | PA      | $53505.27     | 0.00%             | 2027-11-30      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury Long Bond                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -138 | NC      | $-243886.71   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Barrick North America Finance LLC                                            | Barrick North America Finance LLC                                                            | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32620.03     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                      | Kingdom of Saudi Arabia                                                                      | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1619000 | PA      | $1619000.00   | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Autohome, Inc.                                                               | Autohome, Inc.                                                                               | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |     23240 | NS      | $810146.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                          | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120211.00    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                           | Chemours Co. (The)                                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    894000 | PA      | $814657.50    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                        | Sumitomo Mitsui Financial Group, Inc.                                                        | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $827619.34    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | 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        |   7263892 | PA      | $7350223.76   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                        | PayPal Holdings, Inc.                                                                        | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    955000 | PA      | $893469.85    | 0.01%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                            | Alabama Power Co.                                                                            | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    590000 | PA      | $561090.69    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1772000 | PA      | $1678970.00   | 0.01%             | 2023-12-11      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6549000 | PA      | $5648774.46   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                      | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1265000 | PA      | $1336156.25   | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV, Series MTNR                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    294187 | NS      | $7016716.39   | 0.05%             | 2023-02-22      | Fixed         | 22.64%                | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                                                          | USIC Holdings, Inc., 1st Lien Term Loan                                                      | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   1325207 | PA      | $1285729.43   | 0.01%             | 2028-05-12      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    150317 | NS      | $9498531.23   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167902.66    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Islamic Republic of Pakistan                                                 | Islamic Republic of Pakistan                                                                 | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   3000000 | PA      | $1290330.00   | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LeasePlan Corp. NV                                                           | LeasePlan Corp. NV                                                                           | CUSIP: N/A<br>LEI: 724500C60L930FVHS484       | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1525054.02   | 0.01%             | 2024-05-29      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                                | AIB Group plc                                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |   6201000 | PA      | $6353785.66   | 0.05%             | 2024-10-09      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LP                                                          | Emera US Finance LP                                                                          | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $916510.68    | 0.01%             | 2024-06-15      | Fixed         | 0.83%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $1778762.39   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Wellman Park CLO Ltd.                                                        | Wellman Park CLO Ltd., Series 2021-1A, Class B                                               | CUSIP: 949723AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6748634.20   | 0.05%             | 2034-07-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                             | SS&C Technologies Holdings, Inc.                                                             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    171843 | NS      | $10370725.05  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                                               | Alphabet, Inc.                                                                               | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $725009.88    | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                             | Yango Justice International Ltd.                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |    950000 | PA      | $19000.00     | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | 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      | $1863051.80   | 0.01%             | 2035-04-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2156235.84   | 0.02%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    760000 | PA      | $642595.59    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     38470 | NS      | $8264125.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Purchaser Corp.                                                    | Discovery Purchaser Corp., 1st Lien Term Loan                                                | CUSIP: 25471NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1712000 | PA      | $1635319.52   | 0.01%             | 2029-10-04      | Variable      | 8.96%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc., Term Loan                                                            | CUSIP: 78466YAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    680218 | PA      | $655138.48    | 0.00%             | 2028-06-02      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1188593.99   | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | 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        |   2652616 | PA      | $1306499.99   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     62440 | NS      | $8580057.85   | 0.06%             | 2023-03-01      | Fixed         | 14.99%                | 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        |    903000 | PA      | $874936.96    | 0.01%             | 2026-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06369P528<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |     61900 | NS      | $2668956.37   | 0.02%             | 2023-03-02      | Fixed         | 22.18%                | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC, Term Loan                                                                      | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2593398 | PA      | $2572339.72   | 0.02%             | 2028-02-11      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                               | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369938.11    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                               | Yuzhou Group Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |   3562000 | PA      | $534300.00    | 0.00%             | 2025-02-20      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc., Term Loan                                                       | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1232000 | PA      | $1230287.52   | 0.01%             | 2030-01-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $179759.10    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $811245.25    | 0.01%             | 2026-06-22      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Cullinan Holdco SCSP                                                         | Cullinan Holdco SCSP                                                                         | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |   1057000 | PA      | $1026699.76   | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | 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        |   1500000 | PA      | $1489025.25   | 0.01%             | 2031-01-20      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US, Inc.                                                       | Neptune Bidco US, Inc.                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1586352.96   | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | 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      | $1360960.79   | 0.01%             | 2023-02-23      | Fixed         | 23.25%                | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    460000 | PA      | $361315.41    | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Legends Hospitality Holding Co. LLC                                          | Legends Hospitality Holding Co. LLC                                                          | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1293701.76   | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc., Term Loan                                                           | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1810000 | PA      | $1772297.70   | 0.01%             | 2025-06-27      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                               | ADLER Group SA                                                                               | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $273152.96    | 0.00%             | 2025-08-05      | Fixed         | 3.25%                 | 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      | $6261099.65   | 0.05%             | 2033-04-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Truworths International Ltd.                                                 | Truworths International Ltd.                                                                 | CUSIP: N/A<br>LEI: 37890099AFD770037522       | Long             | EC               | CORP              | ZA        |    123950 | NS      | $472363.16    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                 | FirstEnergy Transmission LLC                                                                 | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   4438000 | PA      | $4384079.72   | 0.03%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                            | Merck & Co., Inc.                                                                            | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    825000 | PA      | $594133.35    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                                                   | Avis Budget Car Rental LLC                                                                   | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $237804.00    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular SA                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1727000 | PA      | $1461905.50   | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | 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        |   1215000 | PA      | $1291414.95   | 0.01%             | 2025-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                      | Progressive Corp. (The)                                                                      | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225546.58    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | 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        |    481530 | PA      | $460391.31    | 0.00%             | 2029-01-15      | Fixed         | 7.42%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5607000 | PA      | $4653810.00   | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Charter Next Generation, Inc.                                                | Charter Next Generation, Inc. , 1st Lien Term Loan                                           | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   3493704 | PA      | $3470610.29   | 0.03%             | 2027-12-01      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                              | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2631000 | PA      | $2011668.55   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $506814.38    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $435170.77    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1532422.50   | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                          | Ascent Resources Utica Holdings LLC, 2nd Lien Term Loan                                      | CUSIP: 04364XAA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2183000 | PA      | $2313980.00   | 0.02%             | 2025-11-01      | Variable      | 13.81%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89027.74     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4744000 | PA      | $4140021.29   | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   6032000 | PA      | $4442447.36   | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Aqueduct European CLO 2 DAC                                                  | Aqueduct European CLO 2 DAC, Series 2017-2X, Class E                                         | CUSIP: N/A<br>LEI: 635400NHJN6HCPE9UC07       | Long             | ABS-CBDO         | CORP              | IE        |    219000 | PA      | $206471.95    | 0.00%             | 2030-10-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Ashland LLC                                                                  | Ashland LLC                                                                                  | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    721000 | PA      | $598430.00    | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition 1 Co.                                                 | Camelot US Acquisition 1 Co., Term Loan                                                      | CUSIP: L2000AAC4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2261804 | PA      | $2256149.23   | 0.02%             | 2026-10-30      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XX Ltd.                                                 | Madison Park Funding XX Ltd., Series 2016-20A, Class DR                                      | CUSIP: 55819TAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1315000 | PA      | $1205981.50   | 0.01%             | 2030-07-27      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $541101.29    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc., Term Loan B                                                                  | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   1687052 | PA      | $1681889.99   | 0.01%             | 2026-09-13      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                           | Digicel International Finance Ltd., 1st Lien Term Loan B                                     | CUSIP: P3562BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | LC        |   1374364 | PA      | $1160197.21   | 0.01%             | 2024-05-27      | Variable      | 7.80%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                                                 | Hilton Worldwide Finance LLC, Term Loan B2                                                   | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   3293935 | PA      | $3288236.49   | 0.02%             | 2026-06-22      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                       | Aeropuerto Internacional de Tocumen SA                                                       | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |   3521000 | PA      | $2917588.63   | 0.02%             | 2041-08-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                   | Lamb Weston Holdings, Inc.                                                                   | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1330822.48   | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                         | Analog Devices, Inc.                                                                         | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $356988.83    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | 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        |    170003 | PA      | $146892.50    | 0.00%             | 2035-12-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3091680.66   | 0.02%             | 2031-04-15      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                    | Zayo Group Holdings, Inc.                                                                    | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |  21199000 | PA      | $16855324.90  | 0.12%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUNeVision Holdings Ltd.                                                     | SUNeVision Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |  12844000 | NS      | $7448173.82   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class C                               | CUSIP: 17290XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2424973.85   | 0.02%             | 2049-04-10      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                       | Transcontinental Gas Pipe Line Co. LLC                                                       | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $450682.92    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                              | PECO Energy Co.                                                                              | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193597.17    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $508879.94    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    651571 | NS      | $8811220.73   | 0.06%             | 2023-02-03      | Fixed         | 23.30%                | 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        |   4999049 | PA      | $3856862.95   | 0.03%             | 2046-11-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                  | Faurecia SE                                                                                  | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |    575000 | PA      | $643503.27    | 0.00%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                          | Expedia Group, Inc.                                                                          | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308000 | PA      | $312936.21    | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                         | Republic of Colombia                                                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4579000 | PA      | $4700057.31   | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                   | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1337603.73   | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp.                                                             | Murphy Oil Corp.                                                                             | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122737.87    | 0.00%             | 2042-12-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    530000 | PA      | $474630.60    | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| VICI Properties, Inc.                                                        | VICI Properties, Inc.                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    570556 | NS      | $19501604.08  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity, Inc.                                                           | HealthEquity, Inc.                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   3983000 | PA      | $3565979.90   | 0.03%             | 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        |   4410000 | PA      | $4194483.30   | 0.03%             | 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        |   1835000 | PA      | $1593287.07   | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                                         | Allstate Corp. (The), Series H                                                               | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    735000 | NS      | $17654700.00  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                             | Unique Pub Finance Co. plc (The), Series N                                                   | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1016638.51   | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| AZZ, Inc.                                                                    | AZZ, Inc., Term Loan                                                                         | CUSIP: 00247NAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    601815 | PA      | $601706.67    | 0.00%             | 2029-05-13      | Variable      | 8.80%                 | No            | 2                  | On Loan: No      |
| Hilton Washington Dupont Hotel                                               | Hilton Washington Dupont Hotel, Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  14555442 | PA      | $13671173.90  | 0.10%             | 2100-12-31      | Variable      | 3.50%                 | No            | 3                  | On Loan: No      |
| PRKCM Trust                                                                  | PRKCM Trust, Series 2022-AFC2, Class A1                                                      | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16375387 | PA      | $16261186.93  | 0.12%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| ENN Energy Holdings Ltd.                                                     | ENN Energy Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |    731400 | NS      | $11019804.20  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441674.81    | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Constellation Renewables LLC                                                 | Constellation Renewables LLC, Term Loan                                                      | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |   1476881 | PA      | $1473425.43   | 0.01%             | 2027-12-15      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1751508.75   | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                | Sempra Energy                                                                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    825000 | PA      | $722366.14    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| UPC Financing Partnership                                                    | UPC Financing Partnership, Facility Term Loan AX                                             | CUSIP: N9000DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    646486 | PA      | $644708.16    | 0.00%             | 2029-01-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Antofagasta plc                                                              | Antofagasta plc                                                                              | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1540000 | PA      | $1263088.75   | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Quatrim SASU                                                                 | Quatrim SASU                                                                                 | CUSIP: N/A<br>LEI: 9695009HF8DZ2EWJAN45       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $529355.08    | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| OLA Netherlands BV                                                           | OLA Netherlands BV, Term Loan                                                                | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1423187 | PA      | $1366259.79   | 0.01%             | 2026-12-15      | Variable      | 10.83%                | No            | 3                  | On Loan: No      |
| Chobani LLC                                                                  | Chobani LLC, Term Loan                                                                       | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4010259 | PA      | $3983951.86   | 0.03%             | 2027-10-25      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| China Youzan Ltd.                                                            | China Youzan Ltd.                                                                            | CUSIP: N/A<br>LEI: 254900SU8V2QDTPJ9R43       | Long             | EC               | CORP              | BM        |   8064000 | NS      | $269353.78    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corp.                                             | China Petroleum & Chemical Corp., Class H                                                    | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |   2298000 | NS      | $1240850.49   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Warehouses De Pauw CVA                                                       | Warehouses De Pauw CVA                                                                       | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |    297538 | NS      | $9435495.60   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Tricon Residential Trust                                                     | Tricon Residential Trust, Series 2021-SFR1, Class G                                          | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3551000 | PA      | $3033041.91   | 0.02%             | 2038-07-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International SA                                       | TotalEnergies Capital International SA                                                       | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    194000 | PA      | $148172.07    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UFC Holdings LLC                                                             | UFC Holdings LLC, 1st Lien Term Loan B3                                                      | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   1641433 | PA      | $1631682.63   | 0.01%             | 2026-04-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                               | Public Service Co. of Colorado                                                               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69231.54     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | 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      | $4336417.21   | 0.03%             | 2034-10-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                                                   | Spirit Loyalty Cayman Ltd.                                                                   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1363223.40   | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2090385.00   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $452424.53    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC, Term Loan B                                            | CUSIP: 35906EAQ3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | LON              | CORP              | US        |   1341436 | PA      | $1312514.64   | 0.01%             | 2028-05-01      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Lear Corp.                                                                   | Lear Corp.                                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     46078 | NS      | $6717250.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                    | Booz Allen Hamilton, Inc.                                                                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4194000 | PA      | $3758872.50   | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-48.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pattern Energy Operations LP                                                 | Pattern Energy Operations LP                                                                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2979000 | PA      | $2733232.50   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                        | United Mexican States                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    615000 | PA      | $590400.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $485774.07    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Zurich Insurance Group AG                                                    | Zurich Insurance Group AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     48183 | NS      | $23827887.58  | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| Sheraton Austin                                                              | Sheraton Austin, Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  11400000 | PA      | $10975011.42  | 0.08%             | 2028-01-01      | Variable      | 7.60%                 | No            | 3                  | 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      | $359495.96    | 0.00%             | 2037-04-10      | Variable      | 0.20%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 29 Ltd.                                          | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class DR                                | CUSIP: 67591JAS1<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   1532117 | PA      | $1342343.47   | 0.01%             | 2033-01-24      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp., Term Loan                                                                    | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |   2320620 | PA      | $2280844.93   | 0.02%             | 2025-06-30      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2021-3A, Class D                                                   | CUSIP: 12564DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1411998.00   | 0.01%             | 2036-07-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Gibson Energy, Inc.                                                          | Gibson Energy, Inc.                                                                          | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |     23759 | NS      | $425521.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ZF Europe Finance BV                                                         | ZF Europe Finance BV                                                                         | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $463125.90    | 0.00%             | 2027-10-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $196774.15    | 0.00%             | 2026-03-23      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Structured Products BV                                             | JP Morgan Structured Products BV, Series MTNR                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     16915 | NS      | $1782268.07   | 0.01%             | 2023-02-08      | Fixed         | 12.34%                | No            | 2                  | On Loan: No      |
| Med Trust                                                                    | Med Trust, Series 2021-MDLN, Class F                                                         | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13759124 | PA      | $12932695.57  | 0.10%             | 2038-11-15      | Floating      | 8.46%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    267943 | NS      | $5233230.14   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                                          | Ascend Learning LLC, 2nd Lien Term Loan                                                      | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1629000 | PA      | $1408498.56   | 0.01%             | 2029-12-10      | Variable      | 10.32%                | No            | 2                  | On Loan: No      |
| Nanyang Commercial Bank Ltd.                                                 | Nanyang Commercial Bank Ltd.                                                                 | CUSIP: N/A<br>LEI: SC4P6WZO702RYEIU7J93       | Long             | DBT              | CORP              | HK        |    920000 | PA      | $901600.00    | 0.01%             | 2027-04-28      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                          | Georgia-Pacific LLC                                                                          | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    187000 | PA      | $173046.29    | 0.00%             | 2025-09-30      | Fixed         | 1.75%                 | 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        |  11310000 | PA      | $10401825.10  | 0.08%             | 2036-12-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| United States of America                                                     | U.S. Treasury Notes                                                                          | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 147638600 | PA      | $147304107.04 | 1.08%             | 2024-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                  | FedEx Corp.                                                                                  | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    781000 | PA      | $713376.28    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc., Term Loan B                                                           | CUSIP: 17148PAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1671494 | PA      | $1658957.48   | 0.01%             | 2028-03-17      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                                         | Scientific Games International, Inc.                                                         | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476258.75    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                  | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $390084.46    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                    | T-Fund, Institutional Class                                                                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        | 770374639 | NS      | $770374639.43 | 5.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Energy, Inc.                                                        | Progress Energy, Inc.                                                                        | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112556.26    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $379709.48    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                | Berkshire Hathaway Energy Co.                                                                | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $820600.74    | 0.01%             | 2023-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                                             | Gates Global LLC                                                                             | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1104002.84   | 0.01%             | 2026-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd.                                    | Hawaiian Brand Intellectual Property Ltd.                                                    | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2941000 | PA      | $2808625.59   | 0.02%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                  | Amgen, Inc.                                                                                  | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    428000 | PA      | $365953.72    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | 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        |     62943 | PA      | $56397.99     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc.                                                                       | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   3758000 | PA      | $3210309.08   | 0.02%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-298.22      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2018-SUN, Class F                                     | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $2967902.87   | 0.02%             | 2035-07-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| PRA Health Sciences, Inc.                                                    | PRA Health Sciences, Inc.                                                                    | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1638154.30   | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                                             | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94494.40     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1266586.31   | 0.01%             | 2049-07-01      | 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      | $61857.18     | 0.00%             |  |  |  | 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        |   2037729 | PA      | $1835619.89   | 0.01%             | 2036-06-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                                       | Chart Industries, Inc.                                                                       | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    703000 | PA      | $733573.47    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                  | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      5300 | NS      | $2605204.80   | 0.02%             | 2023-03-06      | Fixed         | 12.82%                | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                                                      | Sensata Technologies BV                                                                      | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3445000 | PA      | $3407087.78   | 0.03%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                                                | Enel Finance International NV                                                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1890000 | PA      | $1670007.93   | 0.01%             | 2026-07-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $822613.00    | 0.01%             | 2027-05-12      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                             | American Builders & Contractors Supply Co., Inc., Term Loan                                  | CUSIP: 02474RAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1623178 | PA      | $1620240.26   | 0.01%             | 2027-01-15      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| Arches Buyer, Inc.                                                           | Arches Buyer, Inc.                                                                           | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1097040.00   | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rockies Express Pipeline LLC                                                 | Rockies Express Pipeline LLC                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $379628.55    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99829.77     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 4-R Ltd.                                               | Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class C                                     | CUSIP: 03328LAE2<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $572250.00    | 0.00%             | 2031-01-28      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| CARLYLE US CLO Ltd.                                                          | CARLYLE US CLO Ltd., Series 2017-1A, Class A2R                                               | CUSIP: 14314BAN7<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2628628.47   | 0.02%             | 2031-04-20      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                    | MGM Resorts International                                                                    | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2563898.33   | 0.02%             | 2023-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | MSCI Emerging Markets E-Mini Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -596 | NC      | $-1781008.92  | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                           | Nationstar Mortgage Holdings, Inc.                                                           | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $998200.00    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Modern Land China Co. Ltd.                                                   | Modern Land China Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |    330000 | PA      | $18562.50     | 0.00%             | 2021-10-25      | Fixed         | 12.85%                | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2021-22A, Class D                                                       | CUSIP: 67117TAG0<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1186675.13   | 0.01%             | 2034-12-02      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Samsung SDS Co. Ltd.                                                         | Samsung SDS Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8540 | NS      | $870874.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Envision Healthcare Corp.                                                    | Envision Healthcare Corp., Term Loan                                                         | CUSIP: 29373UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352653 | PA      | $307689.64    | 0.00%             | 2027-03-31      | Variable      | 12.61%                | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $86465.41     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| West Japan Railway Co.                                                       | West Japan Railway Co.                                                                       | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |     53100 | NS      | $2223748.72   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc., Series A                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    975000 | PA      | $880202.52    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                  | Intel Corp.                                                                                  | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84472.45     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The), Series T                                                    | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $14445339.32  | 0.11%             | 2026-05-10      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                               | QUALCOMM, Inc.                                                                               | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    584000 | PA      | $540228.78    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                           | Radiate Holdco LLC                                                                           | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8841000 | PA      | $4606072.59   | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                   | Woori Bank                                                                                   | CUSIP: 98105EAM9<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    265000 | PA      | $267165.05    | 0.00%             | 2028-01-26      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| China Construction Bank Corp.                                                | China Construction Bank Corp., Class H                                                       | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   1644000 | NS      | $1064146.28   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GYP Holdings III Corp.                                                       | GYP Holdings III Corp.                                                                       | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1511813.03   | 0.01%             | 2029-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                   | Bellis Acquisition Co. plc                                                                   | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |   2441000 | PA      | $2542763.36   | 0.02%             | 2026-02-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                         | Steel Dynamics, Inc.                                                                         | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694818.66    | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Waste Pro USA, Inc.                                                          | Waste Pro USA, Inc.                                                                          | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   7429000 | PA      | $6908970.00   | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kaiser Aluminum Corp.                                                        | Kaiser Aluminum Corp.                                                                        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4619000 | PA      | $3905872.59   | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3178000 | PA      | $2877106.96   | 0.02%             | 2026-11-15      | Fixed         | 3.25%                 | 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      | $304233.65    | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    530000 | PA      | $504777.92    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Drawbridge Special Opportunities Fund LP                                     | Drawbridge Special Opportunities Fund LP                                                     | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $230581.81    | 0.00%             | 2026-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                                                 | Dr Reddy's Laboratories Ltd.                                                                 | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |     14178 | NS      | $762776.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse AG                                                             | Credit Suisse AG                                                                             | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $286262.73    | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Specialty Building Products Holdings LLC                                     | Specialty Building Products Holdings LLC                                                     | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    873000 | PA      | $785333.34    | 0.01%             | 2026-09-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                    | KLA Corp.                                                                                    | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    765000 | PA      | $593686.65    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                              | AstraZeneca plc                                                                              | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $29922.65     | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Rad CLO 2 Ltd.                                                               | Rad CLO 2 Ltd., Series 2018-2A, Class AR                                                     | CUSIP: 48661TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5321130.14   | 0.04%             | 2031-10-15      | Floating      | 5.87%                 | 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      | $2868444.81   | 0.02%             | 2046-09-25      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                   | Verus Securitization Trust, Series 2022-INV2, Class A1                                       | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17413813 | PA      | $17756161.65  | 0.13%             | 2067-10-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155232.93    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer LLC                                                         | Illuminate Buyer LLC                                                                         | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2581437.06   | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                                              | Lehman XS Trust, Series 2007-20N, Class A1                                                   | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6274601 | PA      | $6224902.74   | 0.05%             | 2037-12-25      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| TSMC Arizona Corp.                                                           | TSMC Arizona Corp.                                                                           | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525637.50    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $2999566.34   | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | 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        |    408000 | PA      | $441422.58    | 0.00%             | 2023-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | MSCI Emerging Markets E-Mini Index                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       252 | NC      | $859555.21    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iliad Holding SASU                                                           | Iliad Holding SASU                                                                           | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   7112000 | PA      | $6734743.96   | 0.05%             | 2026-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CarVal CLO VC Ltd.                                                           | CarVal CLO VC Ltd., Series 2021-2A, Class D                                                  | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2876711.70   | 0.02%             | 2034-10-15      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                  | Beacon Roofing Supply, Inc.                                                                  | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1131913.67   | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  16275000 | PA      | $16478437.50  | 0.12%             | 2025-09-29      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2245868.30   | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                                | Caesars Resort Collection LLC, Term Loan B                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   2458130 | PA      | $2454884.98   | 0.02%             | 2024-12-23      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Ken Garff Automotive LLC                                                     | Ken Garff Automotive LLC                                                                     | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $612348.75    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Battalion CLO 17 Ltd.                                                        | Battalion CLO 17 Ltd., Series 2021-17A, Class C                                              | CUSIP: 07133PAE9<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $924382.30    | 0.01%             | 2034-03-09      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series CD03                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    151412 | NS      | $2858185.13   | 0.02%             | 2023-02-16      | Floating      | 13.51%                | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                              | Halliburton Co.                                                                              | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261623.60    | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2022-GPA, Class A                                                           | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25750000 | PA      | $25741932.53  | 0.19%             | 2039-10-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                              | Life Time, Inc.                                                                              | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1813518.75   | 0.01%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $3656655.96   | 0.03%             | 2033-02-24      | Variable      | 3.10%                 | 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      | $563902.50    | 0.00%             | 2022-10-18      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| Gilbert Park CLO Ltd.                                                        | Gilbert Park CLO Ltd., Series 2017-1A, Class A                                               | CUSIP: 375415AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2215305.00   | 0.02%             | 2030-10-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| EnQuest plc                                                                  | EnQuest plc                                                                                  | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $299723.50    | 0.00%             | 2027-11-01      | Fixed         | 11.62%                | 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      | $-28351.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2181000 | PA      | $1561868.63   | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc.                                                               | TransDigm Inc., Term Loan                                                                    | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1958543 | PA      | $1953430.76   | 0.01%             | 2025-12-09      | Variable      | 6.98%                 | 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      | $9466375.60   | 0.07%             | 2038-10-17      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                                            | Consolidated Communications, Inc., Term Loan B1                                              | CUSIP: 20903EBB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1328049 | PA      | $1193344.76   | 0.01%             | 2027-10-02      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    715000 | PA      | $693568.52    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Edison International                                                         | Edison International, Series B                                                               | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1662598.30   | 0.01%             | 2026-12-15      | Variable      | 5.00%                 | No            | 2                  | 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        |  12137503 | PA      | $9165615.04   | 0.07%             | 2036-10-25      | Floating      | 4.36%                 | 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        |    300000 | PA      | $251090.88    | 0.00%             | 2028-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                          | Kinder Morgan, Inc.                                                                          | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2041283.63   | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2018-1A, Class B                                              | CUSIP: 69703PAE9<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1918352.80   | 0.01%             | 2031-04-18      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3384164.62   | 0.02%             | 2025-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                                                   | Liberty Mutual Group, Inc.                                                                   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $9533250.00   | 0.07%             | 2051-12-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1138255.38   | 0.01%             | 2025-03-11      | Variable      | 3.80%                 | 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      | $2348674.75   | 0.02%             | 2034-07-25      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                            | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8689000 | PA      | $7963077.50   | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                                              | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                                          | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |   1652045 | PA      | $1621547.93   | 0.01%             | 2028-06-08      | Variable      | 8.33%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                  | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1316955.55   | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Assura plc                                                                   | Assura plc                                                                                   | CUSIP: N/A<br>LEI: 21380026T19N2Y52XF72       | Long             | EC               | CORP              | GB        |  22609116 | NS      | $15539559.12  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| AIT Worldwide Logistics Holdings, Inc.                                       | AIT Worldwide Logistics Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503625 | PA      | $479073.28    | 0.00%             | 2028-04-06      | Variable      | 9.13%                 | No            | 2                  | On Loan: No      |
| Bardot CLO Ltd.                                                              | Bardot CLO Ltd., Series 2019-2A, Class CR                                                    | CUSIP: 06744NBL0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3085481.10   | 0.02%             | 2032-10-22      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    480000 | PA      | $7920.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1628138.60   | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Burgan Bank SAK                                                              | Burgan Bank SAK                                                                              | CUSIP: N/A<br>LEI: 558600NC81HKXMFSTY52       | Long             | DBT              | CORP              | KW        |    975000 | PA      | $899010.94    | 0.01%             | 2024-07-09      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| TICP CLO VII Ltd.                                                            | TICP CLO VII Ltd., Series 2017-7A, Class BR                                                  | CUSIP: 87248TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1948549.40   | 0.01%             | 2033-04-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2020-1A, Class A                                             | CUSIP: 77341EAA3<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9900595.00   | 0.07%             | 2032-01-20      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $965360.69    | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 9                                                             | Pikes Peak CLO 9, Series 2021-9A, Class B                                                    | CUSIP: 72134AAC9<br>LEI: 549300284I6A3LHC6S83 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6793761.80   | 0.05%             | 2034-10-27      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                | Estee Lauder Cos., Inc. (The), Class A                                                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     29606 | NS      | $8203230.48   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Realogy Group LLC                                                            | Realogy Group LLC                                                                            | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1551192.30   | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                            | NatWest Group plc                                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $2004580.52   | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |   1888000 | PA      | $2133983.96   | 0.02%             | 2026-02-01      | Fixed         | 10.12%                | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                                    | UDR, Inc.                                                                                    | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272208.94    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |    325000 | PA      | $325573.70    | 0.00%             | 2025-02-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 17 Ltd.                                                         | Flatiron CLO 17 Ltd., Series 2017-1A, Class AR                                               | CUSIP: 33882GAE8<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   2744887 | PA      | $2727456.67   | 0.02%             | 2030-05-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                              | Naked Juice LLC, 2nd Lien Term Loan                                                          | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1845000 | PA      | $1515206.25   | 0.01%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                     | Banco Nacional de Panama                                                                     | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |   2704000 | PA      | $2213224.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                 | MH Sub I LLC, 1st Lien Term Loan                                                             | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    653203 | PA      | $645736.78    | 0.00%             | 2024-09-13      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                              | Informatica LLC, Term Loan                                                                   | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3178985 | PA      | $3168049.25   | 0.02%             | 2028-10-27      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Precision Medicine Group LLC                                                 | Precision Medicine Group LLC, Term Loan                                                      | CUSIP: 74028HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1983591 | PA      | $1929042.21   | 0.01%             | 2027-11-18      | Variable      | 7.73%                 | No            | 3                  | On Loan: No      |
| Fiserv, Inc.                                                                 | Fiserv, Inc.                                                                                 | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193126.28    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Compass Group Diversified Holdings LLC                                       | Compass Group Diversified Holdings LLC                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2624658.26   | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                    | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1075370.90   | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                               | Yuzhou Group Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |   1680000 | PA      | $252000.00    | 0.00%             | 2026-08-12      | Fixed         | 7.85%                 | No            | 2                  | On Loan: No      |
| Invesco CLO Ltd.                                                             | Invesco CLO Ltd., Series 2022-1A, Class D                                                    | CUSIP: 460988AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2418948.11   | 0.02%             | 2035-04-20      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| MOL Hungarian Oil & Gas plc                                                  | MOL Hungarian Oil & Gas plc                                                                  | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |    565301 | NS      | $4224571.91   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Ares XXXIR CLO Ltd.                                                          | Ares XXXIR CLO Ltd., Series 2014-31RA, Class A2                                              | CUSIP: 04017TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980328.40    | 0.01%             | 2030-05-24      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Preston Holdings LLC                                                         | Preston Holdings LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     24388 | NS      | $5365.36      | 0.00%             |  |  |  | No            | 3                  | 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        |     48620 | PA      | $43119.14     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | 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      | $167.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Siemens AG                                                                   | Siemens AG (Registered)                                                                      | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |     12851 | NS      | $2007393.99   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                           | Devon Energy Corp.                                                                           | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1078086.93   | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                                         | Endeavour Mining plc                                                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     66140 | NS      | $1560597.02   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  11095000 | PA      | $12349345.23  | 0.09%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                          | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    413000 | PA      | $397512.50    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                  | Republic of Philippines                                                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1449000 | PA      | $1211885.64   | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    210802 | NS      | $8763039.14   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mabanee Co. KPSC                                                             | Mabanee Co. KPSC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |     52113 | NS      | $146470.20    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AES Corp. (The)                                                              | AES Corp. (The)                                                                              | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1483028.35   | 0.01%             | 2026-01-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                    | Coca-Cola Femsa SAB de CV                                                                    | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $470296.93    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                          | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    997000 | PA      | $957628.47    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                             | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3120000 | PA      | $2900235.00   | 0.02%             | 2026-01-23      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| AGL CLO 3 Ltd.                                                               | AGL CLO 3 Ltd., Series 2020-3A, Class C                                                      | CUSIP: 00119MAG4<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1935712.80   | 0.01%             | 2033-01-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series WMVE                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     18500 | NS      | $2343534.42   | 0.02%             | 2023-03-13      | Fixed         | 16.14%                | No            | 2                  | On Loan: No      |
| Enact Holdings, Inc.                                                         | Enact Holdings, Inc.                                                                         | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1541525.00   | 0.01%             | 2025-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                              | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1311102.90   | 0.01%             | 2026-08-03      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | CORP              | JE        |   1450000 | PA      | $1533269.61   | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XX DAC                                                | CVC Cordatus Loan Fund XX DAC, Series 20X, Class E                                           | CUSIP: N/A<br>LEI: 549300Y0MU701LKFIU29       | Long             | ABS-CBDO         | CORP              | IE        |    100000 | PA      | $91318.15     | 0.00%             | 2034-06-22      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                                          | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A2A                              | CUSIP: 08179MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983693.50    | 0.01%             | 2031-07-18      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. II                                              | GS Mortgage Securities Corp. II, Series 2005-ROCK, Class J                                   | CUSIP: 36228CVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1347153.90   | 0.01%             | 2032-05-03      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Halseypoint CLO 5 Ltd.                                                       | Halseypoint CLO 5 Ltd., Series 2021-5A, Class D                                              | CUSIP: 406371AG9<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2882177.40   | 0.02%             | 2035-01-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $901170.12    | 0.01%             | 2025-09-29      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Weber                                                                        | Weber-Stephen Products LLC, Term Loan B                                                      | CUSIP: 94767KAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2543595 | PA      | $2220558.77   | 0.02%             | 2027-10-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                                                | Navient Corp.                                                                                | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    376000 | PA      | $379959.28    | 0.00%             | 2023-09-25      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Crown Americas LLC                                                           | Crown Americas LLC                                                                           | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $592504.51    | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Li Ning Co. Ltd.                                                             | Li Ning Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |    796500 | NS      | $7873931.55   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                          | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $123643.92    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series WMVF                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    196700 | NS      | $3223572.85   | 0.02%             | 2023-03-13      | Fixed         | 16.98%                | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                                        | Fortune Star BVI Ltd.                                                                        | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |   4703000 | PA      | $4573667.50   | 0.03%             | 2023-07-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust             | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA5, Class A1A | CUSIP: 93936RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2421327 | PA      | $1977970.34   | 0.01%             | 2047-05-25      | Floating      | 3.27%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2587572.91   | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                  | Phillips 66                                                                                  | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    810000 | PA      | $599033.22    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Masonite International Corp.                                                 | Masonite International Corp.                                                                 | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |   2046000 | PA      | $1915096.92   | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| White Cap Parent LLC                                                         | White Cap Parent LLC                                                                         | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1689037.50   | 0.01%             | 2026-03-15      | Fixed         | 8.25%                 | 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        |    440000 | PA      | $430900.06    | 0.00%             | 2027-05-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Itau Unibanco Holding SA                                                     | Itau Unibanco Holding SA                                                                     | CUSIP: 46556JAB5<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   1612000 | PA      | $1556506.90   | 0.01%             | 2025-01-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KKR CLO 35 Ltd.                                                              | KKR CLO 35 Ltd., Series 35A, Class B                                                         | CUSIP: 48254LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3657142 | PA      | $3561470.43   | 0.03%             | 2034-10-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Delta Electronics, Inc.                                                      | Delta Electronics, Inc.                                                                      | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    210000 | NS      | $2036468.16   | 0.01%             |  |  |  | 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        |    487597 | PA      | $481100.53    | 0.00%             | 2035-01-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco LLC                                    | Fanatics Commerce Intermediate Holdco LLC, Term Loan                                         | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |   1592370 | PA      | $1587720.28   | 0.01%             | 2028-11-24      | Variable      | 7.80%                 | 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      | $0.10         | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            | 3                  | On Loan: No      |
| Aimco CLO 11 Ltd.                                                            | Aimco CLO 11 Ltd., Series 2020-11A, Class CR                                                 | CUSIP: 00140NAS9<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4275593.10   | 0.03%             | 2034-10-17      | Floating      | 6.79%                 | 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        |    635433 | PA      | $386934.17    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13564000 | PA      | $13058741.00  | 0.10%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2021-3A, Class D                                                         | CUSIP: 00142QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $930141.10    | 0.01%             | 2035-01-25      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    300000 | PA      | $304945.58    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Periama Holdings LLC                                                         | Periama Holdings LLC                                                                         | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |   4374000 | PA      | $4198493.25   | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  27037000 | PA      | $23619758.15  | 0.17%             | 2082-03-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class XA                                    | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59858696 | PA      | $1870763.81   | 0.01%             | 2049-11-10      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                              | AstraZeneca plc                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    261003 | NS      | $34194667.54  | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Dr. Reddy's Laboratories Ltd.                                                | Dr. Reddy's Laboratories Ltd.                                                                | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | IN        |     33312 | NS      | $1766670.17   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                                 | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3226775 | PA      | $3576880.09   | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Trans Union LLC                                                              | Trans Union LLC, Term Loan B5                                                                | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1508539 | PA      | $1499110.74   | 0.01%             | 2026-11-16      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                           | Kimberly-Clark de Mexico SAB de CV                                                           | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   1630000 | PA      | $1369200.00   | 0.01%             | 2031-07-01      | Fixed         | 2.43%                 | No            | 2                  | On Loan: No      |
| Lottomatica SpA                                                              | Lottomatica SpA                                                                              | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |    380000 | PA      | $399137.12    | 0.00%             | 2025-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                 | Humana, Inc.                                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      7567 | NS      | $3872033.90   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Panama Generation Holdings SRL                                           | AES Panama Generation Holdings SRL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |   1831000 | PA      | $1629933.31   | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | 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      | $-1882.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                 | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    427000 | PA      | $355195.97    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                            | Oman Government Bond                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1720000 | PA      | $1739350.00   | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 8                                                             | Pikes Peak CLO 8, Series 2021-8A, Class B                                                    | CUSIP: 72133CAC6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1946261.60   | 0.01%             | 2034-07-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1160123.13   | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Paprec Holding SA                                                            | Paprec Holding SA                                                                            | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |    513000 | PA      | $482068.25    | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMMC CLO 21 Ltd.                                                             | AMMC CLO 21 Ltd., Series 2017-21A, Class A                                                   | CUSIP: 00178LAB5<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1734661.95   | 0.01%             | 2030-11-02      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                           | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   3020000 | PA      | $2834647.50   | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                                    | Sotheby's, Term Loan                                                                         | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2772817 | PA      | $2758953.12   | 0.02%             | 2027-01-15      | Variable      | 9.33%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                   | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class D                        | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11982148 | PA      | $11650973.41  | 0.09%             | 2034-09-15      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111704.33    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd.                                                              | Rad CLO 12 Ltd., Series 2021-12A, Class C                                                    | CUSIP: 75009PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1294766.96   | 0.01%             | 2034-10-30      | Floating      | 6.85%                 | No            | 2                  | On Loan: No      |
| OT Merger Corp.                                                              | OT Merger Corp.                                                                              | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877000 | PA      | $563121.70    | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                             | Sands China Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |   2618000 | NS      | $9817726.43   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                      | CenterPoint Energy Houston Electric LLC, Series AG                                           | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255572.22    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                 | Dun & Bradstreet Corp. (The), Term Loan                                                      | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   5959016 | PA      | $5943046.13   | 0.04%             | 2026-02-06      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Midco GB SASU                                                                | Midco GB SASU                                                                                | CUSIP: N/A<br>LEI: 9845002EBFE6FE882F65       | Long             | DBT              | CORP              | FR        |    150000 | PA      | $146765.25    | 0.00%             | 2027-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $220282.34    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | 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      | $-16123.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Graftech International Ltd.                                                  | Graftech International Ltd., Term Loan                                                       | CUSIP: 38431EAB4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    545240 | PA      | $540354.73    | 0.00%             | 2025-02-12      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| ERO Copper Corp.                                                             | ERO Copper Corp.                                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1594000 | PA      | $1355896.25   | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                             | GE HealthCare Technologies, Inc.                                                             | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1386750.28   | 0.01%             | 2024-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Paychex, Inc.                                                                | Paychex, Inc.                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    127901 | NS      | $14818609.86  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Qatar Electricity & Water Co. QSC                                            | Qatar Electricity & Water Co. QSC                                                            | CUSIP: N/A<br>LEI: 2763MA9U3F8LNMP1G116       | Long             | EC               | CORP              | QA        |     41488 | NS      | $201380.46    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89471.41     | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Medco Platinum Road Pte. Ltd.                                                | Medco Platinum Road Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 254900CW3HTAEZITE455       | Long             | DBT              | CORP              | SG        |    240000 | PA      | $236670.00    | 0.00%             | 2025-01-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Arko Corp.                                                                   | Arko Corp.                                                                                   | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1100267.60   | 0.01%             | 2029-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                              | Microsoft Corp.                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    134617 | NS      | $33359438.77  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Water Products, Inc.                                                 | Mueller Water Products, Inc.                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    533000 | PA      | $472729.24    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                         | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6161000 | PA      | $5021215.00   | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                                          | Avianca Midco 2 plc                                                                          | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3480200 | PA      | $2610150.00   | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1532553.97   | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                      | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4505000 | PA      | $4454318.75   | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Home Product Center PCL                                                      | Home Product Center PCL                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |   4282100 | NS      | $1863289.76   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                                         | Merrill Lynch International & Co. CV                                                         | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     96700 | NS      | $4615743.43   | 0.03%             | 2023-02-23      | Fixed         | 22.02%                | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA                                                                           | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  23110000 | PA      | $19652744.00  | 0.14%             | 2029-03-23      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                      | Mercedes-Benz Finance North America LLC                                                      | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1581354.50   | 0.01%             | 2024-11-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PPM CLO 4 Ltd.                                                               | PPM CLO 4 Ltd., Series 2020-4A, Class BR                                                     | CUSIP: 69356AAN2<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2915338.80   | 0.02%             | 2034-10-18      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                           | Ryder System, Inc.                                                                           | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645364.78    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | 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        |   1817957 | PA      | $1547803.18   | 0.01%             | 2035-11-25      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2015-LC19, Class C                                         | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6512600 | PA      | $6044378.58   | 0.04%             | 2048-02-10      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                 | Baltimore Gas & Electric Co.                                                                 | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179455.77    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Ares XLVIII CLO Ltd.                                                         | Ares XLVIII CLO Ltd., Series 2018-48A, Class C                                               | CUSIP: 04017FAG4<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956596.10    | 0.01%             | 2030-07-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp., Series B                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433475.00   | 0.01%             | 2027-07-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FT804<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     57012 | NS      | $4163010.72   | 0.03%             | 2023-02-02      | Fixed         | 9.61%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FT838<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     20691 | NS      | $2282502.76   | 0.02%             | 2023-02-10      | Fixed         | 16.31%                | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    850000 | PA      | $752773.49    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Market Bidco Finco plc                                                       | Market Bidco Finco plc                                                                       | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |    519000 | PA      | $495627.15    | 0.00%             | 2027-11-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                  | Park Avenue Institutional Advisers CLO Ltd., Series 2016-1A, Class A2R                       | CUSIP: 700162AL4<br>LEI: 549300SPM0J0RQRUOB94 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2520754.86   | 0.02%             | 2031-08-23      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                   | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112447.43    | 0.00%             | 2025-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2510256.06   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Medco Oak Tree Pte. Ltd.                                                     | Medco Oak Tree Pte. Ltd.                                                                     | CUSIP: N/A<br>LEI: 254900AU06KP3JTGZL51       | Long             | DBT              | CORP              | SG        |   2590000 | PA      | $2573165.00   | 0.02%             | 2026-05-14      | Fixed         | 7.38%                 | 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        |   3930811 | PA      | $5233138.32   | 0.04%             | 2036-04-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 4 Ltd.                                                  | Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A1                                        | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6923477.40   | 0.05%             | 2034-07-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                                         | EyeCare Partners LLC, 1st Lien Term Loan                                                     | CUSIP: 30233PAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    416195 | PA      | $345650.33    | 0.00%             | 2028-11-15      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2018-E, Class C                                             | CUSIP: 00969KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5104 | PA      | $4958.53      | 0.00%             | 2058-06-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191734.04    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                                         | Icahn Enterprises LP                                                                         | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3051198.12   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Redsun Properties Group Ltd.                                                 | Redsun Properties Group Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |   4159000 | PA      | $800607.50    | 0.01%             | 2022-10-03      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Rad CLO 2 Ltd.                                                               | Rad CLO 2 Ltd., Series 2018-2A, Class BR                                                     | CUSIP: 48661TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4837187.50   | 0.04%             | 2031-10-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Southwick Park CLO LLC                                                       | Southwick Park CLO LLC, Series 2019-4A, Class ER                                             | CUSIP: 84604YAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $896766.90    | 0.01%             | 2032-07-20      | Floating      | 11.06%                | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                  | Marsh & McLennan Cos., Inc.                                                                  | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652146.65    | 0.00%             | 2026-03-14      | Fixed         | 3.75%                 | 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        |   6057744 | PA      | $53004.05     | 0.00%             | 2047-09-15      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                   | Industrial & Commercial Bank of China Ltd.                                                   | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | DBT              | NUSS              | CN        |   1020000 | PA      | $967393.50    | 0.01%             | 2026-09-24      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| HAT Holdings I LLC                                                           | HAT Holdings I LLC                                                                           | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1155525.00   | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                  | FedEx Corp.                                                                                  | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    795000 | PA      | $699826.91    | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                                                   | LABL, Inc., Term Loan                                                                        | CUSIP: 50168EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1354748 | PA      | $1319429.56   | 0.01%             | 2028-10-29      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                       | Home Depot, Inc. (The)                                                                       | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    815000 | PA      | $785682.38    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                                | HSBC Bank plc, Series 1M                                                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |   5810000 | PA      | $4386550.00   | 0.03%             | 2023-06-30      | Floating      | 5.40%                 | 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        |   2019081 | PA      | $1651860.78   | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series MTN6                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     10600 | NS      | $1678464.63   | 0.01%             | 2023-03-09      | Fixed         | 11.46%                | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                             | Sands China Ltd.                                                                             | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1357500.00   | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | 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        |    900000 | PA      | $716312.26    | 0.01%             | 2024-10-15      | Fixed         | 1.88%                 | No            | 2                  | 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        |   1274991 | PA      | $1068072.66   | 0.01%             | 2035-11-25      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDI                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  13400000 | PA      | $-89068.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                               | Ford Motor Co.                                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3576000 | PA      | $2838153.51   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |   1893000 | PA      | $1916662.50   | 0.01%             | 2025-09-29      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    125000 | PA      | $-12736.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     55200 | NS      | $3744293.51   | 0.03%             | 2023-02-06      | Fixed         | 27.26%                | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    926000 | PA      | $677537.94    | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc., Class B                                                         | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |     72266 | NS      | $3513500.09   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                   | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   5358000 | PA      | $4554440.75   | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   6742000 | PA      | $6951002.00   | 0.05%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                   | Virgin Media Vendor Financing Notes IV DAC                                                   | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   4386000 | PA      | $3980733.60   | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                                  | Midwest Gaming Borrower LLC                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1693205.96   | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                           | Altria Group, Inc.                                                                           | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    385000 | PA      | $256872.85    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | 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        |   5000000 | PA      | $4645000.00   | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                               | Prologis, Inc.                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    154970 | NS      | $20034521.60  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7374000 | PA      | $6186400.04   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Gold Fields Ltd.                                                             | Gold Fields Ltd.                                                                             | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    369067 | NS      | $4206587.15   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                     | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99010.84     | 0.00%             | 2024-04-29      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV                                                                             | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3072468.54   | 0.02%             | 2025-09-22      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                  | ONEOK, Inc.                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5587 | NS      | $382597.76    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CML Hyatt Lost Pines                                                         | CML Hyatt Lost Pines, Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10600000 | PA      | $10363341.22  | 0.08%             | 2028-01-01      | Variable      | 6.14%                 | No            | 3                  | On Loan: No      |
| Danske Bank A/S                                                              | Danske Bank A/S                                                                              | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |  24620000 | PA      | $23882877.20  | 0.18%             | 2025-06-26      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc., Term Loan B4                                                                | CUSIP: 05508TAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198616 | PA      | $189884.73    | 0.00%             | 2026-10-10      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp.                                                         | Kimberly-Clark Corp.                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12551 | NS      | $1631755.51   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hostess Brands LLC                                                           | Hostess Brands LLC, 1st Lien Term Loan B                                                     | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1506826 | PA      | $1506253.56   | 0.01%             | 2025-08-03      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                                                | CHG Healthcare Services, Inc., 1st Lien Term Loan                                            | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1627052 | PA      | $1615027.85   | 0.01%             | 2028-09-29      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    840000 | PA      | $821932.21    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Regatta XXIII Funding Ltd.                                                   | Regatta XXIII Funding Ltd., Series 2021-4A, Class D                                          | CUSIP: 75889FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1906520.40   | 0.01%             | 2035-01-20      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Aramark Intermediate HoldCo Corp.                                            | Aramark Intermediate HoldCo Corp., Term Loan B3                                              | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1950000 | PA      | $1934965.50   | 0.01%             | 2025-03-11      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Mercury Borrower, Inc.                                                       | Mercury Borrower, Inc., 2nd Lien Term Loan                                                   | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555989 | PA      | $494830.21    | 0.00%             | 2029-08-02      | Variable      | 11.31%                | No            | 2                  | On Loan: No      |
| Mattel, Inc.                                                                 | Mattel, Inc.                                                                                 | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1003512.80   | 0.01%             | 2029-04-01      | 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      | $1418.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                         | Flatiron CLO 21 Ltd., Series 2021-1A, Class C                                                | CUSIP: 33883PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1887426.20   | 0.01%             | 2034-07-19      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust, Series 2014-LC14, Class XA                                  | CUSIP: 96221TAH0<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  22186391 | PA      | $166375.75    | 0.00%             | 2047-03-15      | Variable      | 1.24%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    665000 | PA      | $553798.19    | 0.00%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   5877000 | PA      | $5766806.25   | 0.04%             | 2024-04-16      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4545483.16   | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Barwa Real Estate Co.                                                        | Barwa Real Estate Co.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    234595 | NS      | $182431.36    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clean Harbors, Inc.                                                          | Clean Harbors, Inc.                                                                          | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1859131.06   | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                       | Credit Suisse Group AG                                                                       | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8807000 | PA      | $7729023.20   | 0.06%             | 2024-12-18      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    722000 | PA      | $686144.08    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Arconic Corp.                                                                | Arconic Corp.                                                                                | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2473082.57   | 0.02%             | 2028-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                                                  | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class B                                         | CUSIP: 83616KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5028661.04   | 0.04%             | 2035-04-25      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                        | Bank Negara Indonesia Persero Tbk. PT                                                        | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | EC               | CORP              | ID        |    360600 | NS      | $221044.48    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                   | Anchorage Capital CLO Ltd., Series 2018-10A, Class A1A                                       | CUSIP: 03331JAA0<br>LEI: 549300PXQERPW8QV9145 | Long             | ABS-CBDO         | CORP              | KY        |   7650000 | PA      | $7589520.63   | 0.06%             | 2031-10-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $325804.57    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp.                                                                        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $753183.89    | 0.01%             | 2026-01-23      | Variable      | 3.37%                 | 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        |    535980 | PA      | $262914.09    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                 | MH Sub I LLC, 2nd Lien Term Loan                                                             | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2419388 | PA      | $2173674.95   | 0.02%             | 2029-02-23      | Variable      | 10.65%                | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                        | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $839204.73    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AIG CLO LLC                                                                  | AIG CLO LLC, Series 2018-1A, Class DR                                                        | CUSIP: 00141UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $935744.90    | 0.01%             | 2032-04-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                  | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $697596.70    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    920000 | PA      | $768808.82    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                                        | TMK Hawk Parent Corp., Term Loan B                                                           | CUSIP: 87258WAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2033205 | PA      | $1067432.49   | 0.01%             | 2024-08-28      | Variable      | 8.26%                 | No            | 3                  | On Loan: No      |
| LUXE Trust                                                                   | LUXE Trust, Series 2021-TRIP, Class E                                                        | CUSIP: 55066WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $867946.95    | 0.01%             | 2038-10-15      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| Raiffeisen Bank International AG                                             | Raiffeisen Bank International AG                                                             | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    300000 | PA      | $324803.89    | 0.00%             | 2027-01-26      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121034.28    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                        | Bank of America Corp., Series RR                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $15883000.00  | 0.12%             | 2027-01-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    370000 | PA      | $263068.18    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | 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      | $232012.50    | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220683.05    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Co.                                                 | San Diego Gas & Electric Co.                                                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $327065.28    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                          | Carlyle US CLO Ltd., Series 2019-3A, Class A2R                                               | CUSIP: 14314HAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4889361.00   | 0.04%             | 2032-10-20      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                                         | Central Parent, Inc.                                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4180074.48   | 0.03%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class C                               | CUSIP: 17322AAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2278000 | PA      | $2213961.55   | 0.02%             | 2047-03-11      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| TE Connectivity Ltd.                                                         | TE Connectivity Ltd.                                                                         | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    137058 | NS      | $17426924.70  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Synthomer plc                                                                | Synthomer plc                                                                                | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |    394000 | PA      | $406920.25    | 0.00%             | 2025-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2022-NWPT, Class A                                                        | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15900000 | PA      | $15758912.94  | 0.12%             | 2024-09-09      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Metis Merger Sub LLC                                                         | Metis Merger Sub LLC                                                                         | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $826072.50    | 0.01%             | 2029-05-15      | 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      | $-30.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Group BV                                                              | United Group BV                                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    480000 | PA      | $503609.63    | 0.00%             | 2024-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                 | Canadian Pacific Railway Co.                                                                 | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194074.82    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Alfa SAB de CV                                                               | Alfa SAB de CV                                                                               | CUSIP: 015398AC4<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    753000 | PA      | $765942.19    | 0.01%             | 2044-03-25      | Fixed         | 6.88%                 | 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        |    312932 | PA      | $120996.92    | 0.00%             | 2037-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Nestle Malaysia Bhd.                                                         | Nestle Malaysia Bhd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      4500 | NS      | $142624.39    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2014-3A, Class CR2                                                 | CUSIP: 12549QBG9<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961100.00    | 0.01%             | 2031-10-22      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories                                                                          | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    240000 | PA      | $280537.17    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                                        | Spectrum Brands, Inc.                                                                        | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    159000 | PA      | $140104.57    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | 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      | $2650085.48   | 0.02%             | 2065-03-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| TerraForm Power Operating LLC                                                | TerraForm Power Operating LLC                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1014468.30   | 0.01%             | 2028-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                                          | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class DR                                | CUSIP: 67592FAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4001545.85   | 0.03%             | 2033-10-15      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                                       | Cellnex Finance Co. SA                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $748120.97    | 0.01%             | 2028-06-08      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                               | DISH DBS Corp.                                                                               | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2119000 | PA      | $1347450.91   | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 2                                                             | Pikes Peak CLO 2, Series 2018-2A, Class CR                                                   | CUSIP: 72133JAQ0<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2211917.76   | 0.02%             | 2034-10-18      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                        | Saudi Arabian Oil Co.                                                                        | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |    291928 | NS      | $2575533.21   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $3908551.43   | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Volvo AB                                                                     | Volvo AB, Class B                                                                            | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    147823 | NS      | $2933328.76   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PPL Electric Utilities Corp.                                                 | PPL Electric Utilities Corp.                                                                 | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21928.12     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $925567.50    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ILPT Commercial Mortgage Trust                                               | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                    | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17200000 | PA      | $17189239.68  | 0.13%             | 2039-10-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Poste Italiane SpA                                                           | Poste Italiane SpA                                                                           | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |   1275000 | PA      | $1058399.56   | 0.01%             | 2029-03-24      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Shanghai Rural Commercial Bank Co. Ltd.                                      | Shanghai Rural Commercial Bank Co. Ltd., Class A                                             | CUSIP: N/A<br>LEI: 300300C1122131000095       | Long             | EC               | CORP              | CN        |    403600 | NS      | $353667.96    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                                            | Magenta Buyer LLC, 1st Lien Term Loan                                                        | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1842688 | PA      | $1606750.03   | 0.01%             | 2028-07-27      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                                    | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    911000 | PA      | $892780.00    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11183000 | PA      | $9142349.20   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                        | Republic of Indonesia                                                                        | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1527000 | PA      | $1548164.22   | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 35 Ltd.                                   | Neuberger Berman Loan Advisers CLO 35 Ltd., Series 2019-35A, Class A1                        | CUSIP: 64133CAA7<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8423316.59   | 0.06%             | 2033-01-19      | Floating      | 6.14%                 | 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      | $3032924.38   | 0.02%             | 2035-04-20      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                         | American Express Co.                                                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  35415000 | PA      | $31335183.85  | 0.23%             | 2026-09-15      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    104100 | NS      | $2084683.43   | 0.02%             | 2023-02-06      | Fixed         | 22.60%                | No            | 2                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                | Surgery Center Holdings, Inc.                                                                | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2670316.91   | 0.02%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc., Term Loan                                                        | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    671140 | PA      | $644434.96    | 0.00%             | 2028-10-20      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                         | Republic of Paraguay                                                                         | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    582000 | PA      | $518089.13    | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                   | Travelers Cos., Inc. (The)                                                                   | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210961.37    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                                 | Ronshine China Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |   1027000 | PA      | $125807.50    | 0.00%             | 2023-12-15      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87412.84     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Bank of Cyprus PCL                                                           | Bank of Cyprus PCL                                                                           | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |    525000 | PA      | $478460.59    | 0.00%             | 2027-06-24      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |    636000 | PA      | $622561.23    | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group, Inc. (The)                                | Hartford Financial Services Group, Inc. (The)                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51869.50     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Boubyan Bank KSCP                                                            | Boubyan Bank KSCP                                                                            | CUSIP: N/A<br>LEI: 254900D1UAYOAUPGL280       | Long             | EC               | CORP              | KW        |     83890 | NS      | $215706.80    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd.                                                      | Canyon Capital CLO Ltd., Series 2016-1A, Class CR                                            | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1417751.70   | 0.01%             | 2031-07-15      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Carlsberg A/S                                                                | Carlsberg A/S, Class B                                                                       | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     26341 | NS      | $3739412.72   | 0.03%             |  |  |  | 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        |    943260 | PA      | $933827.40    | 0.01%             | 2027-11-24      | Variable      | 8.30%                 | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                             | Telkom Indonesia Persero Tbk. PT                                                             | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   1813100 | NS      | $468564.38    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2037331.25   | 0.02%             | 2028-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10475000 | PA      | $8568640.71   | 0.06%             | 2031-02-25      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1524437.51   | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Harvest CLO XVI DAC                                                          | Harvest CLO XVI DAC, Series 16X, Class ER                                                    | CUSIP: N/A<br>LEI: 635400HU8ASOJYEX2I14       | Long             | ABS-CBDO         | CORP              | IE        |    235000 | PA      | $214530.47    | 0.00%             | 2031-10-15      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                  | Prologis LP                                                                                  | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89923.39     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                             | TotalEnergies SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    122446 | NS      | $7569708.96   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell International Finance BV                                               | Shell International Finance BV                                                               | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $95587.47     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP, Series G                                                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  44150000 | PA      | $40331025.00  | 0.30%             | 2030-05-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12900000 | PA      | $11093090.42  | 0.08%             | 2030-11-18      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc., Term Loan                                                         | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1284255 | PA      | $1282649.22   | 0.01%             | 2028-09-22      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| Emirates NBD Bank PJSC                                                       | Emirates NBD Bank PJSC                                                                       | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    195800 | NS      | $691694.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                                  | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1038375.00   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | U.S. Treasury 5 Year Note                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14115 | NC      | $2412388.97   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight Castle Investments Ltd.                                               | Knight Castle Investments Ltd.                                                               | CUSIP: N/A<br>LEI: 3003003J95CVXYR89C16       | Long             | DBT              | CORP              | VG        |    231000 | PA      | $161700.00    | 0.00%             | 2023-01-23      | Fixed         | 7.99%                 | No            | 2                  | On Loan: No      |
| Nexi SpA                                                                     | Nexi SpA                                                                                     | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $892637.90    | 0.01%             | 2028-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    732000 | PA      | $736268.42    | 0.01%             | 2078-10-03      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6214150.91   | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Pilot Travel Centers LLC                                                     | Pilot Travel Centers LLC, Term Loan B                                                        | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |   1672215 | PA      | $1667582.96   | 0.01%             | 2028-08-04      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                                                  | Nucor Corp.                                                                                  | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    720000 | PA      | $709597.10    | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XXVIII Ltd.                                                  | Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1                                        | CUSIP: 83615CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1469948.25   | 0.01%             | 2032-01-25      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131751.20    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                                                | Wilsonart LLC, Term Loan E                                                                   | CUSIP: 97246FAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2032228 | PA      | $1971890.68   | 0.01%             | 2026-12-31      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| Boston Properties, Inc.                                                      | Boston Properties, Inc.                                                                      | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |    139778 | NS      | $10419052.12  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Macquarie Bank Ltd.                                                          | Macquarie Bank Ltd.                                                                          | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    820000 | PA      | $850539.76    | 0.01%             | 2033-01-18      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Simmons Foods, Inc.                                                          | Simmons Foods, Inc.                                                                          | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2047521.53   | 0.02%             | 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        |   2199117 | PA      | $2017438.93   | 0.01%             | 2037-03-25      | Floating      | 4.65%                 | 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      | $662939.76    | 0.00%             | 2031-10-20      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                               | Lonza Group AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |     39809 | NS      | $22708708.41  | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcline FM Holdings LLC                                                      | Arcline FM Holdings LLC, 1st Lien Term Loan                                                  | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1667636 | PA      | $1588423.56   | 0.01%             | 2028-06-23      | Variable      | 9.48%                 | No            | 2                  | On Loan: No      |
| Murphy Oil USA, Inc.                                                         | Murphy Oil USA, Inc., Term Loan B                                                            | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    899970 | PA      | $903344.89    | 0.01%             | 2028-01-31      | Variable      | 6.12%                 | 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      | $2935811.70   | 0.02%             | 2032-07-24      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    725000 | PA      | $681327.58    | 0.01%             | 2026-04-28      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp., 2nd Lien Term Loan B1                                                         | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1117876 | PA      | $1080426.86   | 0.01%             | 2029-02-01      | Variable      | 12.22%                | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                   | Outfront Media Capital LLC                                                                   | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4814000 | PA      | $4428220.00   | 0.03%             | 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      | $4556622.28   | 0.03%             | 2032-10-15      | Floating      | 6.86%                 | No            | 2                  | On Loan: No      |
| Renk AG                                                                      | Renk AG                                                                                      | CUSIP: N/A<br>LEI: 894500DAJJ2W78HOJY11       | Long             | DBT              | CORP              | DE        |    709000 | PA      | $751319.21    | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Instructure Holdings, Inc.                                                   | Instructure Holdings, Inc., Term Loan                                                        | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1039148 | PA      | $1035905.36   | 0.01%             | 2028-10-30      | Variable      | 7.85%                 | No            | 2                  | On Loan: No      |
| JGC Ventures Pte. Ltd.                                                       | JGC Ventures Pte. Ltd.                                                                       | CUSIP: N/A<br>LEI: 2549008PR2UO2K6SYH32       | Long             | DBT              | CORP              | SG        |     93581 | PA      | $19768.99     | 0.00%             | 2025-06-30      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                         | Boston Properties LP                                                                         | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171942.03    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Rockcliff Energy II LLC                                                      | Rockcliff Energy II LLC                                                                      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $3911499.50   | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                                  | Healthpeak Properties, Inc.                                                                  | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555816.45    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                                                    | Nestle SA (Registered)                                                                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     61739 | NS      | $7532717.21   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Transurban Group                                                             | Transurban Group                                                                             | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |   3366557 | NS      | $33006214.11  | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockfield Park CLO DAC                                                       | Rockfield Park CLO DAC, Series 1X, Class D                                                   | CUSIP: N/A<br>LEI: 254900FQNC3OT6YHSV84       | Long             | ABS-CBDO         | CORP              | IE        |    357000 | PA      | $333025.61    | 0.00%             | 2034-07-16      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| ACI Worldwide, Inc.                                                          | ACI Worldwide, Inc.                                                                          | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177750.00    | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United AirLines, Inc.                                                        | United AirLines, Inc., Term Loan B                                                           | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2477678 | PA      | $2472128.44   | 0.02%             | 2028-04-21      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                 | Baltimore Gas & Electric Co.                                                                 | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    525000 | PA      | $396147.14    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Kleopatra Holdings 2 SCA                                                     | Kleopatra Holdings 2 SCA                                                                     | CUSIP: N/A<br>LEI: 222100ALG258IKQWWE73       | Long             | DBT              | CORP              | LU        |    180000 | PA      | $110856.69    | 0.00%             | 2026-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Stagwell Global LLC                                                          | Stagwell Global LLC                                                                          | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1381846.25   | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| DSV A/S                                                                      | DSV A/S                                                                                      | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |     18988 | NS      | $3141187.29   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                                 | KBC Group NV                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     64908 | NS      | $4807561.42   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| WCG Purchaser Corp.                                                          | WCG Purchaser Corp., 1st Lien Term Loan                                                      | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |   1321730 | PA      | $1272997.81   | 0.01%             | 2027-01-08      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                  | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1246140.33   | 0.01%             | 2027-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 21 Ltd.                                                         | Flatiron CLO 21 Ltd., Series 2021-1A, Class D                                                | CUSIP: 33883PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2407693.75   | 0.02%             | 2034-07-19      | Floating      | 7.70%                 | 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      | $1538591.79   | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Milos CLO Ltd.                                                               | Milos CLO Ltd., Series 2017-1A, Class BR                                                     | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |   5862000 | PA      | $5746218.47   | 0.04%             | 2030-10-20      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd.                            | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    130200 | NS      | $6438926.61   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2576417.72   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Virgin Media Finance plc                                                     | Virgin Media Finance plc                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1133176.50   | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Allstate Corp. (The)                                                         | Allstate Corp. (The), Series B                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2759260.00   | 0.02%             | 2053-08-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                       | Signal Peak CLO 1 Ltd., Series 2014-1A, Class BR3                                            | CUSIP: 82666TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    630000 | PA      | $611063.78    | 0.00%             | 2034-04-17      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd.                                                    | Agile Group Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |   2652000 | PA      | $1670760.00   | 0.01%             | 2025-01-02      | Fixed         | 5.75%                 | 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      | $3950952.39   | 0.03%             | 2039-09-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LMIRT Capital Pte. Ltd.                                                      | LMIRT Capital Pte. Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493009IDXHZSVD2BI70       | Long             | DBT              | CORP              | SG        |    920000 | PA      | $690000.00    | 0.01%             | 2024-06-19      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                                            | Nexa Resources SA                                                                            | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   2341000 | PA      | $2263747.00   | 0.02%             | 2027-05-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1546750.86   | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Kingdom of Morocco                                                           | Kingdom of Morocco                                                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   3694000 | PA      | $2950582.50   | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                            | Oman Government Bond                                                                         | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   4178000 | PA      | $3984767.50   | 0.03%             | 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        |   5080000 | PA      | $4498344.11   | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC Unlimited Liability Co.                                           | 1011778 BC Unlimited Liability Co., Term Loan B4                                             | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2968832 | PA      | $2932789.92   | 0.02%             | 2026-11-19      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2015-1A, Class CR4                                            | CUSIP: 69689ABQ2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $3827958.85   | 0.03%             | 2034-05-21      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| BB-UBS Trust                                                                 | BB-UBS Trust, Series 2012-SHOW, Class E                                                      | CUSIP: 05538UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2672000 | PA      | $2367659.47   | 0.02%             | 2036-11-05      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3708000 | PA      | $2961301.50   | 0.02%             | 2047-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tricon Residential Trust                                                     | Tricon Residential Trust, Series 2022-SFR2, Class E                                          | CUSIP: 89616TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9766109.00   | 0.07%             | 2040-07-17      | Fixed         | 7.51%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1418437.50   | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                  | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   9341000 | PA      | $9305018.47   | 0.07%             | 2025-07-01      | Fixed         | 6.25%                 | 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      | $3175196.67   | 0.02%             | 2034-04-25      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Global Switch Holdings Ltd.                                                  | Global Switch Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |    961000 | PA      | $982580.10    | 0.01%             | 2027-05-31      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc.                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   5899000 | PA      | $5388976.53   | 0.04%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | 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        |    222061 | PA      | $138748.32    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Kallpa Generacion SA                                                         | Kallpa Generacion SA                                                                         | CUSIP: N/A<br>LEI: 549300NG1PWEI5BZG095       | Long             | DBT              | CORP              | PE        |   3114000 | PA      | $3008513.25   | 0.02%             | 2026-05-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                       | Fortress Transportation & Infrastructure Investors LLC                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2798000 | PA      | $2462348.42   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | 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      | $-127327.40   | -0.00%            |  |  |  | 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        |   6600363 | PA      | $3110916.28   | 0.02%             | 2036-11-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |      6300 | NS      | $906478.18    | 0.01%             | 2023-02-02      | Fixed         | 14.05%                | No            | 2                  | On Loan: No      |
| Axiata Group Bhd.                                                            | Axiata Group Bhd.                                                                            | CUSIP: N/A<br>LEI: 254900DM0V7OCPDUUC55       | Long             | EC               | CORP              | MY        |    244600 | NS      | $174262.77    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                        | BlueMountain CLO Ltd., Series 2013-2A, Class A1R                                             | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |    961670 | PA      | $953250.10    | 0.01%             | 2030-10-22      | Floating      | 6.00%                 | No            | 2                  | 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        |   1849299 | PA      | $1796895.03   | 0.01%             | 2034-04-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343592.73    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                  | Raytheon Technologies Corp.                                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     57699 | NS      | $5761245.15   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $5211797.10   | 0.04%             | 2029-12-06      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                          | Cushman & Wakefield US Borrower LLC                                                          | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2574535.11   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1783000 | PA      | $1880236.80   | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1693832.17   | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Allegro CLO XI Ltd.                                                          | Allegro CLO XI Ltd., Series 2019-2A, Class A1A                                               | CUSIP: 01750HAA0<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1974950.00   | 0.01%             | 2033-01-19      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| DuPont de Nemours, Inc.                                                      | DuPont de Nemours, Inc.                                                                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $594734.81    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Community Healthcare Trust, Inc.                                             | Community Healthcare Trust, Inc.                                                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |    121537 | NS      | $5211506.56   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-6A, Class D                                                   | CUSIP: 12555XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1082312.96   | 0.01%             | 2033-01-16      | Floating      | 8.74%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |      7623 | NS      | $4348187.41   | 0.03%             | 2023-02-02      | Fixed         | 15.02%                | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp.                                                          | Regal Rexnord Corp.                                                                          | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4624306.88   | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $2733926.97   | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Life Mortgage Trust                                                          | Life Mortgage Trust, Series 2021-BMR, Class F                                                | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8333621 | PA      | $7978815.35   | 0.06%             | 2038-03-15      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9830000 | PA      | $8333382.50   | 0.06%             | 2030-12-17      | Variable      | 4.60%                 | No            | 2                  | On Loan: No      |
| Spectra Energy Partners LP                                                   | Spectra Energy Partners LP                                                                   | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102872.09    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                               | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241489.89    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                                 | M6 ETX Holdings II Midco LLC, Term Loan                                                      | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320198 | PA      | $319662.77    | 0.00%             | 2029-09-19      | Variable      | 9.16%                 | No            | 2                  | On Loan: No      |
| Allegro CLO II-S Ltd.                                                        | Allegro CLO II-S Ltd., Series 2014-1RA, Class B                                              | CUSIP: 01751EAG3<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1273588.55   | 0.01%             | 2028-10-21      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |    600000 | PA      | $545497.08    | 0.00%             | 2027-10-12      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $627219.26    | 0.00%             | 2027-03-09      | Variable      | 1.43%                 | 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        |    559728 | PA      | $292305.70    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CML Lake Tahoe Resort Hotel                                                  | CML Lake Tahoe Resort Hotel, Term Loan                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7532000 | PA      | $7245734.29   | 0.05%             | 2038-01-01      | Variable      | 6.10%                 | No            | 3                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                                   | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111244.35    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Newark BSL CLO 1 Ltd.                                                        | Newark BSL CLO 1 Ltd., Series 2016-1A, Class A1R                                             | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |   4507931 | PA      | $4500741.74   | 0.03%             | 2029-12-21      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                  | Toronto-Dominion Bank (The)                                                                  | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1585000 | PA      | $1551701.86   | 0.01%             | 2025-06-06      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Alliant Energy Corp.                                                         | Alliant Energy Corp.                                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    155057 | NS      | $8377729.71   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Telefonica Europe BV                                                         | Telefonica Europe BV                                                                         | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1021241.53   | 0.01%             | 2028-08-23      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                    | Aon Corp.                                                                                    | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1157332.89   | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities X Ltd.                                         | GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class C1R                             | CUSIP: 38137PAW0<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $970158.30    | 0.01%             | 2031-07-20      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| Navient Corp.                                                                | Navient Corp.                                                                                | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593424.00    | 0.00%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                        | Elevance Health, Inc.                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8900 | NS      | $4449911.00   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies, Inc.                                                     | Lumen Technologies, Inc.                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    817000 | PA      | $565955.21    | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                               | Southern California Edison Co.                                                               | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $550258.86    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                   | Sprint LLC                                                                                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $3002715.22   | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs International                                                  | Goldman Sachs International                                                                  | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      5700 | NS      | $583984.44    | 0.00%             | 2023-03-02      | Fixed         | 22.88%                | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                      | Anheuser-Busch Cos. LLC                                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143703.78    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital 23 Euro DAC                                               | Northwoods Capital 23 Euro DAC, Series 2021-23X, Class E                                     | CUSIP: N/A<br>LEI: 549300S8E7OE3AK8EC83       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $187884.18    | 0.00%             | 2034-03-15      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    109700 | NS      | $5739103.64   | 0.04%             | 2023-02-06      | Fixed         | 16.19%                | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                                                     | Group 1 Automotive, Inc.                                                                     | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    897000 | PA      | $788875.62    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fresnillo plc                                                                | Fresnillo plc                                                                                | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   1821000 | PA      | $1477627.69   | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United Airlines Pass-Through Trust                                           | United Airlines Pass-Through Trust, Series 2020-1, Class B                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329192 | PA      | $320778.47    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193056.61    | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Sino-Ocean Land Treasure IV Ltd.                                             | Sino-Ocean Land Treasure IV Ltd.                                                             | CUSIP: N/A<br>LEI: 213800EAGXDYG9QWS896       | Long             | DBT              | CORP              | VG        |   1500000 | PA      | $1225312.50   | 0.01%             | 2025-01-13      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Structured Products BV                                           | J.P. Morgan Structured Products BV, Series MTN5                                              | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     10100 | NS      | $2314295.58   | 0.02%             | 2023-03-09      | Fixed         | 13.86%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | S&P 500 E-Mini Index                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -344 | NC      | $-988912.78   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging International LLC                                          | Graphic Packaging International LLC                                                          | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |    100000 | PA      | $94502.13     | 0.00%             | 2029-02-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     74400 | NS      | $4324956.51   | 0.03%             | 2023-02-09      | Fixed         | 24.39%                | No            | 2                  | On Loan: No      |
| Fluidra SA                                                                   | Fluidra SA, Term Loan                                                                        | CUSIP: 98975VAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    553410 | PA      | $545800.61    | 0.00%             | 2029-01-29      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Heilongjiang Agriculture Co. Ltd.                                            | Heilongjiang Agriculture Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 300300QU9AQS1YMTV002       | Long             | EC               | CORP              | CN        |     81200 | NS      | $170281.94    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                                           | AVSC Holding Corp., 1st Lien Term Loan B1                                                    | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   1403236 | PA      | $1312249.98   | 0.01%             | 2025-03-03      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                  | Asurion LLC, Term Loan B8                                                                    | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1495133 | PA      | $1427388.61   | 0.01%             | 2026-12-23      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    129162 | NS      | $19083685.50  | 0.14%             |  |  |  | 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        |    700549 | PA      | $309759.51    | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | 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        |   5400000 | PA      | $5701536.43   | 0.04%             | 2026-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-189456.98   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                                       | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998000 | PA      | $843566.76    | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    432095 | NS      | $17692334.45  | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Muthoot Finance Ltd.                                                         | Muthoot Finance Ltd.                                                                         | CUSIP: 62828M2B6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   2665000 | PA      | $2615031.25   | 0.02%             | 2023-09-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    121220 | NS      | $16795340.77  | 0.12%             | 2023-03-01      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate Equities, Inc.                                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1850081.02   | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| VistaJet Malta Finance plc                                                   | VistaJet Malta Finance plc                                                                   | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2110386.70   | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                              | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  12787000 | PA      | $13037497.33  | 0.10%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    840000 | PA      | $788711.74    | 0.01%             | 2025-05-30      | Variable      | 0.79%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                    | Toyota Motor Credit Corp.                                                                    | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1325661.50   | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2019-6A, Class A1                                                  | CUSIP: 12555XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8440034.20   | 0.06%             | 2033-01-16      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89147.14     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |    897000 | PA      | $867552.23    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | 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        |    375255 | PA      | $374540.66    | 0.00%             | 2027-07-15      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                               | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200674.00    | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MED ParentCo. LP                                                             | MED ParentCo. LP, 1st Lien Term Loan                                                         | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   1847480 | PA      | $1653698.01   | 0.01%             | 2026-08-31      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                                  | WRKCo, Inc.                                                                                  | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1571142.50   | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Aurium CLO II DAC                                                            | Aurium CLO II DAC, Series 2X, Class ERR                                                      | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $187071.08    | 0.00%             | 2034-06-22      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                   | Coty, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |    600000 | PA      | $624567.68    | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    732000 | PA      | $710335.30    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Petronas Gas Bhd.                                                            | Petronas Gas Bhd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     44200 | NS      | $174282.13    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1314695.04   | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2698000 | PA      | $2353837.39   | 0.02%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                                | Bally's Corp., Facility Term Loan B                                                          | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |   1000606 | PA      | $961211.87    | 0.01%             | 2028-10-02      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Kaixo Bondco Telecom SA                                                      | Kaixo Bondco Telecom SA                                                                      | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |    116000 | PA      | $108668.47    | 0.00%             | 2029-09-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co., Series S                                                                  | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15875000 | PA      | $15537656.25  | 0.11%             | 2024-06-15      | Variable      | 5.90%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                              | Madison IAQ LLC                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $2420968.48   | 0.02%             | 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        |   5520000 | PA      | $4952323.20   | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp.                                                             | Sealed Air Corp.                                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    139474 | NS      | $7637596.24   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408078.91    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Maxis Bhd.                                                                   | Maxis Bhd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    127400 | NS      | $118512.18    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                              | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    661196 | NS      | $7729637.39   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Canyon Capital CLO Ltd.                                                      | Canyon Capital CLO Ltd., Series 2016-2A, Class BR                                            | CUSIP: 13876VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1225478.00   | 0.01%             | 2031-10-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     28028 | NS      | $5723037.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222234.58    | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $2629518.62   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                    | Aptiv plc                                                                                    | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    715000 | PA      | $463524.29    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | 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        |    810549 | PA      | $736837.75    | 0.01%             | 2028-10-02      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $18.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XX Ltd.                                                 | Madison Park Funding XX Ltd., Series 2016-20A, Class CR                                      | CUSIP: 55819TAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4080000 | PA      | $3897632.16   | 0.03%             | 2030-07-27      | Floating      | 6.71%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                                           | Kingdom of Bahrain                                                                           | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1684000 | PA      | $1524020.00   | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     27500 | NS      | $3659745.21   | 0.03%             | 2023-02-23      | Fixed         | 23.16%                | No            | 2                  | On Loan: No      |
| CLP Holdings Ltd.                                                            | CLP Holdings Ltd.                                                                            | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    971500 | NS      | $7218179.11   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| ARC Falcon I, Inc.                                                           | ARC Falcon I, Inc., Delayed Draw Term Loan                                                   | CUSIP: 03880YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165325 | PA      | $147469.54    | 0.00%             | 2028-09-30      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2021-VIEW, Class E                                                          | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7366000 | PA      | $6775458.20   | 0.05%             | 2036-06-15      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1136000 | PA      | $1079484.00   | 0.01%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                              | Nordea Bank Abp                                                                              | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1100000 | PA      | $1084875.00   | 0.01%             | 2026-03-26      | Variable      | 6.62%                 | 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        |   1870780 | PA      | $1625032.05   | 0.01%             | 2037-12-25      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                    | EQM Midstream Partners LP                                                                    | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $3944734.17   | 0.03%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                  | Citibank NA                                                                                  | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296827.21    | 0.00%             | 2024-01-23      | Fixed         | 3.65%                 | 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        |   2639850 | PA      | $2573642.42   | 0.02%             | 2027-10-01      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    595000 | PA      | $536770.82    | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                                                 | Casino Guichard Perrachon SA                                                                 | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $160898.20    | 0.00%             | 2024-01-31      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| ALM Ltd.                                                                     | ALM Ltd., Series 2020-1A, Class A2                                                           | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3456263.65   | 0.03%             | 2029-10-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| CSPC Pharmaceutical Group Ltd.                                               | CSPC Pharmaceutical Group Ltd.                                                               | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |   1170000 | NS      | $1334037.46   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    148988 | PA      | $6077.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XII                                                               | Apidos CLO XII, Series 2013-12A, Class AR                                                    | CUSIP: 03764DAH4<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2378400.00   | 0.02%             | 2031-04-15      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 2                                                             | Pikes Peak CLO 2, Series 2018-2A, Class B1R                                                  | CUSIP: 72133JAN7<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4842420.00   | 0.04%             | 2034-10-18      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA                                                                               | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5600000 | PA      | $5796000.00   | 0.04%             | 2029-08-16      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Aon Global Ltd.                                                              | Aon Global Ltd.                                                                              | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $937676.01    | 0.01%             | 2024-06-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1518587.77   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                                               | Air France-KLM                                                                               | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $751492.44    | 0.01%             | 2028-05-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2600000 | PA      | $2791828.00   | 0.02%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                                        | Interpublic Group of Cos., Inc. (The)                                                        | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137331.45    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                | Aroundtown SA                                                                                | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    329000 | PA      | $188708.96    | 0.00%             | 2024-06-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                      | MPLX LP                                                                                      | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1192060.56   | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1685000 | PA      | $1932982.39   | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| MAD Mortgage Trust                                                           | MAD Mortgage Trust, Series 2017-330M, Class D                                                | CUSIP: 55282MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3305000 | PA      | $2996990.86   | 0.02%             | 2034-08-15      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-49485.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO IV Ltd.                                                          | Elmwood CLO IV Ltd., Series 2020-1A, Class D                                                 | CUSIP: 29002GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5220707.25   | 0.04%             | 2033-04-15      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XVI                                                      | OHA Credit Partners XVI, Series 2021-16A, Class A                                            | CUSIP: 67115LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13321516.50  | 0.10%             | 2034-10-18      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                      | Astrazeneca Finance LLC                                                                      | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134035.09    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC, Term Loan B                                                      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5282682 | PA      | $5215909.05   | 0.04%             | 2029-01-27      | Variable      | 8.56%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP, Series H                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $5080495.96   | 0.04%             | 2026-11-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Grupo Aval Ltd.                                                              | Grupo Aval Ltd.                                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |   2091000 | PA      | $1722356.70   | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                               | ADLER Group SA                                                                               | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $164594.51    | 0.00%             | 2029-01-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Co.                                                             | Baker Hughes Co.                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    365175 | NS      | $11590654.50  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Serta Simmons Bedding LLC                                                    | Serta Simmons Bedding LLC, Term Loan                                                         | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    956327 | PA      | $548692.38    | 0.00%             | 2023-08-10      | Variable      | 12.27%                | No            | 2                  | On Loan: No      |
| CJ Logistics Corp.                                                           | CJ Logistics Corp.                                                                           | CUSIP: N/A<br>LEI: 988400MIXJ2YDYLYR916       | Long             | EC               | CORP              | KR        |      2959 | NS      | $217376.05    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                   | Vmed O2 UK Financing I plc                                                                   | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |    900000 | PA      | $915391.12    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Brink's Co. (The)                                                            | Brink's Co. (The)                                                                            | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100495.50    | 0.00%             | 2025-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     16295 | NS      | $8312963.20   | 0.06%             | 2023-03-08      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                             | Mastercard, Inc.                                                                             | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145300.45    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1355.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06369P510<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |    116200 | NS      | $5222757.90   | 0.04%             | 2023-02-28      | Fixed         | 20.70%                | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc.                                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209047.15    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    529491 | PA      | $55770.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vedanta Resources Ltd.                                                       | Vedanta Resources Ltd.                                                                       | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |    890000 | PA      | $836210.63    | 0.01%             | 2023-05-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                       | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1370810.41   | 0.01%             | 2025-11-23      | Variable      | 1.82%                 | 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        |   4763713 | PA      | $3561610.10   | 0.03%             | 2030-03-20      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                                              | APX Group, Inc.                                                                              | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $1770789.04   | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Spring Education Group, Inc.                                                 | Spring Education Group, Inc., 1st Lien Term Loan                                             | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992718 | PA      | $977986.47    | 0.01%             | 2025-07-30      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                              | Madison Park Funding XXVII Ltd., Series 2018-27A, Class C                                    | CUSIP: 55820YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921207.70    | 0.01%             | 2030-04-20      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2018-2A, Class D                                             | CUSIP: 77342KAG5<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1490047.04   | 0.01%             | 2031-10-20      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd.                                                    | Octagon Loan Funding Ltd., Series 2014-1A, Class ARR                                         | CUSIP: 67590RAY1<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |  13211595 | PA      | $13105331.50  | 0.10%             | 2031-11-18      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Korn Ferry                                                                   | Korn Ferry                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1847100.00   | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | 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        |   6613982 | PA      | $5522373.00   | 0.04%             | 2046-11-25      | Floating      | 3.28%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    575000 | PA      | $535418.01    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Public Service Electric & Gas Co.                                            | Public Service Electric & Gas Co.                                                            | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1606760.83   | 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        |    767757 | NS      | $30086867.71  | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                                           | Kingdom of Bahrain                                                                           | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1445000 | PA      | $1497381.25   | 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        |  11972163 | PA      | $199399.97    | 0.00%             | 2048-08-10      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc., Series 16-A                                                                  | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13675000 | PA      | $12993854.27  | 0.10%             | 2077-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| ILFC E-Capital Trust I                                                       | ILFC E-Capital Trust I                                                                       | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  16872000 | PA      | $10840260.00  | 0.08%             | 2065-12-21      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    270657 | NS      | $8309056.39   | 0.06%             | 2023-03-13      | Fixed         | 8.93%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    690000 | PA      | $726879.83    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                                        | WMG Acquisition Corp., Term Loan G                                                           | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   2951602 | PA      | $2945137.99   | 0.02%             | 2028-01-20      | Variable      | 6.69%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    990000 | PA      | $972094.14    | 0.01%             | 2025-04-17      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                                                    | NFP Corp.                                                                                    | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  13059000 | PA      | $11291594.94  | 0.08%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Accredited Mortgage Loan Trust                                               | Accredited Mortgage Loan Trust, Series 2004-4, Class M2                                      | CUSIP: 004375CH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531337 | PA      | $510846.31    | 0.00%             | 2035-01-25      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FW708<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |    100800 | NS      | $4210435.47   | 0.03%             | 2023-03-02      | Fixed         | 13.90%                | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                | Sempra Energy                                                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     87469 | NS      | $14023904.77  | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                           | Elmwood CLO I Ltd., Series 2019-1A, Class DR                                                 | CUSIP: 290015AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1910137.20   | 0.01%             | 2033-10-20      | Floating      | 9.21%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd.                                                        | Whitebox CLO III Ltd., Series 2021-3A, Class A1                                              | CUSIP: 96467HAA4<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1962300.00   | 0.01%             | 2034-10-15      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Edison International                                                         | Edison International, Series A                                                               | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  36050000 | PA      | $33677214.60  | 0.25%             | 2026-03-15      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                            | BAT Capital Corp.                                                                            | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1193712.38   | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | 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        |   1366072 | PA      | $1111515.92   | 0.01%             | 2047-11-25      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp., Term Loan B1                                                         | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2737339 | PA      | $2729510.16   | 0.02%             | 2025-08-27      | Variable      | 8.57%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                                              | Cable One, Inc.                                                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $4551391.25   | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                             | Kasikornbank PCL                                                                             | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |   2100000 | PA      | $1876833.00   | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Pug LLC                                                                      | Pug LLC, Term Loan B2                                                                        | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    431538 | PA      | $362491.50    | 0.00%             | 2027-02-12      | Variable      | 8.82%                 | No            | 3                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    710000 | PA      | $546226.04    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3217061.70   | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Qatar International Islamic Bank QSC                                         | Qatar International Islamic Bank QSC                                                         | CUSIP: N/A<br>LEI: 2549007SZGKT5N5ND952       | Long             | EC               | CORP              | QA        |     93964 | NS      | $265370.75    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series Z105                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     92529 | NS      | $13379260.13  | 0.10%             | 2023-02-22      | Floating      | 9.23%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                         | Cheniere Corpus Christi Holdings LLC                                                         | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1913261.81   | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings LLC                                                  | RVR Dealership Holdings LLC, Term Loan                                                       | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202281 | PA      | $182221.12    | 0.00%             | 2028-02-08      | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| China Merchants Port Holdings Co. Ltd.                                       | China Merchants Port Holdings Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    222000 | NS      | $311204.96    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                         | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1825617.50   | 0.01%             | 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        |   2559587 | PA      | $814090.85    | 0.01%             | 2046-04-25      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1216144.94   | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                             | Telkom Indonesia Persero Tbk. PT                                                             | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      7014 | NS      | $182504.28    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1134000 | PA      | $975240.00    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                                | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class DR2                                    | CUSIP: 64130DBN9<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $965001.50    | 0.01%             | 2034-04-20      | Floating      | 8.11%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                        | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $713156.08    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                              | Catalent Pharma Solutions, Inc.                                                              | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $2923402.61   | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                                     | Comstock Resources, Inc.                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $3479735.00   | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Seaspan Corp.                                                                | Seaspan Corp.                                                                                | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1175000 | PA      | $883071.25    | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    500000 | PA      | $465000.00    | 0.00%             | 2026-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                    | Sedgwick Claims Management Services, Inc., Term Loan                                         | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    797302 | PA      | $793204.26    | 0.01%             | 2025-12-31      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                     | Enel SpA                                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |    500000 | PA      | $554507.38    | 0.00%             | 2028-04-16      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                 | Pfizer, Inc.                                                                                 | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $496762.63    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                                         | DBUBS Mortgage Trust, Series 2017-BRBK, Class F                                              | CUSIP: 23305JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1672635.71   | 0.01%             | 2034-10-10      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions LLC                                         | Bright Horizons Family Solutions LLC, Term Loan B                                            | CUSIP: 10919RAN9<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |   1648890 | PA      | $1645460.64   | 0.01%             | 2028-11-24      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-4A, Class C                                              | CUSIP: 69702EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4577592.96   | 0.03%             | 2034-10-15      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     87465 | NS      | $2821091.08   | 0.02%             | 2023-03-03      | Fixed         | 21.86%                | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                | UniCredit SpA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   4968000 | PA      | $5353097.88   | 0.04%             | 2026-06-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                              | Camelot Return Merger Sub, Inc.                                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1616289.75   | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1927848.05   | 0.01%             | 2024-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                     | COLT Mortgage Loan Trust, Series 2022-9, Class A1                                            | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13537917 | PA      | $13785302.49  | 0.10%             | 2067-12-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    170047 | NS      | $15053451.82  | 0.11%             | 2023-02-08      | Fixed         | 18.50%                | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd.                                                   | Shimao Group Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | CORP              | KY        |    895000 | PA      | $196900.00    | 0.00%             | 2026-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                                          | CNX Resources Corp.                                                                          | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1528754.28   | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                                           | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1310988.09   | 0.01%             | 2024-08-01      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| Telenet Group Holding NV                                                     | Telenet Group Holding NV                                                                     | CUSIP: N/A<br>LEI: 213800FA3K4S56INQI67       | Long             | EC               | CORP              | BE        |      7142 | NS      | $123107.35    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $2701840.56   | 0.02%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Adani Green Energy Ltd.                                                      | Adani Green Energy Ltd.                                                                      | CUSIP: N/A<br>LEI: 335800ZBBU81OH211H17       | Long             | DBT              | CORP              | IN        |   1838000 | PA      | $1396880.00   | 0.01%             | 2024-09-08      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                      | Texas Instruments, Inc.                                                                      | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    265000 | PA      | $197312.61    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                                                   | Avis Budget Car Rental LLC, Term Loan B                                                      | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |   1129179 | PA      | $1113088.67   | 0.01%             | 2027-08-06      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817539.63    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| Lindblad Expeditions LLC                                                     | Lindblad Expeditions LLC                                                                     | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2699436.80   | 0.02%             | 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        |   1942000 | PA      | $1691117.88   | 0.01%             | 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        |    109723 | NS      | $6936688.06   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares Trust                                                                | iShares Core Dividend Growth ETF                                                             | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |   8430573 | NS      | $432657006.36 | 3.19%             |  |  |  | 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      | $4495.86      | 0.00%             |  |  |  | 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        |   1753326 | PA      | $1674794.58   | 0.01%             | 2045-08-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4359000 | PA      | $3620236.68   | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                                        | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389681.76    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2019-17A, Class CR                                                      | CUSIP: 67113LAS5<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5721471.60   | 0.04%             | 2032-07-20      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                              | CommScope, Inc.                                                                              | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $1873776.21   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | 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      | $2604394.70   | 0.02%             | 2049-05-10      | Variable      | 4.94%                 | 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      | $4713036.00   | 0.03%             | 2035-01-15      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| ATS Corp.                                                                    | ATS Corp.                                                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    814000 | PA      | $729205.62    | 0.01%             | 2028-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $159568.13    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    515000 | PA      | $416301.15    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | 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        |    800000 | PA      | $848940.51    | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Webster Park CLO Ltd.                                                        | Webster Park CLO Ltd., Series 2015-1A, Class A1BR                                            | CUSIP: 948214AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3686427.12   | 0.03%             | 2030-07-20      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     55448 | NS      | $7822220.01   | 0.06%             | 2023-03-13      | Fixed         | 14.97%                | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2021-BHAR, Class E                                                        | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338000 | PA      | $1254613.97   | 0.01%             | 2038-11-15      | Floating      | 7.96%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    190174 | NS      | $19483326.30  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                                               | Wyndham Hotels & Resorts, Inc., Term Loan B                                                  | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    913447 | PA      | $912159.53    | 0.01%             | 2025-05-30      | Variable      | 6.32%                 | No            | 2                  | On Loan: No      |
| Lummus Technology Holdings V LLC                                             | Lummus Technology Holdings V LLC, Term Loan B                                                | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1009129 | PA      | $986423.70    | 0.01%             | 2027-06-30      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Marble Point CLO XI Ltd.                                                     | Marble Point CLO XI Ltd., Series 2017-2A, Class B                                            | CUSIP: 56607FAB1<br>LEI: 549300DBVCVH5X7MO467 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1453257.75   | 0.01%             | 2030-12-18      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                | EDP - Energias de Portugal SA                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |    300000 | PA      | $325541.63    | 0.00%             | 2083-04-23      | Variable      | 5.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    235669 | PA      | $2858.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chobani LLC                                                                  | Chobani LLC                                                                                  | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5887000 | PA      | $5371887.50   | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                | BHP Billiton Finance USA Ltd.                                                                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $42424.18     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                               | 1011778 BC ULC                                                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    994000 | PA      | $846142.50    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                               | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $3266660.25   | 0.02%             | 2025-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $211045.64    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 Holdco LLC                                                          | LSF11 A5 Holdco LLC, Term Loan                                                               | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1640000 | PA      | $1587733.20   | 0.01%             | 2028-10-15      | Variable      | 8.18%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                                         | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5463000 | PA      | $4647537.99   | 0.03%             | 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      | $5891596.20   | 0.04%             | 2034-10-18      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $658915.08    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    400000 | PA      | $19928.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2131000 | PA      | $1843272.38   | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA                                                                     | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $918641.75    | 0.01%             | 2027-09-03      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Sun Pharmaceutical Industries Ltd.                                           | Sun Pharmaceutical Industries Ltd.                                                           | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |      7541 | NS      | $95479.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1427645.38   | 0.01%             | 2026-11-30      | Variable      | 4.50%                 | 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        |   7184241 | PA      | $5997796.26   | 0.04%             | 2036-06-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                     | UnitedHealth Group, Inc.                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     31953 | NS      | $15950618.07  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| USA Compression Partners LP                                                  | USA Compression Partners LP                                                                  | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3158000 | PA      | $3099419.10   | 0.02%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    182512 | NS      | $7176371.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series 001H                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     11823 | NS      | $1995256.52   | 0.01%             | 2023-02-17      | Floating      | 11.56%                | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                         | Eaton Vance CLO Ltd., Series 2020-1A, Class DR                                               | CUSIP: 278300AQ1<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2876828.40   | 0.02%             | 2034-10-15      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Public Service Electric and Gas Co.                                          | Public Service Electric and Gas Co.                                                          | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74032.06     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KNDL Mortgage Trust                                                          | KNDL Mortgage Trust, Series 2019-KNSQ, Class E                                               | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9525000 | PA      | $9381172.50   | 0.07%             | 2036-05-15      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| ICON plc                                                                     | ICON plc, Term Loan                                                                          | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |   2602607 | PA      | $2601643.84   | 0.02%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                               | Community Health Systems, Inc.                                                               | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $1711288.47   | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                         | Element Materials Technology Group US Holdings, Inc., Delayed Draw 1st Lien Term Loan B      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    722289 | PA      | $715369.86    | 0.01%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Covivio                                                                      | Covivio                                                                                      | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |    102183 | NS      | $7014286.35   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                 | Jones Deslauriers Insurance Management, Inc.                                                 | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2044000 | PA      | $2075068.00   | 0.02%             | 2030-12-15      | Fixed         | 10.50%                | 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      | $922876.20    | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi National Oil Co. for Distribution PJSC                             | Abu Dhabi National Oil Co. for Distribution PJSC                                             | CUSIP: N/A<br>LEI: 213800YI1ZIOJB3HLB11       | Long             | EC               | CORP              | AE        |    884909 | NS      | $1061523.98   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Volvo Car AB                                                                 | Volvo Car AB                                                                                 | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | DBT              | CORP              | SE        |    728000 | PA      | $717207.64    | 0.01%             | 2027-10-07      | Fixed         | 2.50%                 | 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        |   2375394 | PA      | $2164085.35   | 0.02%             | 2036-12-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC                                                            | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167257.45    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                           | General Motors Financial Co., Inc.                                                           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473413.07    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                 | OCP CLO Ltd., Series 2016-11A, Class A1AR                                                    | CUSIP: 67110DAN7<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995526.10    | 0.01%             | 2030-10-26      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| AdaptHealth LLC                                                              | AdaptHealth LLC                                                                              | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $181566.63    | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | 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        |    163000 | PA      | $155054.77    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | 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      | $396628.38    | 0.00%             | 2048-10-15      | Variable      | 1.31%                 | No            | 2                  | On Loan: No      |
| Harbour Energy plc                                                           | Harbour Energy plc                                                                           | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1178000 | PA      | $1077870.00   | 0.01%             | 2026-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Riserva CLO Ltd.                                                             | Riserva CLO Ltd., Series 2016-3A, Class DRR                                                  | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1159387.38   | 0.01%             | 2034-01-18      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| Axis Bank Ltd.                                                               | Axis Bank Ltd.                                                                               | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |    738285 | NS      | $7890589.27   | 0.06%             |  |  |  | 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        |    399422 | PA      | $198491.53    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                                              | CoreLogic, Inc., 1st Lien Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3923868 | PA      | $3321397.67   | 0.02%             | 2028-06-02      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Guangzhou Automobile Group Co. Ltd.                                          | Guangzhou Automobile Group Co. Ltd., Class H                                                 | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               | CORP              | CN        |    334000 | NS      | $240290.28    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2136198.95  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1033000 | PA      | $980963.17    | 0.01%             | 2025-03-24      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Thames Water Kemble Finance plc                                              | Thames Water Kemble Finance plc                                                              | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |   1089000 | PA      | $1171376.98   | 0.01%             | 2026-05-19      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189493.93    | 0.00%             | 2026-10-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                              | United Group BV                                                                              | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |    142000 | PA      | $125013.12    | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                      | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $953974.13    | 0.01%             | 2025-05-07      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| LUXE Trust                                                                   | LUXE Trust, Series 2021-TRIP, Class A                                                        | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773533 | PA      | $752981.55    | 0.01%             | 2038-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| Elastic NV                                                                   | Elastic NV                                                                                   | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   2711000 | PA      | $2319985.69   | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lottomatica SpA                                                              | Lottomatica SpA                                                                              | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |   1139000 | PA      | $1225881.21   | 0.01%             | 2025-07-15      | 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        |     44000 | NS      | $1419128.88   | 0.01%             | 2023-02-02      | Fixed         | 23.02%                | No            | 2                  | On Loan: No      |
| China Galaxy Securities Co. Ltd.                                             | China Galaxy Securities Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |    852000 | NS      | $459274.03    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ultrapar Participacoes SA                                                    | Ultrapar Participacoes SA                                                                    | CUSIP: 90400P101<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     80863 | NS      | $211052.43    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Studio City Finance Ltd.                                                     | Studio City Finance Ltd.                                                                     | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   3070000 | PA      | $2469415.90   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Uni-President Enterprises Corp.                                              | Uni-President Enterprises Corp.                                                              | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |    547000 | NS      | $1228883.44   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2111 | NS      | $8379284.57   | 0.06%             | 2023-02-22      | Fixed         | 10.81%                | No            | 2                  | On Loan: No      |
| Houston Center                                                               | Houston Center, Term Loan                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  46000000 | PA      | $44213613.06  | 0.33%             | 2024-01-09      | Variable      | 5.97%                 | No            | 3                  | On Loan: No      |
| La Financiere Atalian SASU                                                   | La Financiere Atalian SASU                                                                   | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |    150000 | PA      | $121127.51    | 0.00%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                       | SRS Distribution, Inc., Term Loan                                                            | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   2842759 | PA      | $2737690.54   | 0.02%             | 2028-06-02      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Telefonica Brasil SA                                                         | Telefonica Brasil SA                                                                         | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |    164376 | NS      | $1349318.98   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                     | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   7245000 | PA      | $7710569.13   | 0.06%             | 2033-03-15      | Fixed         | 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      | $-12135.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                         | Otis Worldwide Corp.                                                                         | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    108000 | PA      | $84699.13     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| Burger King France SAS                                                       | Burger King France SAS                                                                       | CUSIP: N/A<br>LEI: 969500A4HTNGMMUV5Q06       | Long             | DBT              | CORP              | FR        |    225000 | PA      | $241697.91    | 0.00%             | 2026-11-01      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| NASCAR Holdings LLC                                                          | NASCAR Holdings LLC, Term Loan                                                               | CUSIP: 63108EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502302 | PA      | $502091.23    | 0.00%             | 2026-10-19      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     23600 | NS      | $2607204.56   | 0.02%             | 2023-02-16      | Fixed         | 30.80%                | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                  | Park Avenue Institutional Advisers CLO Ltd., Series 2021-2A, Class C                         | CUSIP: 70018QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5626579.20   | 0.04%             | 2034-07-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                             | CVS Health Corp.                                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138785.08    | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | 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      | $-7.22        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $277443.33    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                      | Rockford Tower CLO Ltd., Series 2021-3A, Class C                                             | CUSIP: 77341NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2787478.80   | 0.02%             | 2034-10-20      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                 | Dun & Bradstreet Corp. (The), Term Loan B2                                                   | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1485772 | PA      | $1475743.54   | 0.01%             | 2029-01-18      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234068.16    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Midcontinent Communications                                                  | Midcontinent Communications, Term Loan                                                       | CUSIP: 59565TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1170818 | PA      | $1167890.76   | 0.01%             | 2026-08-15      | Variable      | 6.31%                 | No            | 3                  | On Loan: No      |
| Kane Bidco Ltd.                                                              | Kane Bidco Ltd.                                                                              | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    365000 | PA      | $391678.71    | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515959.21   | 0.01%             | 2040-09-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                    | KLA Corp.                                                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198045.71    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                              | ZF Finance GmbH                                                                              | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $381864.48    | 0.00%             | 2027-05-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PTT Exploration & Production PCL                                             | PTT Exploration & Production PCL                                                             | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    484300 | NS      | $2528082.33   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Southwestern Energy Co.                                                      | Southwestern Energy Co.                                                                      | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2879000 | PA      | $2705237.96   | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEW Top YK                                                                   | NEW Top YK                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12874 | NS      | $0.14         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| OPAP SA                                                                      | OPAP SA                                                                                      | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |    362827 | NS      | $5448079.90   | 0.04%             |  |  |  | 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        |    350000 | PA      | $343008.37    | 0.00%             | 2030-07-20      | Floating      | 6.46%                 | 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      | $470567.65    | 0.00%             | 2031-07-14      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                           | Marathon Oil Corp.                                                                           | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1255291.40   | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Prosus NV                                                                    | Prosus NV                                                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     98559 | NS      | $7958172.28   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                        | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    451000 | PA      | $394895.60    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    130509 | PA      | $10736.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XXII                                                              | Apidos CLO XXII, Series 2015-22A, Class CR                                                   | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921489.70    | 0.01%             | 2031-04-20      | Floating      | 7.76%                 | 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        |    100000 | PA      | $107576.03    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                       | Keurig Dr Pepper, Inc.                                                                       | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    420000 | PA      | $379764.57    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Odeon Finco plc                                                              | Odeon Finco plc                                                                              | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    488000 | PA      | $450033.60    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                    | Sedgwick Claims Management Services, Inc., Term Loan                                         | CUSIP: 81527CAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513001 | PA      | $512785.30    | 0.00%             | 2026-09-03      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco plc                                                            | Jerrold Finco plc                                                                            | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417292.11    | 0.00%             | 2027-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding LLC                                                 | Deerfield Dakota Holding LLC, 1st Lien Term Loan                                             | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   4529490 | PA      | $4374173.42   | 0.03%             | 2027-04-09      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                   | Visa, Inc., Class A                                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     70044 | NS      | $16124829.24  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1817736.54   | 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        |    925917 | NS      | $19951178.38  | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Bidco Ltd.                                                            | Galaxy Bidco Ltd.                                                                            | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | DBT              | CORP              | JE        |   1567000 | PA      | $1699084.90   | 0.01%             | 2026-07-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                                                | Cedar Fair LP                                                                                | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $421565.06    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                      | Citigroup Global Markets Holdings, Inc., Series GMUH                                         | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     57100 | NS      | $1068422.83   | 0.01%             | 2023-03-06      | Fixed         | 28.01%                | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                             | TICP CLO XI Ltd., Series 2018-11A, Class E                                                   | CUSIP: 87249RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915090.80    | 0.01%             | 2031-10-20      | Floating      | 10.81%                | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                                               | Home Partners of America Trust, Series 2021-2, Class F                                       | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9705829 | PA      | $8182934.05   | 0.06%             | 2026-12-17      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                     | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    330000 | PA      | $345088.82    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Premier Foods Finance plc                                                    | Premier Foods Finance plc                                                                    | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |    569000 | PA      | $627736.82    | 0.00%             | 2026-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                             | TICP CLO XI Ltd., Series 2018-11A, Class D                                                   | CUSIP: 87249QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1037389.10   | 0.01%             | 2031-10-20      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                 | KazMunayGas National Co. JSC                                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    941000 | PA      | $714576.58    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Four Seasons Holdings, Inc.                                                  | Four Seasons Holdings, Inc., Term Loan                                                       | CUSIP: 35100DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   3687468 | PA      | $3700374.18   | 0.03%             | 2029-11-30      | Variable      | 7.91%                 | 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        |    982039 | PA      | $495101.97    | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                               | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403670.00    | 0.00%             | 2025-01-31      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Standard Bank Group Ltd.                                                     | Standard Bank Group Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |     23247 | NS      | $231952.02    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158880.10    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Saipem Finance International BV                                              | Saipem Finance International BV                                                              | CUSIP: N/A<br>LEI: 724500V4QZAOY63SY989       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $511127.92    | 0.00%             | 2026-07-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                     | Ajax Mortgage Loan Trust, Series 2018-F, Class C                                             | CUSIP: 00969JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76929 | PA      | $50952.98     | 0.00%             | 2058-11-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2589000 | PA      | $2336676.06   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                      | Telefonica Emisiones SA                                                                      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $582262.97    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Petronas Dagangan Bhd.                                                       | Petronas Dagangan Bhd.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     21400 | NS      | $109364.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AGL CLO 17 Ltd.                                                              | AGL CLO 17 Ltd., Series 2022-17A, Class E                                                    | CUSIP: 00120EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $909077.90    | 0.01%             | 2035-01-21      | Floating      | 11.00%                | No            | 2                  | On Loan: No      |
| Regal Rexnord Corp.                                                          | Regal Rexnord Corp.                                                                          | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736762.58    | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                               | Mong Duong Finance Holdings BV                                                               | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |   4260000 | PA      | $3788205.00   | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                         | Northern Trust Corp.                                                                         | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169588.21    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    200000 | PA      | $20263.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                        | Lockheed Martin Corp.                                                                        | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $590577.90    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Amsted Industries, Inc.                                                      | Amsted Industries, Inc.                                                                      | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353782.80    | 0.00%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Greenko Solar Mauritius Ltd.                                                 | Greenko Solar Mauritius Ltd.                                                                 | CUSIP: N/A<br>LEI: 2138007S1PL541B3KP92       | Long             | DBT              | CORP              | MU        |   5565000 | PA      | $5175450.00   | 0.04%             | 2026-07-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    332000 | PA      | $324121.64    | 0.00%             | 2024-07-26      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                     | Bristol-Myers Squibb Co.                                                                     | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $193993.40    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | 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      | $5289509.40   | 0.04%             | 2039-05-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1597380.55   | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 6 Ltd.                                     | GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class BR                           | CUSIP: 38137WAS4<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $780024.80    | 0.01%             | 2035-04-20      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                     | BX Trust, Series 2022-IND, Class E                                                           | CUSIP: 05609WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6438947 | PA      | $6229370.90   | 0.05%             | 2037-04-15      | Floating      | 8.47%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     16388 | NS      | $8163570.73   | 0.06%             | 2023-03-13      | Fixed         | 10.07%                | No            | 2                  | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                    | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    651000 | PA      | $621037.16    | 0.00%             | 2026-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |    444000 | PA      | $451884.20    | 0.00%             | 2025-10-15      | Fixed         | 4.88%                 | 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        |   8200000 | PA      | $8812450.51   | 0.06%             | 2024-03-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd. (Preference)                                                    | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |    594449 | NS      | $26675359.59  | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| EC Finance plc                                                               | EC Finance plc                                                                               | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |    925000 | PA      | $911337.46    | 0.01%             | 2026-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $549356.64    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                        | 245 Park Avenue Trust, Series 2017-245P, Class E                                             | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7780000 | PA      | $5798830.78   | 0.04%             | 2037-06-05      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                             | Kinder Morgan Energy Partners LP                                                             | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79259.72     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | 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      | $6003.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ingevity Corp.                                                               | Ingevity Corp.                                                                               | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    528000 | PA      | $462785.84    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                 | VMware, Inc.                                                                                 | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2151756.09   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3729000 | PA      | $3821017.96   | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ocado Group plc                                                              | Ocado Group plc                                                                              | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |    835000 | PA      | $804499.35    | 0.01%             | 2026-10-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Dryden 50 Senior Loan Fund                                                   | Dryden 50 Senior Loan Fund, Series 2017-50A, Class C                                         | CUSIP: 262431AE9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961385.00    | 0.01%             | 2030-07-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                               | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    342000 | PA      | $294096.06    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                        | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |    351000 | PA      | $340294.02    | 0.00%             | 2025-10-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                        | OHA Loan Funding Ltd., Series 2016-1A, Class CR                                              | CUSIP: 67110UAQ2<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2134719.90   | 0.02%             | 2033-01-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular SA                                                           | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1719000 | PA      | $1535067.00   | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                 | FirstEnergy Transmission LLC                                                                 | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1209750.99   | 0.01%             | 2025-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch International & Co. CV                                         | Merrill Lynch International & Co. CV                                                         | CUSIP: N/A<br>LEI: AHYI0DDQ2LCHPGHJC422       | Long             | SN               | CORP              | CW        |     41100 | NS      | $3189831.03   | 0.02%             | 2023-02-16      | Fixed         | 25.03%                | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                                               | Helios Software Holdings, Inc.                                                               | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $842319.52    | 0.01%             | 2028-05-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $429796.03    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Atrium VIII                                                                  | Atrium VIII, Series 8A, Class SUB                                                            | CUSIP: 04964JAC8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $8740.00      | 0.00%             | 2024-10-23      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826349.93    | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Yuzhou Group Holdings Co. Ltd.                                               | Yuzhou Group Holdings Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |   2220000 | PA      | $333000.00    | 0.00%             | 2026-01-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                         | Consumers Energy Co.                                                                         | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    640000 | PA      | $600770.77    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | 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      |
| Rad CLO 10 Ltd.                                                              | Rad CLO 10 Ltd., Series 2021-10A, Class D                                                    | CUSIP: 48662LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1843297.00   | 0.01%             | 2034-04-23      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| QL Resources Bhd.                                                            | QL Resources Bhd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     70800 | NS      | $97426.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                                          | Kinder Morgan, Inc.                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     33263 | NS      | $608712.90    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2566000 | PA      | $2380423.51   | 0.02%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Mesaieed Petrochemical Holding Co.                                           | Mesaieed Petrochemical Holding Co.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |     70782 | NS      | $41746.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                   | Fertitta Entertainment LLC                                                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $435750.00    | 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: N/A                        | Long             | DBT              | CORP              | IE        |    800000 | PA      | $750867.91    | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1247034.82   | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| SLM Corp.                                                                    | SLM Corp.                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1167590.40   | 0.01%             | 2026-11-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                 | CUSIP: N/A<br>LEI: 549300CKQT0JZ2EGNC56       | Long             | DBT              | NUSS              | DO        |   3817000 | PA      | $3817000.00   | 0.03%             | 2023-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1524781.21   | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                | Cheplapharm Arzneimittel GmbH                                                                | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |    242000 | PA      | $240281.95    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                              | Intercontinental Exchange, Inc.                                                              | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13443.54     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                             | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170081.50    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Discover Bank                                                                | Discover Bank                                                                                | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1009230.52   | 0.01%             | 2028-08-09      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                        | Sirius XM Radio, Inc.                                                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    599000 | PA      | $561352.85    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| First Financial Holding Co. Ltd.                                             | First Financial Holding Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 529900BC1U046Q2GUZ64       | Long             | EC               | CORP              | TW        |   1193786 | NS      | $1041210.42   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                              | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class C                                    | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2065907.55   | 0.02%             | 2033-02-15      | Fixed         | 5.29%                 | 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        |   2697937 | PA      | $2391930.25   | 0.02%             | 2046-11-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                               | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94753.34     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Tricon Residential Trust                                                     | Tricon Residential Trust, Series 2021-SFR1, Class F                                          | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $4789351.05   | 0.04%             | 2038-07-17      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $733557.97    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                  | Block, Inc.                                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  11032000 | PA      | $9211894.31   | 0.07%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dabur India Ltd.                                                             | Dabur India Ltd.                                                                             | CUSIP: N/A<br>LEI: 335800MJPUA2E1FSFL38       | Long             | EC               | CORP              | IN        |     98627 | NS      | $673426.93    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                  | Capital One Financial Corp.                                                                  | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1396799.01   | 0.01%             | 2026-03-03      | Variable      | 2.64%                 | No            | 2                  | On Loan: No      |
| AlixPartners LLP                                                             | AlixPartners LLP, Term Loan                                                                  | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   1636522 | PA      | $1632659.45   | 0.01%             | 2028-02-04      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                                                    | Northern States Power Co.                                                                    | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $254909.64    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Dryden XXVI Senior Loan Fund                                                 | Dryden XXVI Senior Loan Fund, Series 2013-26A, Class CR                                      | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5816487.00   | 0.04%             | 2029-04-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                              | Halliburton Co.                                                                              | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183648.86    | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Leidos Holdings, Inc.                                                        | Leidos Holdings, Inc.                                                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     33737 | NS      | $3334565.08   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                                                           | General Motors Co.                                                                           | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2798435.49   | 0.02%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2013-300P, Class D                                         | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |   2245000 | PA      | $2025603.33   | 0.01%             | 2030-08-10      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| Bank of Communications Co. Ltd.                                              | Bank of Communications Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | DBT              | CORP              | CN        |   3000000 | PA      | $2910000.00   | 0.02%             | 2025-11-18      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                          | Kinder Morgan, Inc.                                                                          | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3604000 | PA      | $3459166.88   | 0.03%             | 2052-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                    | CBAM Ltd., Series 2017-1A, Class A1                                                          | CUSIP: 12480VAC9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    980539 | PA      | $974855.97    | 0.01%             | 2030-07-20      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                                                | Cedar Fair LP                                                                                | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5334000 | PA      | $5295155.15   | 0.04%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MicroStrategy, Inc.                                                          | MicroStrategy, Inc.                                                                          | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   3671000 | PA      | $3097971.69   | 0.02%             | 2028-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP                                                                            | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22615000 | PA      | $22524809.12  | 0.17%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                   | Coty, Inc.                                                                                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $127957.50    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Aretec Escrow Issuer, Inc.                                                   | Aretec Escrow Issuer, Inc.                                                                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $751712.50    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                                  | Healthpeak Properties, Inc.                                                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    429315 | NS      | $11797576.20  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ohio Power Co.                                                               | Ohio Power Co., Series Q                                                                     | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $964252.30    | 0.01%             | 2031-01-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Aimco CLO Ltd.                                                               | Aimco CLO Ltd., Series 2020-12A, Class BR                                                    | CUSIP: 00140LAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9771961.00   | 0.07%             | 2032-01-17      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $343687.99    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| KB Home                                                                      | KB Home                                                                                      | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    516000 | PA      | $515192.60    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO III Ltd.                                                        | Greywolf CLO III Ltd., Series 2020-3RA, Class CR                                             | CUSIP: 39809CAU8<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902263.30    | 0.01%             | 2033-04-15      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| Codere Finance 2 Luxembourg SA                                               | Codere Finance 2 Luxembourg SA                                                               | CUSIP: N/A<br>LEI: 2221005CUH65GSJUKB29       | Long             | DBT              | CORP              | LU        |    158935 | PA      | $93304.41     | 0.00%             | 2027-11-30      | Variable      | 12.75%                | No            | 2                  | On Loan: No      |
| Endeavour Mining plc                                                         | Endeavour Mining plc                                                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    130232 | NS      | $3068485.36   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TMK Hawk Parent Corp.                                                        | TMK Hawk Parent Corp., Term Loan A                                                           | CUSIP: 87258WAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    849307 | PA      | $806841.79    | 0.01%             | 2024-05-30      | Variable      | 12.26%                | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K732, Class B              | CUSIP: 30307NAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1450005.60   | 0.01%             | 2025-05-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| Tryg A/S                                                                     | Tryg A/S                                                                                     | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |    229577 | NS      | $5268356.58   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Korea Electric Power Corp.                                                   | Korea Electric Power Corp.                                                                   | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     28412 | NS      | $458718.39    | 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        |   5472923 | PA      | $3710334.45   | 0.03%             | 2036-10-25      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109571 | NS      | $5989150.86   | 0.04%             |  |  |  | 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        |    359000 | PA      | $335353.98    | 0.00%             | 2030-05-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                          | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class C                                 | CUSIP: 67591TAJ9<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $882339.90    | 0.01%             | 2031-01-20      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| POSCO                                                                        | POSCO                                                                                        | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   1116000 | PA      | $1148587.20   | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Huntington National Bank (The)                                               | Huntington National Bank (The)                                                               | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527206.48    | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1463295.20   | 0.01%             | 2028-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                           | Telecom Italia SpA                                                                           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   1446000 | PA      | $1402923.66   | 0.01%             | 2024-05-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                 | MPT Operating Partnership LP                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    610000 | PA      | $493591.10    | 0.00%             | 2026-10-15      | Fixed         | 0.99%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2021-7A, Class C                                        | CUSIP: 05682NAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2123963.55   | 0.02%             | 2035-01-22      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184129.11    | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Engie Brasil Energia SA                                                      | Engie Brasil Energia SA                                                                      | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |     24715 | NS      | $192411.17    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Highbridge Loan Management Ltd.                                              | Highbridge Loan Management Ltd., Series 12A-18, Class B                                      | CUSIP: 44330QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959607.30    | 0.01%             | 2031-07-18      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                        | Kraft Heinz Foods Co.                                                                        | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2664774.54   | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Zijin Mining Group Co. Ltd.                                                  | Zijin Mining Group Co. Ltd., Class H                                                         | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |   4848000 | NS      | $8018844.39   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture plc                                                                | Accenture plc, Class A                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     70386 | NS      | $19641213.30  | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                  | B3 SA - Brasil Bolsa Balcao                                                                  | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |   3702010 | NS      | $9458674.57   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulf Bank KSCP                                                               | Gulf Bank KSCP                                                                               | CUSIP: N/A<br>LEI: 254900600P224MZQZD69       | Long             | EC               | CORP              | KW        |    482968 | NS      | $496217.56    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Markets Cayman LP                                                     | Mizuho Markets Cayman LP                                                                     | CUSIP: 6068FT879<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     27218 | NS      | $4625528.49   | 0.03%             | 2023-02-14      | Fixed         | 14.46%                | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     26202 | NS      | $4556490.14   | 0.03%             | 2023-02-23      | Fixed         | 20.31%                | 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        |   6907787 | PA      | $5101270.66   | 0.04%             | 2047-06-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                | SM Energy Co.                                                                                | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    421000 | PA      | $412580.00    | 0.00%             | 2025-06-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                        | Targa Resources Corp.                                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    123627 | NS      | $9274497.54   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Funding, Inc.                                                        | Avantor Funding, Inc., Term Loan B5                                                          | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2178359 | PA      | $2175919.68   | 0.02%             | 2027-11-08      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Nucor Corp.                                                                  | Nucor Corp.                                                                                  | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51625.02     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   5319000 | PA      | $4489236.00   | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Ltd.                                                   | Merlin Entertainments Ltd.                                                                   | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   1759000 | PA      | $1674751.76   | 0.01%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Transocean Titan Financing Ltd.                                              | Transocean Titan Financing Ltd.                                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1298000 | PA      | $1346960.56   | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                        | Nomura Holdings, Inc.                                                                        | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $404590.64    | 0.00%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                                                 | Hilton Worldwide Finance LLC                                                                 | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1137572.82   | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | 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      | $2535794.11   | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                | Netflix, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    980000 | PA      | $1018422.55   | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                          | Whitebox CLO I Ltd., Series 2019-1A, Class BR                                                | CUSIP: 96467FAN0<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4739437.00   | 0.03%             | 2032-07-24      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Mobile TeleSystems PJSC                                                      | Mobile TeleSystems PJSC                                                                      | CUSIP: N/A<br>LEI: 2534008FX8EXH1FMJA74       | Long             | EC               | CORP              | RU        |     26804 | NS      | $3.82         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Octagon Investment Partners 34 Ltd.                                          | Octagon Investment Partners 34 Ltd., Series 2017-1A, Class B1                                | CUSIP: 675922AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1955795.00   | 0.01%             | 2030-01-20      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     11958 | NS      | $2191758.52   | 0.02%             | 2023-02-16      | Fixed         | 13.09%                | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    710000 | PA      | $10398.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6056000 | PA      | $5216148.29   | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                       | Standard Chartered plc                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1176000.00   | 0.01%             | 2025-07-26      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe LLC                                                             | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103555.50    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Enerflex Ltd.                                                                | Enerflex Ltd.                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   1969000 | PA      | $2005465.88   | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                    | UKG, Inc., 1st Lien Term Loan                                                                | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    667157 | PA      | $655568.51    | 0.00%             | 2026-05-04      | Variable      | 8.03%                 | No            | 2                  | On Loan: No      |
| Mobile Telecommunications Co. Saudi Arabia                                   | Mobile Telecommunications Co. Saudi Arabia                                                   | CUSIP: N/A<br>LEI: 254900XHCET9KD2D4R78       | Long             | EC               | CORP              | SA        |    265127 | NS      | $741953.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    241687 | NS      | $15380960.68  | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Aetna, Inc.                                                                  | Aetna, Inc.                                                                                  | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    326000 | PA      | $269538.26    | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                                  | Service Corp. International                                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3371000 | PA      | $2947872.08   | 0.02%             | 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        |   1336000 | PA      | $1055640.40   | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                       | Northrop Grumman Corp.                                                                       | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $654296.39    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6367000 | PA      | $4678835.47   | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                   | DCP Midstream Operating LP                                                                   | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2172500.00   | 0.02%             | 2043-05-21      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                        | Saudi Arabian Oil Co.                                                                        | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    330000 | PA      | $318615.00    | 0.00%             | 2023-11-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                    | Bank of Nova Scotia (The)                                                                    | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97106.29     | 0.00%             | 2025-04-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $3421442.10   | 0.03%             | 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        |   3555000 | PA      | $2809116.56   | 0.02%             | 2046-11-30      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $881680.21    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $3043477.56   | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                  | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class G                        | CUSIP: 55284DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3940000 | PA      | $3644500.00   | 0.03%             | 2034-12-15      | Floating      | 8.70%                 | No            | 3                  | On Loan: No      |
| Hulic Co. Ltd.                                                               | Hulic Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |    970600 | NS      | $7978130.27   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Group, Inc. (The)                                                    | Carlyle Group, Inc. (The)                                                                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    166720 | NS      | $5996918.40   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    164000 | PA      | $121023.08    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies, Inc.                                                   | Sensata Technologies, Inc.                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $636635.50    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                   | Occidental Petroleum Corp.                                                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1747410.00   | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Target Healthcare REIT plc                                                   | Target Healthcare REIT plc                                                                   | CUSIP: N/A<br>LEI: 213800RXPY9WULUSBC04       | Long             | EC               | CORP              | GB        |   7992009 | NS      | $7980888.12   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Verallia SA                                                                  | Verallia SA                                                                                  | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $782063.10    | 0.01%             | 2031-11-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| RWJ Barnabas Health, Inc.                                                    | RWJ Barnabas Health, Inc.                                                                    | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    580000 | PA      | $458300.19    | 0.00%             | 2049-07-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    842000 | PA      | $789080.30    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                                                    | Chunghwa Telecom Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    653000 | NS      | $2440337.88   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC, Term Loan                                                                  | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1015465 | PA      | $978227.65    | 0.01%             | 2025-07-17      | Variable      | 6.71%                 | No            | 2                  | On Loan: No      |
| Credit Suisse AG                                                             | Credit Suisse AG                                                                             | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $753144.52    | 0.01%             | 2025-02-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                       | NXP BV                                                                                       | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $292981.50    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                            | Ecovyst Catalyst Technologies LLC, Term Loan                                                 | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1630739 | PA      | $1627248.80   | 0.01%             | 2028-06-09      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Fair Isaac Corp.                                                             | Fair Isaac Corp.                                                                             | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3144846.44   | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                    | GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class C                          | CUSIP: 38138KAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2818357.20   | 0.02%             | 2034-10-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Husky III Holding Ltd.                                                       | Husky III Holding Ltd.                                                                       | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2542000 | PA      | $2355925.60   | 0.02%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                        | Westpac Banking Corp.                                                                        | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    590000 | PA      | $426891.71    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                        | Republic of Guatemala                                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1535000 | PA      | $1488278.44   | 0.01%             | 2029-08-10      | 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        |      2068 | NS      | $8268764.51   | 0.06%             | 2023-02-14      | Fixed         | 11.06%                | No            | 2                  | On Loan: No      |
| Teachers Insurance & Annuity Association of America                          | Teachers Insurance & Annuity Association of America                                          | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    575000 | PA      | $517155.25    | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | 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        |   1017736 | PA      | $934510.53    | 0.01%             | 2037-03-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                 | Mount Nittany Medical Center Obligated Group, Series 2022                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $216278.50    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1511773.31   | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $112686.66    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Very Group Funding plc (The)                                                 | Very Group Funding plc (The)                                                                 | CUSIP: N/A<br>LEI: 9845005CC91D50AF8202       | Long             | DBT              | CORP              | GB        |    310000 | PA      | $292370.38    | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ATF Netherlands BV                                                           | ATF Netherlands BV                                                                           | CUSIP: N/A<br>LEI: 529900Z1P6YBY9EOYT70       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $576189.50    | 0.00%             | 2024-01-20      | Variable      | 7.08%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                           | Radiate Holdco LLC                                                                           | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2748000 | PA      | $2104335.96   | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CarVal CLO IV Ltd.                                                           | CarVal CLO IV Ltd., Series 2021-1A, Class D                                                  | CUSIP: 14687EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4823540.00   | 0.04%             | 2034-07-20      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1815873.23   | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                             | Goodyear Tire & Rubber Co. (The)                                                             | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1763865.00   | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |   1370000 | PA      | $1413063.98   | 0.01%             | 2024-07-06      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                              | Canyon CLO Ltd., Series 2018-1A, Class C                                                     | CUSIP: 13877BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $941978.50    | 0.01%             | 2031-07-15      | Floating      | 6.69%                 | 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        |   3711608 | PA      | $3326416.56   | 0.02%             | 2036-02-25      | Floating      | 3.43%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    675000 | PA      | $463531.36    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXII                                                             | Apidos CLO XXXII, Series 2019-32A, Class C                                                   | CUSIP: 03768RAL0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967033.00    | 0.01%             | 2033-01-20      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                   | MSCI, Inc.                                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1081926.57   | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV                                                                      | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     10600 | NS      | $1373762.95   | 0.01%             | 2023-02-02      | Fixed         | 19.73%                | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    400000 | PA      | $393191.71    | 0.00%             | 2080-08-27      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                             | Yango Justice International Ltd.                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |   2081000 | PA      | $41620.00     | 0.00%             | 2023-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Asian Paints Ltd.                                                            | Asian Paints Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800HEHXGYRUNERD75       | Long             | EC               | CORP              | IN        |     27161 | NS      | $907026.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                 | Humana, Inc.                                                                                 | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    255000 | PA      | $207014.97    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                                                     | AthenaHealth Group, Inc.                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |  13910000 | PA      | $11524604.70  | 0.08%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                   | Melco Resorts Finance Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $940000.00    | 0.01%             | 2025-06-06      | Fixed         | 4.88%                 | 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        |   1200000 | PA      | $1171501.32   | 0.01%             | 2035-01-15      | Floating      | 6.54%                 | 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        |     95321 | PA      | $72268.96     | 0.00%             | 2037-08-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Entergy Corp.                                                                | Entergy Corp.                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    102185 | NS      | $11064591.80  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                                   | CSMC Trust, Series 2020-FACT, Class E                                                        | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4661000 | PA      | $4199561.00   | 0.03%             | 2037-10-15      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                           | Grupo Financiero Banorte SAB de CV, Class O                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   1444010 | NS      | $11962802.90  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                                        | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5473937.05   | 0.04%             | 2026-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                        | Covanta Holding Corp., Term Loan B                                                           | CUSIP: 22282GAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1885651 | PA      | $1886329.49   | 0.01%             | 2028-11-30      | 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      | $-1435.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                                 | Nutrien Ltd.                                                                                 | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $279362.37    | 0.00%             | 2024-11-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                            | Barclays Bank plc                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |     22900 | NS      | $2145939.13   | 0.02%             | 2023-02-23      | Fixed         | 18.35%                | No            | 2                  | On Loan: No      |
| Regatta XII Funding Ltd.                                                     | Regatta XII Funding Ltd., Series 2019-1A, Class AR                                           | CUSIP: 75888HAL5<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9871679.00   | 0.07%             | 2032-10-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                  | L3Harris Technologies, Inc.                                                                  | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346612.26    | 0.00%             | 2025-04-27      | Fixed         | 3.83%                 | 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        |   8826492 | PA      | $8445283.04   | 0.06%             | 2067-03-25      | Variable      | 3.76%                 | 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        |   1044000 | PA      | $961054.20    | 0.01%             | 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      | $493294.11    | 0.00%             | 2031-03-30      | Variable      | 5.00%                 | 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        |   3500000 | PA      | $3463250.00   | 0.03%             | 2031-10-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA                                                                                 | CUSIP: 279158109<br>LEI: 254900IDGKCJICKBPA66 | Long             | EC               | CORP              | CO        |    316343 | NS      | $3603146.77   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genting Malaysia Bhd.                                                        | Genting Malaysia Bhd.                                                                        | CUSIP: N/A<br>LEI: 254900LABBWDEDUVRB07       | Long             | EC               | CORP              | MY        |    470600 | NS      | $314196.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                      | Uber Technologies, Inc.                                                                      | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4486000 | PA      | $4550028.68   | 0.03%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| LUKOIL PJSC                                                                  | LUKOIL PJSC                                                                                  | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |    417114 | NS      | $59.41        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                   | Pacific Gas & Electric Co.                                                                   | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    258000 | PA      | $187797.79    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund                                                               | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1512844.34   | 0.01%             | 2025-09-29      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                           | Vodafone Group plc                                                                           | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |   2138000 | PA      | $2521554.11   | 0.02%             | 2078-10-03      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3476000 | PA      | $3008375.94   | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                   | Baxter International, Inc.                                                                   | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1065334.65   | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd.                                                    | Octagon Loan Funding Ltd., Series 2014-1A, Class BRR                                         | CUSIP: 67590RBA2<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1466080.35   | 0.01%             | 2031-11-18      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| WestRock MWV LLC                                                             | WestRock MWV LLC                                                                             | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    200000 | PA      | $234362.62    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | 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        |  16069109 | PA      | $15487371.98  | 0.11%             | 2057-07-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                           | Dominican Republic Government Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1898000 | PA      | $1519942.13   | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                                              | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                                         | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |    200000 | PA      | $195286.54    | 0.00%             | 2034-12-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Trust, Series 2014-CR15, Class C                                         | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $447032.57    | 0.00%             | 2047-02-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2017-5A, Class B                                                   | CUSIP: 12551MAE9<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482106.50    | 0.00%             | 2030-11-16      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                           | Elmwood CLO I Ltd., Series 2019-1A, Class AR                                                 | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2487563.25   | 0.02%             | 2033-10-20      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                    | Coca-Cola Femsa SAB de CV                                                                    | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |     47902 | NS      | $364457.64    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mattel, Inc.                                                                 | Mattel, Inc.                                                                                 | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1514007.37   | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                            | HSBC Holdings plc                                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    630398 | NS      | $4644992.64   | 0.03%             |  |  |  | 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      | $3389156.40   | 0.02%             | 2034-04-20      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                | Equinix, Inc.                                                                                | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $154787.18    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UDR, Inc.                                                                    | UDR, Inc.                                                                                    | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66697.44     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Consumers Energy Co.                                                         | Consumers Energy Co.                                                                         | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303496.14    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 3-R Ltd.                                               | Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class C                                     | CUSIP: 03330AAE2<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1190900.63   | 0.01%             | 2031-01-28      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| HCL Technologies Ltd.                                                        | HCL Technologies Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    176999 | NS      | $2440746.27   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                             | Yango Justice International Ltd.                                                             | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |   4104000 | PA      | $82080.00     | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ReNew Power Pvt Ltd.                                                         | ReNew Power Pvt Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |   4035000 | PA      | $3845355.00   | 0.03%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                            | Alabama Power Co.                                                                            | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264612.02    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | 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      | $7227.01      | 0.00%             |  |  |  | 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      | $6327746.75   | 0.05%             | 2034-07-20      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                          | Union Pacific Corp.                                                                          | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79449.36     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP Paribas Issuance BV                                                      | BNP Paribas Issuance BV, Series EMV9                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |     16033 | NS      | $2005343.94   | 0.01%             | 2023-02-10      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                   | GCAT Trust, Series 2022-NQM2, Class A1                                                       | CUSIP: 36169KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2796801 | PA      | $2714312.26   | 0.02%             | 2067-02-25      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                  | Credit Suisse Mortgage Capital Certificates, Series 2015-RPL1                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |   8800000 | PA      | $8606796.18   | 0.06%             | 2024-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal                                                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $274654.70    | 0.00%             | 2032-12-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC                                                            | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18824000 | PA      | $17606651.92  | 0.13%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2019-1A, Class A2R                                            | CUSIP: 69700GAL6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6833257.20   | 0.05%             | 2034-11-14      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                                 | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1461000 | PA      | $1512135.00   | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $445695.55    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                                                    | New Fortress Energy, Inc.                                                                    | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10369000 | PA      | $9541137.69   | 0.07%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $357640.05    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                            | Eversource Energy                                                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365414.80    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Loan Revolving Advance Investment Trust                                      | Loan Revolving Advance Investment Trust, Series 2021-2, Class A1X                            | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835421 | PA      | $825923.13    | 0.01%             | 2023-06-30      | Floating      | 7.20%                 | 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        |    463046 | PA      | $225254.49    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GTCR AP Finance, Inc.                                                        | GTCR AP Finance, Inc.                                                                        | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2121907.51   | 0.02%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                 | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1591070.28   | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1688.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                        | Walt Disney Co. (The)                                                                        | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    375000 | PA      | $432029.19    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                   | AMSR Trust, Series 2020-SFR1, Class E                                                        | CUSIP: 00180AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9497108.80   | 0.07%             | 2037-04-17      | Fixed         | 3.22%                 | 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      | $941947.30    | 0.01%             | 2034-01-18      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc., Term Loan                                                           | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    810043 | PA      | $785182.86    | 0.01%             | 2027-01-29      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                                         | Ladder Capital Finance Holdings LLLP                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2155000 | PA      | $1899093.75   | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                             | Kinder Morgan Energy Partners LP                                                             | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811590.66    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| L'Oreal SA                                                                   | L'Oreal SA                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      9327 | NS      | $3851226.93   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                                                | Dynasty Acquisition Co., Inc., Term Loan B2                                                  | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |   1283028 | PA      | $1257854.82   | 0.01%             | 2026-04-06      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley                                                                               | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1352751.50   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV                                                                                 | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $291367.70    | 0.00%             | 2026-03-28      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems LLC                                                   | Axalta Coating Systems LLC                                                                   | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1276240.00   | 0.01%             | 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        |   2551529 | PA      | $2152987.06   | 0.02%             | 2027-08-15      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                                         | Scientific Games International, Inc., Term Loan B                                            | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1379070 | PA      | $1373898.49   | 0.01%             | 2029-04-14      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                         | Greenko Wind Projects Mauritius Ltd.                                                         | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |    500000 | PA      | $470718.75    | 0.00%             | 2025-04-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173817.22    | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                           | Cellnex Telecom SA                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $352488.82    | 0.00%             | 2030-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                             | CCO Holdings LLC                                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1649375.00   | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $990880.16    | 0.01%             | 2025-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                                        | Applied Systems, Inc., 2nd Lien Term Loan                                                    | CUSIP: 03827FBA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    805000 | PA      | $802987.50    | 0.01%             | 2027-09-17      | Variable      | 11.33%                | No            | 2                  | On Loan: No      |
| NTT Finance Corp.                                                            | NTT Finance Corp.                                                                            | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $351022.45    | 0.00%             | 2024-07-26      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                  | Apple, Inc.                                                                                  | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $996819.13    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    850000 | PA      | $805468.50    | 0.01%             | 2026-07-29      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                 | Baltimore Gas & Electric Co.                                                                 | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75433.06     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Chart Industries, Inc.                                                       | Chart Industries, Inc.                                                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4667712.50   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Sampo OYJ                                                                    | Sampo OYJ, Class A                                                                           | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    143784 | NS      | $7548588.27   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| OBX Trust                                                                    | OBX Trust, Series 2022-NQM8, Class A1                                                        | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3406855 | PA      | $3412938.76   | 0.03%             | 2062-09-25      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA, Term Loan                                                               | CUSIP: L0178UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    461342 | PA      | $450962.20    | 0.00%             | 2026-01-31      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Infosys Ltd.                                                                 | Infosys Ltd.                                                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |     60613 | NS      | $1141664.32   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2905362.54   | 0.02%             | 2025-06-16      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                                        | Applied Systems, Inc., 1st Lien Term Loan                                                    | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    968537 | PA      | $970154.39    | 0.01%             | 2026-09-18      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                             | OCP Euro CLO DAC, Series 2017-2X, Class E                                                    | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |    298000 | PA      | $283715.33    | 0.00%             | 2032-01-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                         | American Tower Corp.                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    150050 | NS      | $33519669.50  | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwick Park CLO LLC                                                       | Southwick Park CLO LLC, Series 2019-4A, Class A1R                                            | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1976000.00   | 0.01%             | 2032-07-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                              | Santander UK Group Holdings plc                                                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1009178.10   | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                             | BP Capital Markets America, Inc.                                                             | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49953.30     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Diamond (BC) BV                                                              | Diamond (BC) BV, Term Loan                                                                   | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |   1866800 | PA      | $1844472.84   | 0.01%             | 2028-09-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                             | Country Garden Holdings Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1170000.00   | 0.01%             | 2025-01-17      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers Euro CLO                                      | Neuberger Berman Loan Advisers Euro CLO, Series 2021-1X, Class E                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    188000 | PA      | $171475.81    | 0.00%             | 2034-04-17      | Floating      | 7.85%                 | 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        |   5327654 | PA      | $4406601.42   | 0.03%             | 2037-06-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| BCPE Empire Holdings, Inc.                                                   | BCPE Empire Holdings, Inc.                                                                   | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1430463.06   | 0.01%             | 2027-05-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Fastighets AB Balder                                                         | Fastighets AB Balder                                                                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |    397000 | PA      | $330604.49    | 0.00%             | 2081-06-02      | Variable      | 2.87%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corp.                                                               | M&T Bank Corp.                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    100954 | NS      | $15748824.00  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                                | Arabian Centres Sukuk II Ltd.                                                                | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |   2861000 | PA      | $2712228.00   | 0.02%             | 2026-10-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                                 | Focus Financial Partners LLC, Term Loan B4                                                   | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1621492 | PA      | $1618784.05   | 0.01%             | 2028-06-30      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Cedacri Mergeco SpA                                                          | Cedacri Mergeco SpA                                                                          | CUSIP: N/A<br>LEI: 213800Z5DANXME2K6X50       | Long             | DBT              | CORP              | IT        |    865000 | PA      | $895716.47    | 0.01%             | 2028-05-15      | Floating      | 6.39%                 | 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        |  15008211 | PA      | $14723922.37  | 0.11%             | 2067-04-25      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Cromwell European REIT                                                       | Cromwell European REIT                                                                       | CUSIP: N/A<br>LEI: 21380093RFHTC319NL93       | Long             | EC               | CORP              | SG        |   3101420 | NS      | $5428451.09   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vedanta Resources Finance II plc                                             | Vedanta Resources Finance II plc                                                             | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |   2627000 | PA      | $2055627.50   | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XVI Ltd.                                                       | Battalion CLO XVI Ltd., Series 2019-16A, Class AR                                            | CUSIP: 07133MAF3<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4906090.50   | 0.04%             | 2032-12-19      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $508587.81    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Synaptics, Inc.                                                              | Synaptics, Inc., Term Loan                                                                   | CUSIP: 87159JAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    824562 | PA      | $814461.61    | 0.01%             | 2028-12-02      | Variable      | 7.40%                 | 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      | $5566933.08   | 0.04%             | 2039-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1                        | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1898000 | PA      | $1623582.42   | 0.01%             | 2048-12-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 11 Ltd.                                                   | OHA Credit Funding 11 Ltd., Series 2022-11A, Class D                                         | CUSIP: 67115VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $933715.10    | 0.01%             | 2033-07-19      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                | MetLife, Inc.                                                                                | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233327.32    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1859303.51   | 0.01%             | 2026-12-09      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| Discover Financial Services                                                  | Discover Financial Services, Series C                                                        | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |  20150000 | PA      | $17732000.00  | 0.13%             | 2027-10-30      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP, 1st Lien Term Loan                                                        | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   4013500 | PA      | $3994155.41   | 0.03%             | 2026-04-30      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38470.89     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TMBThanachart Bank PCL                                                       | TMBThanachart Bank PCL                                                                       | CUSIP: N/A<br>LEI: 549300WKGLXEV3DB7I54       | Long             | DBT              | CORP              | TH        |   2431000 | PA      | $2294256.25   | 0.02%             | 2024-12-02      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Marvell Technology, Inc.                                                     | Marvell Technology, Inc.                                                                     | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1197032.34   | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | 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        |   2187357 | PA      | $1886668.02   | 0.01%             | 2036-02-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                | Banco BPM SpA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |    352000 | PA      | $374827.34    | 0.00%             | 2030-09-14      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                | Walmart, Inc.                                                                                | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    630000 | PA      | $460022.62    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                              | Goldman Sachs Group, Inc. (The)                                                              | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1390847.86   | 0.01%             | 2024-03-08      | Variable      | 0.67%                 | No            | 2                  | On Loan: No      |
| Hellenic Telecommunications Organization SA                                  | Hellenic Telecommunications Organization SA                                                  | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     35834 | NS      | $564896.08    | 0.00%             |  |  |  | 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      | $1848227.00   | 0.01%             | 2034-07-20      | Floating      | 6.91%                 | No            | 2                  | On Loan: No      |
| NuStar Energy LP                                                             | NuStar Energy LP                                                                             | CUSIP: 67058H102<br>LEI: 5493003BMLTUIEG2LG44 | Long             |  |  | US        |     22360 | NS      | $374530.00    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8567000 | PA      | $8746037.19   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $885227.34    | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                   | DCP Midstream Operating LP                                                                   | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1255246.74   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    960000 | PA      | $912788.99    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96709.56     | 0.00%             | 2027-04-13      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                             | Novo Nordisk A/S                                                                             | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     24746 | NS      | $3434249.88   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GFL Environmental, Inc.                                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $515931.01    | 0.00%             | 2025-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy, Inc.                                                     | CenterPoint Energy, Inc.                                                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    207288 | NS      | $6243514.56   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Loxam SAS                                                                    | Loxam SAS                                                                                    | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195149.95    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TCI-Flatiron CLO Ltd.                                                        | TCI-Flatiron CLO Ltd., Series 2018-1A, Class DR                                              | CUSIP: 87232AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1891633.00   | 0.01%             | 2032-01-29      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                               | Citizens Financial Group, Inc.                                                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    631157 | NS      | $27341721.24  | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  10168000 | PA      | $8513516.02   | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                             | Deutsche Bank AG                                                                             | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1938000 | PA      | $1727833.73   | 0.01%             | 2032-12-01      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                                                  | Greeneden US Holdings I LLC, Term Loan                                                       | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   3351098 | PA      | $3286187.42   | 0.02%             | 2027-12-01      | Variable      | 8.44%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                     | PNC Financial Services Group, Inc. (The)                                                     | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96228.72     | 0.00%             | 2024-11-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                                     | Money Market Series                                                                          | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        | 140362935 | NS      | $140391007.97 | 1.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Intrum AB                                                                    | Intrum AB                                                                                    | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |    138000 | PA      | $140837.56    | 0.00%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                               | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $344428.08    | 0.00%             | 2023-10-04      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| William Carter Co. (The)                                                     | William Carter Co. (The)                                                                     | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2295949.81   | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                                    | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1021552.87   | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                                                    | New Fortress Energy, Inc.                                                                    | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8485000 | PA      | $8117054.85   | 0.06%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                       | Norfolk Southern Corp.                                                                       | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85483.83     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3230606.25   | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $292843.23    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                    | Howard Hughes Corp. (The)                                                                    | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $887698.56    | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                      | Brookfield Residential Properties, Inc.                                                      | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3081000 | PA      | $2387662.67   | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                                                     | Regatta XVI Funding Ltd., Series 2019-2A, Class D                                            | CUSIP: 75888TAJ4<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932624.00    | 0.01%             | 2033-01-15      | Floating      | 8.69%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JPMorgan Chase & Co.                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1479625.18   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                             | Oakwood Mortgage Investors, Inc., Series 2002-B, Class A4                                    | CUSIP: 67087TDQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9103 | PA      | $9078.17      | 0.00%             | 2032-06-15      | Variable      | 7.09%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP                                                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1654597.00   | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                                       | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1A                                            | CUSIP: 40638UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10961974.10  | 0.08%             | 2032-11-30      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd.                                                    | Octagon Loan Funding Ltd., Series 2014-1A, Class CRR                                         | CUSIP: 67590RBE4<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $939912.50    | 0.01%             | 2031-11-18      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos                                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1547000 | PA      | $1506391.25   | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| MasTec, Inc.                                                                 | MasTec, Inc.                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $968650.94    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories                                                                          | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    845000 | PA      | $880244.65    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | 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        |  16500000 | PA      | $14649136.58  | 0.11%             | 2040-08-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Alpek SAB de CV                                                              | Alpek SAB de CV                                                                              | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    365000 | PA      | $304045.00    | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    700000 | PA      | $49512.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                       | Ardagh Metal Packaging Finance USA LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    388000 | PA      | $350717.42    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    295000 | PA      | $193142.76    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Renault SA                                                                   | Renault SA                                                                                   | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99828.64     | 0.00%             | 2025-06-24      | Fixed         | 1.25%                 | 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      | $704473.20    | 0.01%             | 2023-01-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                      | American Airlines, Inc.                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5623263 | PA      | $5438944.64   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Ares L CLO Ltd.                                                              | Ares L CLO Ltd., Series 2018-50A, Class BR                                                   | CUSIP: 04018LAL9<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5869099.20   | 0.04%             | 2032-01-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                                           | Tampa Electric Co.                                                                           | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88450.67     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | 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        |   4577582 | PA      | $3205817.83   | 0.02%             | 2046-10-25      | Floating      | 3.37%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8367000 | PA      | $7606858.05   | 0.06%             | 2028-05-01      | 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        |     64475 | NS      | $9195797.07   | 0.07%             | 2023-02-14      | Fixed         | 11.80%                | No            | 2                  | On Loan: No      |
| Barclays plc                                                                 | Barclays plc                                                                                 | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $2889125.00   | 0.02%             | 2024-06-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| CIMB Group Holdings Bhd.                                                     | CIMB Group Holdings Bhd.                                                                     | CUSIP: N/A<br>LEI: 549300FYDN5UD7USZW18       | Long             | EC               | CORP              | MY        |    983300 | NS      | $1328097.16   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                 | BX Commercial Mortgage Trust, Series 2019-XL, Class G                                        | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6375000 | PA      | $6203180.37   | 0.05%             | 2036-10-15      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                                  | Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1                                        | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7395000.00   | 0.05%             | 2033-04-15      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                         | Frontier Communications Holdings LLC                                                         | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1396431.00   | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                                | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $109684.35    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nexstar Media, Inc.                                                          | Nexstar Media, Inc., Term Loan B4                                                            | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    509393 | PA      | $509179.48    | 0.00%             | 2026-09-18      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO 2 DAC                                           | Anchorage Capital Europe CLO 2 DAC, Series 2X, Class ER                                      | CUSIP: N/A<br>LEI: 635400HYNZWTWNENDW97       | Long             | ABS-CBDO         | CORP              | IE        |    499000 | PA      | $475243.67    | 0.00%             | 2034-04-15      | Floating      | 8.79%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                            | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  18465000 | PA      | $15086983.54  | 0.11%             | 2082-01-15      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Nomura Bank International plc                                                | Nomura Bank International plc                                                                | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |     49188 | NS      | $5390287.90   | 0.04%             | 2023-03-08      | Fixed         | 10.49%                | No            | 2                  | On Loan: No      |
| Adevinta ASA                                                                 | Adevinta ASA, Facility Term Loan B2                                                          | CUSIP: R0000XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |   1580153 | PA      | $1577514.39   | 0.01%             | 2028-06-26      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                 | ams-OSRAM AG                                                                                 | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    600000 | PA      | $491565.74    | 0.00%             | 2027-11-03      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                     | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    269000 | PA      | $234818.44    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| RR 5 Ltd.                                                                    | RR 5 Ltd., Series 2018-5A, Class B                                                           | CUSIP: 74979VAG8<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1207349.25   | 0.01%             | 2031-10-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| SooChow Securities Co. Ltd.                                                  | SooChow Securities Co. Ltd., Class A                                                         | CUSIP: N/A<br>LEI: 300300E1008532000098       | Long             | EC               | CORP              | CN        |    826160 | NS      | $871355.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                    | Nokia OYJ                                                                                    | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   2016000 | PA      | $2054203.20   | 0.02%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NBCUniversal Media LLC                                                       | NBCUniversal Media LLC                                                                       | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $419148.97    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Flughafen Zurich AG                                                          | Flughafen Zurich AG (Registered)                                                             | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |     58484 | NS      | $10655429.24  | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                           | VICI Properties LP                                                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2184000 | PA      | $1953559.13   | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC                                                                      | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    255000 | PA      | $211221.54    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                                      | Civitas Resources, Inc.                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1088227.50   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Colorado Plaza                                                               | Colorado Plaza, Term Loan                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7905882 | PA      | $3969882.69   | 0.03%             | 2024-05-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad                                                             | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |   1634000 | PA      | $1621030.13   | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                 | Unibail-Rodamco-Westfield SE                                                                 | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $799003.07    | 0.01%             | 2023-07-25      | Variable      | 2.12%                 | 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        |     46200 | NS      | $2408149.23   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Camelot US Acquisition 1 Co.                                                 | Camelot US Acquisition 1 Co., Term Loan                                                      | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2111367 | PA      | $2108073.57   | 0.02%             | 2026-10-30      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                              | Live Nation Entertainment, Inc.                                                              | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    659000 | PA      | $639989.94    | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                        | Stillwater Mining Co.                                                                        | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3163500.00   | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Copa Holdings SA                                                             | Copa Holdings SA, Class A                                                                    | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |     80067 | NS      | $7372569.36   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                                        | Wells Fargo Commercial Mortgage Trust, Series 2018-C45, Class C                              | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   1158000 | PA      | $1008402.73   | 0.01%             | 2051-06-15      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3224000 | PA      | $3312660.00   | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO V Ltd.                                                          | Greywolf CLO V Ltd., Series 2015-1A, Class CR                                                | CUSIP: 39808PAS5<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $400103.42    | 0.00%             | 2031-01-27      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Dubai Islamic Bank PJSC                                                      | Dubai Islamic Bank PJSC                                                                      | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    493389 | NS      | $747948.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                         | Banco de Sabadell SA                                                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |    300000 | PA      | $325908.22    | 0.00%             | 2029-02-07      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| AMN Healthcare, Inc.                                                         | AMN Healthcare, Inc.                                                                         | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    696000 | PA      | $603731.28    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HF Sinclair Corp.                                                            | HF Sinclair Corp.                                                                            | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $870763.70    | 0.01%             | 2023-10-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $316278.30    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Taiwan Cement Corp.                                                          | Taiwan Cement Corp.                                                                          | CUSIP: N/A<br>LEI: 529900C56C3PB9X9ZO58       | Long             | EC               | CORP              | TW        |    980000 | NS      | $1187037.97   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Acuris Finance US, Inc.                                                      | Acuris Finance US, Inc.                                                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4676000 | PA      | $3819863.12   | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Total Return Basket Swap                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |   1337968 | NS      | $-48430.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                                      | Applied Materials, Inc.                                                                      | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1236712.60   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Penske Truck Leasing Co. LP                                                  | Penske Truck Leasing Co. LP                                                                  | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $326379.93    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2235000 | PA      | $2118780.00   | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Iliad SA                                                                     | Iliad SA                                                                                     | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298422.68    | 0.00%             | 2026-06-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   1250000 | PA      | $1175480.94   | 0.01%             | 2028-03-01      | Variable      | 5.50%                 | 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        |      5483 | NC      | $16393862.95  | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AmWINS Group, Inc.                                                           | AmWINS Group, Inc., Term Loan                                                                | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2936671 | PA      | $2916173.24   | 0.02%             | 2028-02-19      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                      | Level 3 Financing, Inc.                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $997744.91    | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC, Term Loan B4                                              | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2001225 | PA      | $1996682.01   | 0.01%             | 2027-11-05      | Variable      | 8.01%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                        | eG Global Finance plc                                                                        | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   2845000 | PA      | $2681412.50   | 0.02%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                         | Charter Communications Operating LLC                                                         | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6899000 | PA      | $5793683.68   | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cano Health LLC                                                              | Cano Health LLC                                                                              | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    571000 | PA      | $364012.50    | 0.00%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                        | PayPal Holdings, Inc.                                                                        | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    155000 | PA      | $115164.63    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                    | Sedgwick Claims Management Services, Inc., Term Loan                                         | CUSIP: 81527CAM9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    943544 | PA      | $941968.41    | 0.01%             | 2026-09-03      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                 | CaixaBank SA                                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $3010535.78   | 0.02%             | 2023-09-19      | Variable      | 6.38%                 | 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      | $498.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO VII Ltd.                                                            | TICP CLO VII Ltd., Series 2017-7A, Class DR                                                  | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3706805.20   | 0.03%             | 2033-04-15      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                                      | Albion Financing 3 SARL, Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1466230 | PA      | $1411246.18   | 0.01%             | 2026-08-17      | Variable      | 9.57%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                        | Churchill Downs, Inc.                                                                        | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2756303.07   | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1025848.57   | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                | Post CLO Ltd., Series 2021-1A, Class B                                                       | CUSIP: 73742FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9736603.00   | 0.07%             | 2034-10-15      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| New Gold, Inc.                                                               | New Gold, Inc.                                                                               | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   3848000 | PA      | $3570179.09   | 0.03%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                     | Diamondback Energy, Inc.                                                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4634000 | PA      | $3730836.13   | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                                | Organon & Co.                                                                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4171000 | PA      | $3765537.09   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc., Term Loan B                                                                  | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   1050531 | PA      | $1050972.58   | 0.01%             | 2028-11-22      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                 | Fidelity National Information Services, Inc.                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    133061 | NS      | $9984897.44   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2020-3A, Class CR                                             | CUSIP: 69701RAU1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1412330.40   | 0.01%             | 2031-11-15      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                             | Republic of Peru                                                                             | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2094000 | PA      | $2203018.88   | 0.02%             | 2025-07-21      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                  | Rogers Communications, Inc.                                                                  | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $200629.76    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                              | Citigroup, Inc.                                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2077905.46   | 0.02%             | 2028-05-24      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                      | CDI Escrow Issuer, Inc.                                                                      | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4121625.00   | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                                      | Atos SE                                                                                      | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $283126.47    | 0.00%             | 2024-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285297.88    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                          | Buckeye Partners LP                                                                          | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    503000 | PA      | $383582.77    | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                               | Broadcom, Inc.                                                                               | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $2629328.86   | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    540000 | PA      | $4127.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lucali CLO Ltd.                                                              | Lucali CLO Ltd., Series 2020-1A, Class D                                                     | CUSIP: 54929JAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2145990.83   | 0.02%             | 2033-01-15      | Floating      | 8.39%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338913.71    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                       | Techem Verwaltungsgesellschaft 674 mbH                                                       | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |   1146474 | PA      | $1186936.48   | 0.01%             | 2026-07-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                               | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D                                     | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $711282.08    | 0.01%             | 2031-01-23      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     60470 | NS      | $16082869.05  | 0.12%             | 2023-03-09      | Fixed         | 11.93%                | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                      | Molina Healthcare, Inc.                                                                      | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1546022.70   | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                            | Wells Fargo & Co.                                                                            | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $985940.09    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                 | Bain Capital Credit CLO Ltd., Series 2022-1A, Class D                                        | CUSIP: 05684UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2214990.00   | 0.02%             | 2035-04-18      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Beijing Enterprises Holdings Ltd.                                            | Beijing Enterprises Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 529900896ODARUEY2V26       | Long             | EC               | CORP              | HK        |    111000 | NS      | $376935.13    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Co. LP                                          | Calpine Construction Finance Co. LP, Term Loan B                                             | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    781043 | PA      | $779785.15    | 0.01%             | 2025-01-15      | Variable      | 6.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1372707.15  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| United Natural Foods, Inc.                                                   | United Natural Foods, Inc.                                                                   | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    630000 | PA      | $607950.00    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                                      | CDW LLC                                                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1827689.85   | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                    | HCA, Inc.                                                                                    | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1176891.31   | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Twilio, Inc.                                                                 | Twilio, Inc.                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1661600.64   | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97626.10     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-3A, Class D                                              | CUSIP: 69688FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1900585.60   | 0.01%             | 2035-01-15      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Ferguson plc                                                                 | Ferguson plc                                                                                 | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |    113852 | NS      | $16041190.02  | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Garden Spinco Corp.                                                          | Garden Spinco Corp.                                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1859664.38   | 0.01%             | 2030-07-20      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Romania                                                                      | Romania Government Bond                                                                      | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    552000 | PA      | $599437.50    | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Trust                                                       | Invitation Homes Trust, Series 2018-SFR4, Class A                                            | CUSIP: 46187XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763961 | PA      | $2744212.89   | 0.02%             | 2038-01-17      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                | Comcast Corp.                                                                                | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    862000 | PA      | $854196.19    | 0.01%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                                    | AIMCO CLO, Series 2015-AA, Class CR2                                                         | CUSIP: 00900LAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2860181.10   | 0.02%             | 2034-10-17      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     40700 | NS      | $1720037.66   | 0.01%             | 2023-02-06      | Fixed         | 15.40%                | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                          | Hilcorp Energy I LP                                                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1437780.00   | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Pertamina Persero PT                                                         | Pertamina Persero PT                                                                         | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |   3437000 | PA      | $3003456.82   | 0.02%             | 2030-08-27      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                       | Aramark Services, Inc.                                                                       | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3410852.50   | 0.03%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding IV CLO Ltd.                                                    | Cedar Funding IV CLO Ltd., Series 2014-4A, Class BRR                                         | CUSIP: 150323BC6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4871403.00   | 0.04%             | 2034-07-23      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                           | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C15, Class XB                | CUSIP: 61763KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80982000 | PA      | $202900.40    | 0.00%             | 2047-04-15      | Variable      | 0.33%                 | No            | 2                  | On Loan: No      |
| Santos Finance Ltd.                                                          | Santos Finance Ltd.                                                                          | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1060774.00   | 0.01%             | 2029-03-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MTU Aero Engines AG                                                          | MTU Aero Engines AG                                                                          | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     16352 | NS      | $4086569.68   | 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      | $38.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings SARL                                                      | EIG Pearl Holdings SARL                                                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   2394000 | PA      | $2070810.00   | 0.02%             | 2036-08-31      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                           | State Street Corp.                                                                           | CUSIP: 857477AY9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  48980000 | PA      | $40799347.18  | 0.30%             | 2047-06-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2381.54      | 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        |     35300 | NS      | $4629821.71   | 0.03%             | 2023-03-27      | Fixed         | 20.92%                | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                                        | Tempo Acquisition LLC, Term Loan B1                                                          | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5107021 | PA      | $5110238.60   | 0.04%             | 2028-08-31      | Variable      | 7.56%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                                       | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    234000 | PA      | $217011.60    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                     | Benchmark Mortgage Trust, Series 2018-B7, Class C                                            | CUSIP: 08162TBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3077725 | PA      | $2694087.81   | 0.02%             | 2053-05-15      | Variable      | 4.86%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                    | CSX Corp.                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    412536 | NS      | $12755613.12  | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                                          | FIS Fabbrica Italiana Sintetici SpA                                                          | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    747000 | PA      | $686265.99    | 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        |   8300000 | PA      | $5820574.20   | 0.04%             | 2039-05-10      | Variable      | 3.95%                 | No            | 3                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                   | Anchorage Capital CLO Ltd., Series 2018-10A, Class D                                         | CUSIP: 03331JAN2<br>LEI: 549300PXQERPW8QV9145 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1389401.85   | 0.01%             | 2031-10-15      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1830585.90   | 0.01%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                                                | Premier Entertainment Sub LLC                                                                | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $619699.68    | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Ltd.                                                | Canadian Pacific Railway Ltd.                                                                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    131088 | NS      | $10346745.15  | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial, Inc.                                                         | Ally Financial, Inc., Series B                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  23375000 | PA      | $19225937.50  | 0.14%             | 2026-05-15      | Variable      | 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        |     94700 | NS      | $5595215.34   | 0.04%             | 2023-02-23      | Fixed         | 19.84%                | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                      | Equate Petrochemical BV                                                                      | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |   1222000 | PA      | $1192794.20   | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc.                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   8772000 | PA      | $8925510.00   | 0.07%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Theta Capital Pte. Ltd.                                                      | Theta Capital Pte. Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |   3674000 | PA      | $3176402.63   | 0.02%             | 2025-01-22      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8534000 | PA      | $6866456.40   | 0.05%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $595.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                            | CIFC Funding Ltd., Series 2017-3A, Class A1                                                  | CUSIP: 12548JAC6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |   3352124 | PA      | $3329589.23   | 0.02%             | 2030-07-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| PetVet Care Centers LLC                                                      | PetVet Care Centers LLC, 1st Lien Term Loan                                                  | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     73481 | PA      | $69641.66     | 0.00%             | 2025-02-14      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                  | Cheniere Energy Partners LP                                                                  | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5483000 | PA      | $4577372.89   | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                                             | ASR Nederland NV                                                                             | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     94055 | NS      | $4451766.06   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                                 | KBC Group NV                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |   7200000 | PA      | $7612224.30   | 0.06%             | 2024-03-05      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                             | Fantasia Holdings Group Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |   1735000 | PA      | $299287.50    | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                 | Samsung Electronics Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     27773 | NS      | $1383380.18   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                   | DCP Midstream Operating LP                                                                   | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3874784.36   | 0.03%             | 2036-11-03      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                          | Realty Income Corp.                                                                          | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441585.38    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      4055 | NS      | $16413799.15  | 0.12%             | 2023-03-20      | Fixed         | 9.41%                 | No            | 2                  | On Loan: No      |
| TICP CLO XIV Ltd.                                                            | TICP CLO XIV Ltd., Series 2019-14A, Class BR                                                 | CUSIP: 87250CAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3122325.70   | 0.02%             | 2032-10-20      | Floating      | 7.01%                 | 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        |   2880000 | PA      | $2483352.29   | 0.02%             | 2051-07-15      | Variable      | 4.86%                 | 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        |    147559 | PA      | $123654.46    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                      | Hyundai Capital America                                                                      | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468004.47    | 0.00%             | 2023-09-18      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                          | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    526000 | PA      | $518152.08    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| S-1 Corp.                                                                    | S-1 Corp.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2822 | NS      | $132037.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Motorola Solutions, Inc.                                                     | Motorola Solutions, Inc.                                                                     | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    915000 | PA      | $757769.09    | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    739693 | PA      | $7738.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                               | Carnival Holdings Bermuda Ltd.                                                               | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11031000 | PA      | $11913480.00  | 0.09%             | 2028-05-01      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| Taylor Wimpey plc                                                            | Taylor Wimpey plc                                                                            | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |  10997494 | NS      | $15956522.99  | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP, Term Loan                                                               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   5262365 | PA      | $5103757.50   | 0.04%             | 2028-10-23      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| HPS Loan Management Ltd.                                                     | HPS Loan Management Ltd., Series 8A-2016, Class CR                                           | CUSIP: 40437HAG6<br>LEI: 54930040W4QDWLO30S73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945031.50    | 0.01%             | 2030-07-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                            | Alliant Holdings Intermediate LLC, Term Loan                                                 | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1214884 | PA      | $1212612.36   | 0.01%             | 2025-05-09      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                                | RCI Banque SA                                                                                | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   4300000 | PA      | $4295389.44   | 0.03%             | 2030-02-18      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   8987000 | PA      | $6643819.49   | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Life Time, Inc.                                                              | Life Time, Inc.                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $1952792.64   | 0.01%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                                | AIB Group plc                                                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |   8453000 | PA      | $8833578.89   | 0.07%             | 2025-06-23      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                       | Palmer Square CLO Ltd., Series 2021-2A, Class C                                              | CUSIP: 69701XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1877731.80   | 0.01%             | 2034-07-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72117.58     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                         | SoftBank Group Corp.                                                                         | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    553000 | PA      | $583128.07    | 0.00%             | 2025-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Huarong Finance 2019 Co. Ltd.                                                | Huarong Finance 2019 Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | VG        |    900000 | PA      | $858825.00    | 0.01%             | 2024-05-29      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| China Evergrande Group                                                       | China Evergrande Group                                                                       | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $153750.00    | 0.00%             | 2023-06-28      | Fixed         | 7.50%                 | 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      | $2321504.50   | 0.02%             | 2034-10-20      | Floating      | 6.76%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                              | Madison Park Funding XXVII Ltd., Series 2018-27A, Class B                                    | CUSIP: 55820YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1532808.48   | 0.01%             | 2030-04-20      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                      | Hungary Government Bond                                                                      | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    578000 | PA      | $579011.50    | 0.00%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | CDS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    320000 | PA      | $-10632.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |     22679 | NS      | $1656179.69   | 0.01%             | 2023-02-02      | Fixed         | 12.82%                | 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        |    773000 | PA      | $733024.35    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                            | Vantage Towers AG                                                                            | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416326.27    | 0.00%             | 2025-03-31      | Fixed         | 0.00%                 | 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        |   1175000 | PA      | $1082321.88   | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                               | Morgan Stanley Capital I Trust, Series 2017-HR2, Class D                                     | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1100396.36   | 0.01%             | 2050-12-15      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Forward Foreign Currency Contract                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-53962.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                                            | IRB Holding Corp., Term Loan B                                                               | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    698133 | PA      | $690279.00    | 0.01%             | 2027-12-15      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5643000 | PA      | $4457970.00   | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                          | Altice Financing SA, Term Loan                                                               | CUSIP: L0178UAG1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    941346 | PA      | $927226.20    | 0.01%             | 2025-07-15      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                                | Shandong Gold Mining Co. Ltd., Class A                                                       | CUSIP: N/A<br>LEI: 300300KC2K8BC07OSV77       | Long             | EC               | CORP              | CN        |    833484 | NS      | $2450608.74   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                                                | Premier Entertainment Sub LLC                                                                | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $503125.77    | 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        |      8877 | NS      | $6552380.01   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $2841399.93   | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG                                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   2023000 | PA      | $2037767.90   | 0.02%             | 2025-02-19      | Variable      | 7.00%                 | 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      | $3135038.04   | 0.02%             | 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        |   5449776 | PA      | $5256392.44   | 0.04%             | 2036-01-25      | Floating      | 5.06%                 | 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        |   1757397 | PA      | $1572182.62   | 0.01%             | 2047-09-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                       | UBS AG                                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |     17700 | NS      | $1160287.77   | 0.01%             | 2023-02-16      | Fixed         | 12.90%                | No            | 2                  | On Loan: No      |
| Clear Channel International BV                                               | Clear Channel International BV                                                               | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1764000 | PA      | $1716971.76   | 0.01%             | 2025-08-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd.                                                    | Times China Holdings Ltd.                                                                    | CUSIP: N/A<br>LEI: 2549000KTINB9ZPZP710       | Long             | DBT              | CORP              | KY        |   3390000 | PA      | $635625.00    | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Trestles CLO Ltd.                                                            | Trestles CLO Ltd., Series 2020-3A, Class C                                                   | CUSIP: 89532TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1384021.81   | 0.01%             | 2033-01-20      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    519000 | PA      | $478663.32    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AngloGold Ashanti Holdings plc                                               | AngloGold Ashanti Holdings plc                                                               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2487000 | PA      | $2200995.00   | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                  | FedEx Corp.                                                                                  | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196038.81    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kaiser Foundation Hospitals                                                  | Kaiser Foundation Hospitals, Series 2021                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    299000 | PA      | $230861.19    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | 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      | $258750.00    | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                        | Albertsons Cos., Inc.                                                                        | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3005812.50   | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ball Corp.                                                                   | Ball Corp.                                                                                   | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    313000 | PA      | $255927.26    | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                     | HP, Inc.                                                                                     | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1177166.28   | 0.01%             | 2025-06-17      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                   | PacifiCorp                                                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    620000 | PA      | $442717.31    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Harvest Midstream I LP                                                       | Harvest Midstream I LP                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    569000 | PA      | $559753.75    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                                  | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   5109000 | PA      | $4904640.00   | 0.04%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                                 | Hess Midstream Operations LP                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1086000 | PA      | $951126.95    | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                                    | RKPF Overseas 2019 A Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |   2230000 | PA      | $1944002.50   | 0.01%             | 2025-09-04      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                                | Empresa Nacional del Petroleo                                                                | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |   4680000 | PA      | $4571190.00   | 0.03%             | 2024-10-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                          | Foreign Exchange GBP/USD                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -3645 | NC      | $1536659.10   | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2536000 | PA      | $2405100.28   | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Sparta US HoldCo LLC                                                         | Sparta US HoldCo LLC, 1st Lien Term Loan                                                     | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |   1311974 | PA      | $1305965.11   | 0.01%             | 2028-08-02      | Variable      | 7.37%                 | No            | 2                  | On Loan: No      |
| Match Group Holdings II LLC                                                  | Match Group Holdings II LLC                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    723000 | PA      | $664993.71    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                                           | 8th Avenue Food & Provisions, Inc., 1st Lien Term Loan                                       | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |   1802041 | PA      | $1556188.20   | 0.01%             | 2025-10-01      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream Partners LP                                                 | EnLink Midstream Partners LP                                                                 | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $982493.07    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP                                                               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1453375.00   | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                         | Royal Bank of Canada                                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |      2708 | NS      | $10846412.36  | 0.08%             | 2023-03-03      | Fixed         | 10.32%                | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                                                     | Spirit AeroSystems, Inc.                                                                     | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    372000 | PA      | $373279.68    | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                             | TICP CLO XI Ltd., Series 2018-11A, Class A                                                   | CUSIP: 87249QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8545000 | PA      | $8480391.26   | 0.06%             | 2031-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                           | Republic of Panama                                                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3918000 | PA      | $2993107.13   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer